Hardware Accelerator for Engle-Granger Cointegration in Pairs Trading.
Shuang LiangSiyuan LuJun LinZhongfeng WangPublished in: ISCAS (2020)
Keyphrases
- granger causality
- field programmable gate array
- low cost
- hardware and software
- real time
- error correction
- compute intensive
- computer systems
- electronic commerce
- hardware implementation
- computing systems
- neural network
- impulse response
- computing power
- computer architecture
- hardware architecture
- personal computer
- short term
- pairwise
- high end
- parallel processors
- vlsi implementation
- foreign exchange
- origin destination