题 目:Reconfigurable acceleration for computer trading 报告人:Professor Wayne Luk (英国帝国理工) 时 间:2015年10月22日上午9:30-11:00 地 点:张江校区微电子楼389室 Abstract The capability of supporting high-speed computer trading is becoming critical for both financial institutions and regulatory bodies. This talk describes two applications of reconfigurable accelerators to such computer trading. The first application concerns machine learning techniques in advanced trading strategies. The second application concerns ordinal analysis in time series characterisation. The potential of the proposed approach will be presented. Biography Dr Wayne Luk is Professor of Computer Engineering at Imperial College London. He founded and leads the Computer Systems Section and the Custom Computing Group in Department of Computing, and was Visiting Professor at Stanford University and Queen's University Belfast. His research interests include reconfigurable computing, field-programmable technology, and design automation. He developed hardware compilation techniques based on syntax-directed translation, pipeline vectorization, and source-level transformation; he contributed to optimizations for run-time reconfiguration, custom instruction processors, and programmable embedded-block architecture for field-programmable devices. He received many awards at international conferences, including FPL (2004, 2007, 2008, 2010), ERSA (2004), FPT (2005, 2008), ASAP (2008), SAMOS (2008), and SPL (2008, 2009). He led a team winning two Platform Grants from UK Engineering and Physical Sciences Research Council, and a Research Excellence Award from Imperial College. He is a Fellow of the IEEE and a Fellow of the BCS. He received his MA, MSc and DPhil degrees from University of Oxford. |