OpenCL Implementation of NeuroIsing

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.