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INTRODUCTION

Mathematical Functionalities

f(x)

t(x)

q(x)r(x)

Big Data Algorithms

Finantial Algorithms

Numerical Analisys Kernels

g(x) h(x)

s(x) p(x)Finantial Algorithms

Big Data Algorithms

Different  areas  share  online  mathematical  functionalities    and/or  online  numerical  kernels

Online  -­‐>  perfect  to  be  ported  into  hardware  Shared  -­‐>  perfect  to  let  them  easily  replicable

THE  IDEA

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*referring  to  the  performance  per  watt  ratio

Optimized*  IPs  libraryOptimized*  financial  

algorithmsGoal  

Create  an  open  source  optimized  IP  core  library  for  the  most  common  mathematical  functionalities  and  numerical  analysis  kernels  used  in  financial  

analysis  

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APPLICATION  DOMAIN

A  collection  of  optimize  IPs,  each  of  them  maintain  the  same  performance  despite  the  kind  of  workload  processed,  could  be  used  in  different  financial  areas,  from  analysis  till  trading,  where  the  latency  between  taking  a  decision  and  actuating  it  is  essential.  [1]

[1]  “A  Low-­‐Latency  Library  in  FPGA  Hardware  for  High-­‐Frequency  Trading  (HFT)”,  DOI:  10.1109/HOTI.2012.15  Conference:  Proceedings  of  the  2012  IEEE  20th  Annual  Symposium  on  High-­‐Performance  Interconnects

CONTACTSannamaria  DOT  nestorov  AT  mail  DOT  polimi  DOT  it  

marco1  DOT  arnaboldi  AT  mail  DOT  polimi  DOT  it  

mtt  DOT  fnt  AT  gmail  DOT  com

Anna  Maria  Nestorov  

Marco  Arnaboldi  

Matteo  Fontana

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@NecsTrade

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