{"id":"https://openalex.org/W2052060016","doi":"https://doi.org/10.1109/fpl.2014.6927458","title":"HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model","display_name":"HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model","publication_year":2014,"publication_date":"2014-09-01","ids":{"openalex":"https://openalex.org/W2052060016","doi":"https://doi.org/10.1109/fpl.2014.6927458","mag":"2052060016"},"language":"en","primary_location":{"id":"doi:10.1109/fpl.2014.6927458","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fpl.2014.6927458","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 24th International Conference on Field Programmable Logic and Applications (FPL)","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/A5034437555","display_name":"Christian Brugger","orcid":null},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Christian Brugger","raw_affiliation_strings":["Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","Microelectronic System Design Research Group, Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]},{"raw_affiliation_string":"Microelectronic System Design Research Group, Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5068426047","display_name":"Christian De Schryver","orcid":"https://orcid.org/0000-0002-5911-5289"},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Christian de Schryver","raw_affiliation_strings":["Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","Microelectronic System Design Research Group, Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]},{"raw_affiliation_string":"Microelectronic System Design Research Group, Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5059285190","display_name":"Norbert Wehn","orcid":"https://orcid.org/0000-0002-9010-086X"},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Norbert Wehn","raw_affiliation_strings":["Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","Microelectronic System Design Research Group, Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]},{"raw_affiliation_string":"Microelectronic System Design Research Group, Department of Electrical and Computer Engineering, University of Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5034437555"],"corresponding_institution_ids":["https://openalex.org/I153267046"],"apc_list":null,"apc_paid":null,"fwci":1.763,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.87012731,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9589999914169312,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9578999876976013,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7163412570953369},{"id":"https://openalex.org/keywords/modular-design","display_name":"Modular design","score":0.6592652797698975},{"id":"https://openalex.org/keywords/control-reconfiguration","display_name":"Control reconfiguration","score":0.6508073806762695},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.5964159369468689},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4637698829174042},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.41186514496803284},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.2606354355812073},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.11895546317100525},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.10103750228881836}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7163412570953369},{"id":"https://openalex.org/C101468663","wikidata":"https://www.wikidata.org/wiki/Q1620158","display_name":"Modular design","level":2,"score":0.6592652797698975},{"id":"https://openalex.org/C119701452","wikidata":"https://www.wikidata.org/wiki/Q5165881","display_name":"Control reconfiguration","level":2,"score":0.6508073806762695},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.5964159369468689},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4637698829174042},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.41186514496803284},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.2606354355812073},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.11895546317100525},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.10103750228881836},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fpl.2014.6927458","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fpl.2014.6927458","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 24th International Conference on Field Programmable Logic and Applications (FPL)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5699999928474426,"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"},{"id":"https://openalex.org/F4320321114","display_name":"Bundesministerium f\u00fcr Bildung und Forschung","ror":"https://ror.org/04pz7b180"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1254831770","https://openalex.org/W1538966234","https://openalex.org/W1604577899","https://openalex.org/W1968370502","https://openalex.org/W2030651184","https://openalex.org/W2064978316","https://openalex.org/W2084904613","https://openalex.org/W2085560201","https://openalex.org/W2100342895","https://openalex.org/W2159155163","https://openalex.org/W2163715525","https://openalex.org/W2186439836","https://openalex.org/W2603992017","https://openalex.org/W4239686571","https://openalex.org/W6632249427","https://openalex.org/W6674957130"],"related_works":["https://openalex.org/W17155033","https://openalex.org/W3207760230","https://openalex.org/W1496222301","https://openalex.org/W1590307681","https://openalex.org/W2536018345","https://openalex.org/W4312814274","https://openalex.org/W4285370786","https://openalex.org/W2296488620","https://openalex.org/W2358353312","https://openalex.org/W2353836703"],"abstract_inverted_index":{"High-speed":[0],"and":[1,9,16,33,50],"energy-efficient":[2,51],"computations":[3],"are":[4],"mandatory":[5],"in":[6,14,59],"the":[7,18,60,66,87],"financial":[8],"insurance":[10],"industry":[11],"to":[12,40],"survive":[13],"competition":[15],"meet":[17],"federal":[19],"reporting":[20],"requirements.":[21],"On":[22],"a":[23,29,35,48],"hybrid":[24,71],"CPU/FPGA":[25],"system":[26,53,73],"we":[27],"propose":[28],"modular":[30],"pricing":[31,52,58,72],"engine":[32],"derive":[34],"novel":[36],"algorithmic":[37],"extension":[38,69],"able":[39],"exploit":[41],"online":[42,67],"dynamic":[43],"reconfiguration.":[44],"The":[45],"result":[46],"is":[47,74],"high-performance":[49],"suitable":[54],"for":[55],"exotic":[56],"option":[57],"state-of-the-art":[61],"Heston":[62],"market":[63],"model.":[64],"With":[65],"reconfiguration":[68],"our":[70],"nearly":[75],"two":[76],"orders":[77],"of":[78],"magnitude":[79],"faster":[80],"than":[81],"high-end":[82],"Intel":[83],"CPUs,":[84],"while":[85],"consuming":[86],"same":[88],"power.":[89]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
