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Financial Risk-Management App computes 10x faster, runs 3.5x faster on FPGA-Accelerated Amazon EC2 F1 Instance

by Xilinx Employee on ‎01-16-2018 10:42 AM (5,583 Views)

 

Javier Alejandro Varela and Professor Dr-Ing Norbert Wehn at of the University of Kaiserslautern’s Microelectronic Systems Design Research Group have just published a White Paper titled “Running Financial Risk Management Applications on FPGA in the Amazon Cloud” and the last sentence in the White Paper’s abstract reads:

 

 

“…our FPGA implementation achieves a 10x speedup on the compute intensive part of the code, compared to an optimized parallel implementation on multicore CPU, and it delivers a 3.5x speedup at application level for the given setup.”

 

 

The University of Kaiserslautern’s Microelectronic Systems Design Research Group has been working on accelerating financial applications using FPGAs in connection with high-performance computing systems since 2010 and that research has recently migrated to cloud-based computing systems including Amazon’s EC2 F1 Instance, which is based on Xilinx Virtex Ultrascale+ FPGAs. The results in this White Paper are based on using OpenCL code and the Xilinx SDAccel development environment.

 

 

 

For more information about Amazon’s AWS EC2 F1 instance in Xcell Daily, see:

 

 

 

 

 

 

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About the Author
  • Be sure to join the Xilinx LinkedIn group to get an update for every new Xcell Daily post! ******************** Steve Leibson is the Director of Strategic Marketing and Business Planning at Xilinx. He started as a system design engineer at HP in the early days of desktop computing, then switched to EDA at Cadnetix, and subsequently became a technical editor for EDN Magazine. He's served as Editor in Chief of EDN Magazine, Embedded Developers Journal, and Microprocessor Report. He has extensive experience in computing, microprocessors, microcontrollers, embedded systems design, design IP, EDA, and programmable logic.