RESUMO
Genetic programming can be used to identify complex patterns in financial markets which may lead to more advanced trading strategies. However, the computationally intensive nature of genetic programming makes it difficult to apply to real world problems, particularly in real-time constrained scenarios. In this work we propose the use of Field Programmable Gate Array technology to accelerate the fitness evaluation step, one of the most computationally demanding operations in genetic programming. We propose to develop a fully-pipelined, mixed precision design using run-time reconfiguration to accelerate fitness evaluation. We show that run-time reconfiguration can reduce resource consumption by a factor of 2 compared to previous solutions on certain configurations. The proposed design is up to 22 times faster than an optimised, multithreaded software implementation while achieving comparable financial returns.
RESUMO
We demonstrate the use of dataflow technology in the computation of the correlation energy in molecules at the Møller-Plesset perturbation theory (MP2) level. Specifically, we benchmark density fitting (DF)-MP2 for as many as 168 atoms (in valinomycin) and show that speed-ups between 3 and 3.8 times can be achieved when compared to the MOLPRO package run on a single CPU. Acceleration is achieved by offloading the matrix multiplications steps in DF-MP2 to Dataflow Engines (DFEs). We project that the acceleration factor could be as much as 24 with the next generation of DFEs.
