3 resultados para Television -- Antennas -- Design and construction -- Data processing
Resumo:
This paper proposes a JPEG-2000 compliant architecture capable of computing the 2 -D Inverse Discrete Wavelet Transform. The proposed architecture uses a single processor and a row-based schedule to minimize control and routing complexity and to ensure that processor utilization is kept at 100%. The design incorporates the handling of borders through the use of symmetric extension. The architecture has been implemented on the Xilinx Virtex2 FPGA.
Resumo:
In the highly competitive world of modern finance, new derivatives are continually required to take advantage of changes in financial markets, and to hedge businesses against new risks. The research described in this paper aims to accelerate the development and pricing of new derivatives in two different ways. Firstly, new derivatives can be specified mathematically within a general framework, enabling new mathematical formulae to be specified rather than just new parameter settings. This Generic Pricing Engine (GPE) is expressively powerful enough to specify a wide range of stand¬ard pricing engines. Secondly, the associated price simulation using the Monte Carlo method is accelerated using GPU or multicore hardware. The parallel implementation (in OpenCL) is automatically derived from the mathematical description of the derivative. As a test, for a Basket Option Pricing Engine (BOPE) generated using the GPE, on the largest problem size, an NVidia GPU runs the generated pricing engine at 45 times the speed of a sequential, specific hand-coded implementation of the same BOPE. Thus a user can more rapidly devise, simulate and experiment with new derivatives without actual programming.