{"id":"https://openalex.org/W2131198025","doi":"https://doi.org/10.1145/2460216.2460224","title":"FPGA acceleration of CDO pricing based on correlation expansions","display_name":"FPGA acceleration of CDO pricing based on correlation expansions","publication_year":2012,"publication_date":"2012-03-25","ids":{"openalex":"https://openalex.org/W2131198025","doi":"https://doi.org/10.1145/2460216.2460224","mag":"2131198025"},"language":"en","primary_location":{"id":"doi:10.1145/2460216.2460224","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2460216.2460224","pdf_url":null,"source":{"id":"https://openalex.org/S4210193905","display_name":"ACM SIGARCH Computer Architecture News","issn_l":"0163-5964","issn":["0163-5964","1943-5851"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320740","host_organization_name":"ACM SIGARCH","host_organization_lineage":["https://openalex.org/P4310320740"],"host_organization_lineage_names":["ACM SIGARCH"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM SIGARCH Computer Architecture News","raw_type":"journal-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/A5043260588","display_name":"Zheng Zhi Shun","orcid":null},"institutions":[{"id":"https://openalex.org/I146399215","display_name":"University of Tsukuba","ror":"https://ror.org/02956yf07","country_code":"JP","type":"education","lineage":["https://openalex.org/I146399215"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Zheng Zhi Shun","raw_affiliation_strings":["University of Tsukuba, Tsukuba, Japan",", University of Tsukuba, Tsukuba, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Tsukuba, Tsukuba, Japan","institution_ids":["https://openalex.org/I146399215"]},{"raw_affiliation_string":", University of Tsukuba, Tsukuba, Japan","institution_ids":["https://openalex.org/I146399215"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102968876","display_name":"Tsutomu Maruyama","orcid":"https://orcid.org/0000-0003-3857-2357"},"institutions":[{"id":"https://openalex.org/I146399215","display_name":"University of Tsukuba","ror":"https://ror.org/02956yf07","country_code":"JP","type":"education","lineage":["https://openalex.org/I146399215"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Tsutomu Maruyama","raw_affiliation_strings":["University of Tsukuba, Tsukuba, Japan",", University of Tsukuba, Tsukuba, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Tsukuba, Tsukuba, Japan","institution_ids":["https://openalex.org/I146399215"]},{"raw_affiliation_string":", University of Tsukuba, Tsukuba, Japan","institution_ids":["https://openalex.org/I146399215"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I146399215"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.21263773,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"40","issue":"5","first_page":"40","last_page":"45"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9991999864578247,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9991999864578247,"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":0.9846000075340271,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9843000173568726,"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/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.7561661005020142},{"id":"https://openalex.org/keywords/collateralized-debt-obligation","display_name":"Collateralized debt obligation","score":0.6851581335067749},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5495744943618774},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.4917040467262268},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.3988337516784668},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.35477399826049805},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.30096182227134705},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.21065527200698853}],"concepts":[{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.7561661005020142},{"id":"https://openalex.org/C86537402","wikidata":"https://www.wikidata.org/wiki/Q1108930","display_name":"Collateralized debt obligation","level":3,"score":0.6851581335067749},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5495744943618774},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.4917040467262268},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.3988337516784668},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.35477399826049805},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.30096182227134705},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21065527200698853},{"id":"https://openalex.org/C2777910564","wikidata":"https://www.wikidata.org/wiki/Q694563","display_name":"Collateral","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/2460216.2460224","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2460216.2460224","pdf_url":null,"source":{"id":"https://openalex.org/S4210193905","display_name":"ACM SIGARCH Computer Architecture News","issn_l":"0163-5964","issn":["0163-5964","1943-5851"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320740","host_organization_name":"ACM SIGARCH","host_organization_lineage":["https://openalex.org/P4310320740"],"host_organization_lineage_names":["ACM SIGARCH"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM SIGARCH Computer Architecture News","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","score":0.4699999988079071,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1578103278","https://openalex.org/W1972953736","https://openalex.org/W1983637205","https://openalex.org/W2016309046","https://openalex.org/W2076997646","https://openalex.org/W2101593446","https://openalex.org/W2120527484","https://openalex.org/W2120577120","https://openalex.org/W2124737928","https://openalex.org/W2282382832"],"related_works":["https://openalex.org/W2002703587","https://openalex.org/W2473740624","https://openalex.org/W3217667592","https://openalex.org/W4287848461","https://openalex.org/W2010434789","https://openalex.org/W2032481488","https://openalex.org/W2381045379","https://openalex.org/W2349645708","https://openalex.org/W2739284958","https://openalex.org/W3083472874"],"abstract_inverted_index":{"Because":[0],"of":[1,13,28],"the":[2,6,39,48],"significant":[3],"growth":[4],"in":[5,38],"financial":[7],"market,":[8],"faster":[9,55],"and":[10],"accurate":[11],"pricing":[12,37],"widespread":[14],"instruments":[15],"is":[16,51],"becoming":[17],"more":[18],"important.":[19],"In":[20],"this":[21],"paper,":[22],"we":[23],"describe":[24],"an":[25,29],"FPGA":[26,49],"implementation":[27],"analytical":[30],"method":[31],"for":[32],"collateralized":[33],"debt":[34],"obligation":[35],"(CDO)":[36],"multifactor":[40],"Normal":[41],"Copula":[42],"model.":[43],"Our":[44],"experiments":[45],"show":[46],"that":[47],"system":[50],"about":[52],"40":[53],"times":[54],"than":[56],"corresponding":[57],"software":[58],"on":[59],"a":[60],"single":[61],"core":[62],"3":[63],"GHz":[64],"Intel":[65],"Core2":[66],"processor.":[67]},"counts_by_year":[],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}