{"id":"https://openalex.org/W4288389109","doi":"https://doi.org/10.1109/mocast54814.2022.9837761","title":"Optimizing Savitzky-Golay Filter on GPU and FPGA Accelerators for Financial Applications","display_name":"Optimizing Savitzky-Golay Filter on GPU and FPGA Accelerators for Financial Applications","publication_year":2022,"publication_date":"2022-06-08","ids":{"openalex":"https://openalex.org/W4288389109","doi":"https://doi.org/10.1109/mocast54814.2022.9837761"},"language":"en","primary_location":{"id":"doi:10.1109/mocast54814.2022.9837761","is_oa":false,"landing_page_url":"https://doi.org/10.1109/mocast54814.2022.9837761","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 11th International Conference on Modern Circuits and Systems Technologies (MOCAST)","raw_type":"proceedings-article"},"type":"conference-paper","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/A5084550705","display_name":"Ioannis Oroutzoglou","orcid":null},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Ioannis Oroutzoglou","raw_affiliation_strings":["Aristotle University of Thessaloniki,Thessaloniki,Greece","Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002187602","display_name":"Argyris Kokkinis","orcid":"https://orcid.org/0000-0001-5242-0523"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Argyris Kokkinis","raw_affiliation_strings":["Aristotle University of Thessaloniki,Thessaloniki,Greece","Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076498836","display_name":"Aggelos Ferikoglou","orcid":"https://orcid.org/0009-0004-9188-2930"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Aggelos Ferikoglou","raw_affiliation_strings":["Aristotle University of Thessaloniki,Thessaloniki,Greece","Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087162281","display_name":"Dimitrios Danopoulos","orcid":"https://orcid.org/0000-0001-9327-5983"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Dimitrios Danopoulos","raw_affiliation_strings":["Aristotle University of Thessaloniki,Thessaloniki,Greece","Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5028774103","display_name":"Dimosthenis Masouros","orcid":"https://orcid.org/0000-0001-6147-6908"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Dimosthenis Masouros","raw_affiliation_strings":["Aristotle University of Thessaloniki,Thessaloniki,Greece","Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5072486756","display_name":"Kostas Siozios","orcid":"https://orcid.org/0000-0002-0285-2202"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Kostas Siozios","raw_affiliation_strings":["Aristotle University of Thessaloniki,Thessaloniki,Greece","Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I21370196"],"apc_list":null,"apc_paid":null,"fwci":0.5061,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.63082839,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9965999722480774,"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"}},"topics":[{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9965999722480774,"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"}},{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/T12611","display_name":"Neural Networks and Reservoir Computing","score":0.9950000047683716,"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/computer-science","display_name":"Computer science","score":0.7745286226272583},{"id":"https://openalex.org/keywords/xeon","display_name":"Xeon","score":0.5817651748657227},{"id":"https://openalex.org/keywords/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.5777771472930908},{"id":"https://openalex.org/keywords/digital-signal-processing","display_name":"Digital signal processing","score":0.4905673861503601},{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.4894475042819977},{"id":"https://openalex.org/keywords/binary-golay-code","display_name":"Binary Golay code","score":0.46873292326927185},{"id":"https://openalex.org/keywords/coprocessor","display_name":"Coprocessor","score":0.4364977180957794},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.36327487230300903},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.34880387783050537},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.27852290868759155},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.24753332138061523},{"id":"https://openalex.org/keywords/computer-hardware","display_name":"Computer hardware","score":0.19098660349845886}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7745286226272583},{"id":"https://openalex.org/C145108525","wikidata":"https://www.wikidata.org/wiki/Q656154","display_name":"Xeon","level":2,"score":0.5817651748657227},{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.5777771472930908},{"id":"https://openalex.org/C84462506","wikidata":"https://www.wikidata.org/wiki/Q173142","display_name":"Digital