FPGA Based Accelerators for Financial Applications


Book Description

This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers and quants/programmers who think about integrating FPGAs into their current IT systems.




Introduction to LabVIEW FPGA for RF, Radar, and Electronic Warfare Applications


Book Description

Real-time testing and simulation of open- and closed-loop radio frequency (RF) systems for signal generation, signal analysis and digital signal processing require deterministic, low-latency, high-throughput capabilities afforded by user reconfigurable field programmable gate arrays (FPGAs). This comprehensive book introduces LabVIEW FPGA, provides best practices for multi-FPGA solutions, and guidance for developing high-throughput, low-latency FPGA based RF systems. Written by a recognized expert with a wealth of real-world experience in the field, this is the first book written on the subject of FPGAs for radar and other RF applications.




High-Performance Computing in Finance


Book Description

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.




Security of FPGA-Accelerated Cloud Computing Environments


Book Description

This book addresses security of FPGA-accelerated cloud computing environments. It presents a comprehensive review of the state-of-the-art in security threats as well as defenses. The book further presents design principles to help in the evaluation and designs of cloud-based FPGA deployments which are secure from information leaks and potential attacks.




Advanced Simulation-Based Methods for Optimal Stopping and Control


Book Description

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.




Smart Computing and Communication


Book Description

This book constitutes the refereed proceedings of the 4th International Conference on Smart Computing and Communications, SmartCom 2019, held in Birmingham, UK, in October 2019. The 40 papers presented in this volume were carefully reviewed and selected from 286 submissions. They focus on both smart computing and communications fields and aimed to collect recent academic work to improve the research and practical application in the field.




Multivariate Algorithms and Information-Based Complexity


Book Description

The contributions by leading experts in this book focus on a variety of topics of current interest related to information-based complexity, ranging from function approximation, numerical integration, numerical methods for the sphere, and algorithms with random information, to Bayesian probabilistic numerical methods and numerical methods for stochastic differential equations.




High-Performance Computing Using FPGAs


Book Description

High-Performance Computing using FPGA covers the area of high performance reconfigurable computing (HPRC). This book provides an overview of architectures, tools and applications for High-Performance Reconfigurable Computing (HPRC). FPGAs offer very high I/O bandwidth and fine-grained, custom and flexible parallelism and with the ever-increasing computational needs coupled with the frequency/power wall, the increasing maturity and capabilities of FPGAs, and the advent of multicore processors which has caused the acceptance of parallel computational models. The Part on architectures will introduce different FPGA-based HPC platforms: attached co-processor HPRC architectures such as the CHREC’s Novo-G and EPCC’s Maxwell systems; tightly coupled HRPC architectures, e.g. the Convey hybrid-core computer; reconfigurably networked HPRC architectures, e.g. the QPACE system, and standalone HPRC architectures such as EPFL’s CONFETTI system. The Part on Tools will focus on high-level programming approaches for HPRC, with chapters on C-to-Gate tools (such as Impulse-C, AutoESL, Handel-C, MORA-C++); Graphical tools (MATLAB-Simulink, NI LabVIEW); Domain-specific languages, languages for heterogeneous computing(for example OpenCL, Microsoft’s Kiwi and Alchemy projects). The part on Applications will present case from several application domains where HPRC has been used successfully, such as Bioinformatics and Computational Biology; Financial Computing; Stencil computations; Information retrieval; Lattice QCD; Astrophysics simulations; Weather and climate modeling.




FPGA-BASED Hardware Accelerators


Book Description

This book suggests and describes a number of fast parallel circuits for data/vector processing using FPGA-based hardware accelerators. Three primary areas are covered: searching, sorting, and counting in combinational and iterative networks. These include the application of traditional structures that rely on comparators/swappers as well as alternative networks with a variety of core elements such as adders, logical gates, and look-up tables. The iterative technique discussed in the book enables the sequential reuse of relatively large combinational blocks that execute many parallel operations with small propagation delays. For each type of network discussed, the main focus is on the step-by-step development of the architectures proposed from initial concepts to synthesizable hardware description language specifications. Each type of network is taken through several stages, including modeling the desired functionality in software, the retrieval and automatic conversion of key functions, leading to specifications for optimized hardware modules. The resulting specifications are then synthesized, implemented, and tested in FPGAs using commercial design environments and prototyping boards. The methods proposed can be used in a range of data processing applications, including traditional sorting, the extraction of maximum and minimum subsets from large data sets, communication-time data processing, finding frequently occurring items in a set, and Hamming weight/distance counters/comparators. The book is intended to be a valuable support material for university and industrial engineering courses that involve FPGA-based circuit and system design.




The Definitive Guide to the Xen Hypervisor


Book Description

"The Xen hypervisor has become an incredibly strategic resource for the industry, as the focal point of innovation in cross-platform virtualization technology. David's book will play a key role in helping the Xen community and ecosystem to grow." -Simon Crosby, CTO, XenSource An Under-the-Hood Guide to the Power of Xen Hypervisor Internals The Definitive Guide to the Xen Hypervisor is a comprehensive handbook on the inner workings of XenSource's powerful open source paravirtualization solution. From architecture to kernel internals, author David Chisnall exposes key code components and shows you how the technology works, providing the essential information you need to fully harness and exploit the Xen hypervisor to develop cost-effective, highperformance Linux and Windows virtual environments. Granted exclusive access to the XenSource team, Chisnall lays down a solid framework with overviews of virtualization and the design philosophy behind the Xen hypervisor. Next, Chisnall takes you on an in-depth exploration of the hypervisor's architecture, interfaces, device support, management tools, and internals including key information for developers who want to optimize applications for virtual environments. He reveals the power and pitfalls of Xen in real-world examples and includes hands-on exercises, so you gain valuable experience as you learn. This insightful resource gives you a detailed picture of how all the pieces of the Xen hypervisor fit and work together, setting you on the path to building and implementing a streamlined, cost-efficient virtual enterprise. Coverage includes Understanding the Xen virtual architecture Using shared info pages, grant tables, and the memory management subsystem Interpreting Xen's abstract device interfaces Configuring and managing device support, including event channels, monitoring with XenStore, supporting core devices, and adding new device types Navigating the inner workings of the Xen API and userspace tools Coordinating virtual machines with the Scheduler Interface and API, and adding a new scheduler Securing near-native speed on guest machines using HVM Planning for future needs, including porting, power management, new devices, and unusual architectures