Show simple item record Induwara, S Jayasena, S 2015-06-19T08:12:04Z 2015-06-19T08:12:04Z 2015-06-19
dc.description.abstract The stock market index is a valuable financial tool to measure the state of a segment of the stock market. With high input data rates, real-time index computation is a challenging task. It cannot be done in real-time with today's reasonably high-end computers with many CPU cores. Doing so with CPU-based systems will require server farms with lots of computing power and therefore costly. Thus currently this index value is computed periodically (non-real-time). In this paper we describe our attempt in fast index computation using Graphics Processing Units (GPUs), which usually have several hundreds of processing cores and are much less expensive than CPU-based solutions. The computation itself is data parallel and therefore suitable for GPU processing. Preliminary results indicate our approach is promising as we can compute much faster using GPUs than using multi-core CPUs. en_US
dc.language.iso en en_US
dc.source.uri en_US
dc.subject CUDA en_US
dc.subject GPu en_US
dc.subject Real-time computation en_US
dc.subject Financial computing en_US
dc.subject Parallel computing en_US
dc.title Fast computation of stock market indices using GPUs en_US
dc.type Conference-Full-text en_US
dc.identifier.faculty Engineering en_US
dc.identifier.department Department of Computer Science and Engineering en_US
dc.identifier.year 2013 en_US
dc.identifier.conference International Conference on Industrial and Information Systems - ICIIS'13 en_US Peradeniya en_US

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