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2019 | OriginalPaper | Chapter

GPU Extended Stock Market Software Architecture

Authors : Alisa Krstova, Marjan Gusev, Vladimir Zdraveski

Published in: Future Access Enablers for Ubiquitous and Intelligent Infrastructures

Publisher: Springer International Publishing

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Abstract

We propose a stock market software architecture extended by a graphics processing unit, which employs parallel programming paradigm techniques to optimize long-running tasks like computing daily trends and performing statistical analysis of stock market data in real-time. The system uses the ability of Nvidia’s CUDA parallel computation application programming interface (API) to integrate with traditional web development frameworks. The web application offers extensive statistics and stocks’ information which is periodically recomputed through scheduled batch jobs or calculated in real-time. To illustrate the advantages of using many-core programming, we explore several use-cases and evaluate the improvement in performance and speedup obtained in comparison to the traditional approach of executing long-running jobs on a central processing unit (CPU).

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Footnotes
1
The author of the dataset does not provide reasons for the very sharp increase in collected data between 2004 and 2005.
 
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Metadata
Title
GPU Extended Stock Market Software Architecture
Authors
Alisa Krstova
Marjan Gusev
Vladimir Zdraveski
Copyright Year
2019
DOI
https://doi.org/10.1007/978-3-030-23976-3_34

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