OpenCL Implementation of NeuroIsing(Financial and Consumer Markets,Proceedings of the YITP Workshop on Econophysics,Econophysics 2011-The Hitchhiker's Guide to the Economy-)

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概要

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• Recent advances in graphics card hardware combined with an introduction of the OpenCL standard promise to accelerate numerical simulations across diverse scientific disciplines. One such field benefiting from new hardware/software paradigms is econophysics. The paper describes an OpenCL implementation of a selected econophysics model: NeuroIsing, which has been designed to execute in parallel on a vendor-independent graphics card. Originally introduced in the paper [C. A. Zapart, "Econophysics in Financial Time Series Prediction", PhD thesis, Graduate University for Advanced Studies, Japan (2009)], at first it was implemented on a CELL processor running inside a SONY PS3 games console. The NeuroIsing framework can be applied to predicting and trading foreign exchange as well as stock market index futures.

• 2012-06-14

著者

• Zapart Christopher

  The Institute Of Statistical Mathematics

関連論文

• OpenCL Implementation of NeuroIsing(Financial and Consumer Markets,Proceedings of the YITP Workshop on Econophysics,Econophysics 2011-The Hitchhiker's Guide to the Economy-)

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