OpenCL Implementation of NeuroIsing

被引：0
|
作者：
Zapart, Christopher A. [1 ]
机构：
[1] Inst Stat Math, Tachikawa, Tokyo 1908562, Japan
来源：
PROGRESS OF THEORETICAL PHYSICS SUPPLEMENT | 2012年 / 194期
关键词：
D O I：
暂无
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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.
引用
收藏
页码：28 / 42
页数：15
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