TY - GEN
T1 - Parallel implementation of moving averages on RMESH
AU - Jenq, John
PY - 2013/12/16
Y1 - 2013/12/16
N2 - Moving averages are important financial indicators. There are short term moving average and long term moving averages. The interaction of the short term moving averages and long term averages give analyst the good clues about the direction of future assets performance. In this paper, the computation of two popular moving averages are discussed. The n-day simple moving average treats all past n days' closing prices equally while the n-day exponential moving average assigns more weight to most recent day and least weight to lease recent day closing price when form the computation formula. Both methods can be done in O(logN) time on the Reconfigurable Mesh.
AB - Moving averages are important financial indicators. There are short term moving average and long term moving averages. The interaction of the short term moving averages and long term averages give analyst the good clues about the direction of future assets performance. In this paper, the computation of two popular moving averages are discussed. The n-day simple moving average treats all past n days' closing prices equally while the n-day exponential moving average assigns more weight to most recent day and least weight to lease recent day closing price when form the computation formula. Both methods can be done in O(logN) time on the Reconfigurable Mesh.
KW - High performance computing. reconfigurable mesh
KW - Moving average
KW - Parallel processing
UR - http://www.scopus.com/inward/record.url?scp=84890095692&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84890095692
SN - 9781936338870
T3 - WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings
SP - 125
EP - 129
BT - WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings
T2 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, WMSCI 2013
Y2 - 9 July 2013 through 12 July 2013
ER -