signal processing","level":2,"score":0.4905673861503601},{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.4894475042819977},{"id":"https://openalex.org/C165293857","wikidata":"https://www.wikidata.org/wiki/Q1534522","display_name":"Binary Golay code","level":2,"score":0.46873292326927185},{"id":"https://openalex.org/C86111242","wikidata":"https://www.wikidata.org/wiki/Q859595","display_name":"Coprocessor","level":2,"score":0.4364977180957794},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.36327487230300903},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.34880387783050537},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.27852290868759155},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.24753332138061523},{"id":"https://openalex.org/C9390403","wikidata":"https://www.wikidata.org/wiki/Q3966","display_name":"Computer hardware","level":1,"score":0.19098660349845886},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/mocast54814.2022.9837761","is_oa":false,"landing_page_url":"https://doi.org/10.1109/mocast54814.2022.9837761","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 11th International Conference on Modern Circuits and Systems Technologies (MOCAST)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.4000000059604645,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W160507621","https://openalex.org/W645173616","https://openalex.org/W1571903748","https://openalex.org/W1906046253","https://openalex.org/W2259166638","https://openalex.org/W2915276330","https://openalex.org/W2996084527","https://openalex.org/W3012047118"],"related_works":["https://openalex.org/W2291943064","https://openalex.org/W2209727271","https://openalex.org/W2027176516","https://openalex.org/W2085105049","https://openalex.org/W4297942731","https://openalex.org/W3205838256","https://openalex.org/W2943610686","https://openalex.org/W3203561460","https://openalex.org/W2607998022","https://openalex.org/W229781084"],"abstract_inverted_index":{"Over":[0],"the":[1,16,49,56,59,66,104,111,115,152,167,174],"last":[2],"few":[3],"years,":[4],"computational":[5,22,61],"power":[6,78,196],"and":[7,12,33,42,45,77,141,171,200],"intelligence":[8],"are":[9],"becoming":[10],"more":[11,13],"necessary":[14],"in":[15,71,99,195],"sector":[17],"of":[18,51,68,103,147,158,164,198],"finance.":[19],"More":[20],"specifically,":[21],"finance":[23],"turns":[24],"into":[25],"a":[26,118,130,145,156,162,189,193,204],"very":[27],"popular":[28],"topic":[29],"for":[30,80,121,139],"both":[31,75,209],"academia":[32],"industry,":[34],"where":[35],"numerous":[36],"published":[37],"works":[38],"from":[39,85],"this":[40,126],"field":[41],"especially":[43],"investment":[44],"risk":[46],"management,":[47],"showcase":[48],"effects":[50],"these":[52],"technological":[53],"advancements.":[54],"At":[55],"same":[57],"time,":[58],"ever-increased":[60],"demands":[62],"have":[63],"led":[64],"to":[65,73,91,110],"deployment":[67],"various":[69],"accelerators":[70],"order":[72],"meet":[74],"latency":[76],"constraints":[79],"financial":[81,100],"applications":[82],"that":[83,132],"vary":[84],"special":[86],"purpose,":[87],"made":[88],"by":[89],"economists,":[90],"general":[92],"purpose":[93],"Digital":[94],"Signal":[95],"Processing":[96],"(DSP)":[97],"applied":[98],"time-series.":[101],"One":[102],"most":[105],"widely":[106],"used":[107,120],"applications,":[108],"belonging":[109],"2nd":[112],"category,":[113],"is":[114,178],"Savitzky-Golay":[116,137],"algorithm,":[117],"filter":[119],"smoothing":[122],"time-series":[123],"data.":[124],"In":[125],"work,":[127],"we":[128],"propose":[129],"mechanism":[131],"automatically":[133],"creates":[134],"different":[135],"accelerated":[136],"filters":[138],"GPUs":[140],"FPGAs,":[142],"based":[143],"on":[144,166,173],"set":[146,157],"pre-accelerated":[148],"templates.":[149],"By":[150],"evaluating":[151],"provided":[153],"templates":[154],"with":[155,181],"real":[159,205],"use-case":[160],"parameters,":[161],"speedup":[163],"x33.5":[165],"NVIDIA":[168],"T4":[169],"GPU":[170],"x21.9":[172],"Alveo":[175],"U50":[176],"FPGA":[177],"achieved":[179],"compared":[180],"an":[182],"Intel":[183],"Xeon":[184],"Gold":[185],"5218R":[186],"CPU":[187],"as":[188],"baseline,":[190],"while":[191],"achieving":[192],"decrease":[194],"consumption":[197],"89%":[199],"70%":[201],"respectively,":[202],"disclosing":[203],"latency-power":[206],"trade-of":[207],"between":[208],"accelerators.":[210]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
