{"id":"https://openalex.org/W2141829015","doi":"https://doi.org/10.1109/asap.2010.5540966","title":"Exploring algorithmic trading in reconfigurable hardware","display_name":"Exploring algorithmic trading in reconfigurable hardware","publication_year":2010,"publication_date":"2010-07-01","ids":{"openalex":"https://openalex.org/W2141829015","doi":"https://doi.org/10.1109/asap.2010.5540966","mag":"2141829015"},"language":"en","primary_location":{"id":"doi:10.1109/asap.2010.5540966","is_oa":false,"landing_page_url":"https://doi.org/10.1109/asap.2010.5540966","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASAP 2010 - 21st IEEE International Conference on Application-specific Systems, Architectures and Processors","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5041942246","display_name":"Stephen Wray","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Stephen Wray","raw_affiliation_strings":["Department of Computing, Imperial College London, London, UK","Department of Computing; Imperial College London; London United Kingdom"],"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College London, London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Department of Computing; Imperial College London; London United Kingdom","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057940557","display_name":"Wayne Luk","orcid":"https://orcid.org/0000-0002-6750-927X"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Wayne Luk","raw_affiliation_strings":["Department of Computing, Imperial College London, London, UK","Department of Computing; Imperial College London; London United Kingdom"],"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College London, London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Department of Computing; Imperial College London; London United Kingdom","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078842469","display_name":"Peter Pietzuch","orcid":"https://orcid.org/0000-0002-6963-5640"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Peter Pietzuch","raw_affiliation_strings":["Department of Computing, Imperial College London, London, UK","Department of Computing; Imperial College London; London United Kingdom"],"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College London, London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Department of Computing; Imperial College London; London United Kingdom","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5041942246"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":1.0036,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.77990245,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"325","last_page":"328"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9641000032424927,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9641000032424927,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12002","display_name":"Computability, Logic, AI Algorithms","score":0.9458000063896179,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9433000087738037,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reconfigurability","display_name":"Reconfigurability","score":0.8999770283699036},{"id":"https://openalex.org/keywords/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.8090246915817261},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7872058153152466},{"id":"https://openalex.org/keywords/reconfigurable-computing","display_name":"Reconfigurable computing","score":0.7066406011581421},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.659532368183136},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.6254454851150513},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.5251293182373047},{"id":"https://openalex.org/keywords/implementation","display_name":"Implementation","score":0.48246294260025024},{"id":"https://openalex.org/keywords/throughput","display_name":"Throughput","score":0.4637696146965027},{"id":"https://openalex.org/keywords/computer-architecture","display_name":"Computer architecture","score":0.4610845446586609},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.4356982409954071},{"id":"https://openalex.org/keywords/latency","display_name":"Latency (audio)","score":0.4266171455383301},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.41732296347618103},{"id":"https://openalex.org/keywords/massively-parallel","display_name":"Massively parallel","score":0.4109245538711548},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.13543638586997986},{"id":"https://openalex.org/keywords/software-engineering","display_name":"Software engineering","score":0.07936850190162659}],"concepts":[{"id":"https://openalex.org/C2780149590","wikidata":"https://www.wikidata.org/wiki/Q7302742","display_name":"Reconfigurability","level":2,"score":0.8999770283699036},{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.8090246915817261},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7872058153152466},{"id":"https://openalex.org/C142962650","wikidata":"https://www.wikidata.org/wiki/Q240838","display_name":"Reconfigurable computing","level":3,"score":0.7066406011581421},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.659532368183136},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.6254454851150513},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.5251293182373047},{"id":"https://openalex.org/C26713055","wikidata":"https://www.wikidata.org/wiki/Q245962","display_name":"Implementation","level":2,"score":0.48246294260025024},{"id":"https://openalex.org/C157764524","wikidata":"https://www.wikidata.org/wiki/Q1383412","display_name":"Throughput","level":3,"score":0.4637696146965027},{"id":"https://openalex.org/C118524514","wikidata":"https://www.wikidata.org/wiki/Q173212","display_name":"Computer architecture","level":1,"score":0.4610845446586609},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.4356982409954071},{"id":"https://openalex.org/C82876162","wikidata":"https://www.wikidata.org/wiki/Q17096504","display_name":"Latency (audio)","level":2,"score":0.4266171455383301},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.41732296347618103},{"id":"https://openalex.org/C190475519","wikidata":"https://www.wikidata.org/wiki/Q544384","display_name":"Massively parallel","level":2,"score":0.4109245538711548},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.13543638586997986},{"id":"https://openalex.org/C115903868","wikidata":"https://www.wikidata.org/wiki/Q80993","display_name":"Software engineering","level":1,"score":0.07936850190162659},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C555944384","wikidata":"https://www.wikidata.org/wiki/Q249","display_name":"Wireless","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/asap.2010.5540966","is_oa":false,"landing_page_url":"https://doi.org/10.1109/asap.2010.5540966","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASAP 2010 - 21st IEEE International Conference on Application-specific Systems, Architectures and Processors","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320283","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":2,"referenced_works":["https://openalex.org/W2108494977","https://openalex.org/W2167343197"],"related_works":["https://openalex.org/W3103981520","https://openalex.org/W200972441","https://openalex.org/W2038220260","https://openalex.org/W1857140530","https://openalex.org/W1545578515","https://openalex.org/W1544665014","https://openalex.org/W2098458348","https://openalex.org/W2150194641","https://openalex.org/W2128620931","https://openalex.org/W3166559827"],"abstract_inverted_index":{"This":[0],"paper":[1],"describes":[2],"an":[3],"algorithmic":[4,56,70],"trading":[5,57,71],"engine":[6],"based":[7],"on":[8,86,93],"reconfigurable":[9],"hardware,":[10],"derived":[11],"from":[12],"a":[13,36,54,87],"software":[14,33,79],"implementation.":[15,80],"Our":[16],"approach":[17],"exploits":[18],"parallelism":[19],"and":[20,44,97],"reconfigurability":[21],"of":[22,48,65],"field-programmable":[23],"gate":[24],"array":[25],"(FPGA)":[26],"technology.":[27],"FPGAs":[28],"offer":[29],"many":[30],"benefits":[31],"over":[32],"solutions,":[34],"including":[35],"reduction":[37],"in":[38],"latency,":[39],"while":[40],"increasing":[41],"overall":[42],"throughput":[43],"computational":[45],"density.":[46],"All":[47],"which":[49],"are":[50],"important":[51],"attributes":[52],"to":[53],"successful":[55],"engine.":[58],"Experiments":[59],"show":[60],"that":[61],"the":[62,77],"peak":[63],"performance":[64,96],"our":[66],"hardware":[67],"architecture":[68],"for":[69],"is":[72],"133":[73],"times":[74],"faster":[75],"than":[76],"corresponding":[78],"Six":[81],"implementations":[82],"can":[83],"operate":[84],"simultaneously":[85],"Xilinx":[88],"Vertex":[89],"5":[90],"xc5vlx30":[91],"FPGA":[92],"average,":[94],"maximising":[95],"available":[98],"resource":[99],"usage.":[100]},"counts_by_year":[{"year":2017,"cited_by_count":4},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
