OpenCL Implementation of NeuroIsing

• Christopher A. Zapart

書誌事項

タイトル別名

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

抄録

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.

収録刊行物

• Progress of Theoretical Physics Supplement

  Progress of Theoretical Physics Supplement 194 28-42, 2012

  Oxford University Press (OUP)

キーワード

• Physics and Astronomy (miscellaneous)

詳細情報

• CRID: 1360566396831629952
• NII論文ID: 110009456868
• NII論文ID: 210000129118
• NII書誌ID: AA00791466
• DOI: 10.1143/ptps.194.28
• ISSN: 03759687
• Web Site: http://academic.oup.com/ptps/article-pdf/doi/10.1143/PTPS.194.28/5189178/194-28.pdf
• Web Site: http://dl.ndl.go.jp/info:ndljp/pid/10887519
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