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Within this paper we present a floor planner for partially-reconfigurable FPGAs that allow the designer to consider bit stream relocation constraints during the design of the system. The presented approach is an extension of our previous work on floor planning based on a Mixed-Integer Linear Programming (MILP) formulation, thus allowing the designer to optimize a set of different metrics within a...
We present designs for in-circuit monitoring of custom hardware designs implemented in reconfigurable hardware. The monitors check hardware designs against temporal logic specifications. Compared to previous work, which uses custom hardware to monitor software, our designs can run at higher speeds and make better use of hardware resources, such as shift registers and embedded memory blocks. We evaluate...
Advances in high frequency trading in financial markets have exceeded the ability of regulators to monitor market stability, creating the need for tools that go beyond market microstructure theory and examine markets in real time, driven by algorithms, as employed in practice. This paper investigates the design, performance and stability of high frequency trading rules using a hybrid evolutionary...
Transfer entropy is a measure of information transfer between two time series. It is an asymmetric measure based on entropy change which only takes into account the statistical dependency originating in the source series, but excludes dependency on a common external factor. Transfer entropy is able to capture system dynamics that traditional measures cannot, and has been successfully applied to various...
This paper proposes DeADA, a dataflow architecture incorporating an automated, unsupervised and online learning algorithm. Compared with 24 core software implementations, DeADA achieves up to 6.17 times lower data drop rate and 10.7 times higher power efficiency. More importantly, experimental results for the Heartbleed case study suggest that DeADA is capable of detecting unknown attacks under network...
American options are popularly traded in the financial market, so pricing those options becomes crucial in practice. In reality, many popular pricing models do not have analytical solutions. Hence techniques such as Monte Carlo are often used in practice. This paper presents a CPU-FPGA collaborative accelerator using state-of-the-art Least-Square Monte Carlo method, for pricing American options. We...
High Level Synthesis (HLS) tools for Field Programmable Gate Arrays (FPGAs) have made considerable progress, and are now sufficiently mature that a novice developer could create functionally correct implementation with limited understanding of the target hardware. In this case study, a novice developer considers a benchmark of financial problems for implementation upon FPGA via HLS. This novice starts...
With dynamic partial reconfigurable (DPR) capability, an FPGA fabric is no longer static; some of its regions can be dynamically reused for different tasks. Hence current software/hardware (HW/SW) partitioning approaches are no longer applicable to such reconfigurable hardware. This paper incorporates reconfiguration optimization into HW/SW partitioning targeting advanced region-based DPR design flow...
Maximum a posteriori probability inference algorithms for Markov Random Field are widely used in many applications, such as computer vision and machine learning. Sequential tree-reweighted message passing (TRW-S) is an inference algorithm which shows good quality in finding optimal solutions. However, the performance of TRW-S in software cannot meet the requirements of many real-time applications,...
Parallel genetic algorithms (pGAs) are a variant of genetic algorithms which can promise substantial gains in both efficiency of execution and quality of results. pGAs have attracted researchers to implement them in FPGAs, but the implementation always needs large human effort. To simplify the implementation process and make the hardware pGA designs accessible to potential non-expert users, this paper...
Most of the efforts in the FPGA community related to sparse linear algebra focus on increasing the degree of internal parallelism in matrix-vector multiply kernels. We propose a parametrisable dataflow architecture presenting an alternative and complementary approach to support acceleration of banded sparse linear algebra problems which benefit from building a Krylov subspace. We use banded structure...
Atmospheric modeling is an essential issue in the study of climate change. However, due to the complicated algorithmic and communication models, scientists and researchers are facing tough challenges in finding efficient solutions to solve the atmospheric equations. In this paper, we accelerate a solver for the three-dimensional Euler atmospheric equations through reconfigurable data flow engines...
We present an approach for inserting latency-oblivious functionality into pre-existing FPGA circuits transparently. To ensure transparency — that such modifications do not affect the design's maximum clock frequency — we insert any additional logic post place-and-route, using only the spare resources that were not consumed by the pre-existing circuit. The typical challenge with adding new functionality...
This paper presents a novel method for estimating parameters of financial models with jump diffusions. It is a Particle Filter based Maximum Likelihood Estimation process, which uses particle streams to enable efficient evaluation of constraints and weights. We also provide a CPU-FPGA collaborative design for parameter estimation of Stochastic Volatility with Correlated and Contemporaneous Jumps model...
The conjugate gradient (CG) is one of the most widely used iterative methods for solving systems of linear equations. However, parallelizing CG for large sparse systems is difficult due to the inherent irregularity in memory access pattern. We propose a novel processor architecture for the sparse conjugate gradient method. The architecture consists of multiple processing elements and memory banks,...
This paper presents a runtime system for reconfigurable accelerators that supports elastic management: it enables effective sharing of accelerator resources across multiple applications. For each application, this runtime system allocates an appropriate amount of resources to satisfy its quality-of-service requirements, while minimising the overall execution time for a collection of applications....
A critical source of information in automated trading is provided by market data feeds from financial exchanges. Two identical feeds, known as the A and B feeds, are used in reducing message loss. This paper presents a reconfigurable acceleration approach to A/B arbitration, operating at the network level, and supporting any messaging protocol. The key challenges are: providing efficient, low latency...
Architecture customization is believed as one of the most promising methods to meet ever-increasing computing needs and power density limitations. This paper presents an approach to enhance a preliminary customizable core with some common architecture features, to adapt to the specific applications while keeping the programming flexibility. Those features include several effective software/hardware...
Ordinal analysis is a statistical method for analysing the complexity of time series. This method has been used in characterising dynamic changes in time series, with various applications such as financial risk modelling and biomedical signal processing. Ordinal pattern encoding is a fundamental calculation in ordinal analysis. It is computationally demanding particularly for high query orders and...
We present Automatic Reconfigurable Design Efficient Global Optimization (ARDEGO), a new algorithm based on the existing Efficient Global Optimization (EGO) methodology for automating optimization of reconfigurable designs targeting Field-Programmable Gate Array (FPGA) technology. It is a potentially disruptive design approach: instead of manually improving designs repeatedly but without understanding...
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