@inproceedings{2eca9f3e082647fa97f43c2336e56427,
title = "Multi-agent pre-trade analysis acceleration in FPGA",
abstract = "Electronic trading in global markets and exchanges requires sophisticated communication and data management systems. Novel computational infrastructures and trading strategies are required to support the massive amount of incoming streaming data, where the main problem is in latency management. Multi-agent Systems have been recognized as a promising solution to address complex problems in many areas such as biology, social sciences and financial markets and may provide powerful and flexible solutions for implementing trading engines. In addition, reconfigurable hardware based on Field Programmable Gate Arrays (FPGAs) offers many important performance benefits over software implementations, such as reducing decision making latency and high-throughput data processing. Robust and scalable trading engines can be developed by leveraging the benefits of reconfigurable FPGA platforms. This paper presents a multi-agent architecture in reconfigurable hardware for financial applications and the implementation of a trading engine for pre-trade analysis as a validation scenario. Performance results show that calculation of technical indicators and trading strategy evaluation to generate trading signals with a latency of 550 ns is achievable.",
author = "Eduardo Gerlein and McGinnity, {T. M.} and Ammar Belatreche and Sonya Coleman and Yuhua Li",
note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2014 ; Conference date: 27-03-2014 Through 28-03-2014",
year = "2014",
month = oct,
day = "14",
doi = "10.1109/CIFEr.2014.6924082",
language = "English",
series = "IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "262--269",
editor = "Antoaneta Serguieva and Dietmar Maringer and Vasile Palade and Almeida, {Rui Jorge}",
booktitle = "2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings",
address = "United States",
}