Reconfigurable Architecture for Financial Derivatives-An intelligent approach: A study

DOI: 10.5176/2251-2179_ATAI12.07

Authors: Vijayalaxmi, Dr. Chandrashekhara S.Adiga, Dr.H.G.Joshi, Dr. Harish S.V

Abstract:  Reconfigurable computing involves the use of reconfigurable devices such as Field-Programmable Gate Arrays for computing applications. It has demonstrated impressive performance while providing a high degree of flexibility compared with application-specific integrated circuits. Recent research has shown the promising prospect of financial applications for reconfigurable computing. In this paper an attempt is made to explore the architecture for reconfigurable financial computing system.

Keywords:  Reconfigurable architecture, Pipelining, financial derivatives, option pricing, swarm intelligence, Ant Colony Optimization, Black Scholes model, Binomial model