期刊名称：International Journal of Reconfigurable Computing
印刷版ISSN：1687-7195
电子版ISSN：1687-7209
出版年度：2012
卷号：2012
DOI：10.1155/2012/646984
出版社：Hindawi Publishing Corporation
摘要：The hardware structure of a processing element used for optimization of an investment strategy for financial markets is presented. It is shown how this processing element can be multiply implemented on the massively parallel FPGA-machine RIVYERA. This leads to a speedup of a factor of about 17,000 in comparison to one single high-performance PC, while saving more than 99% of the consumed energy. Furthermore, it is shown for a special security and different time periods that the optimized investment strategy delivers an outperformance between 2 and 14 percent in relation to a buy and hold strategy.
