Parallel implementation of moving averages on RMESH

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Abstract

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.

Original languageEnglish
Title of host publicationWMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings
Pages125-129
Number of pages5
Volume1
StatePublished - 16 Dec 2013
Event17th World Multi-Conference on Systemics, Cybernetics and Informatics, WMSCI 2013 - Orlando, FL, United States
Duration: 9 Jul 201312 Jul 2013

Other

Other17th World Multi-Conference on Systemics, Cybernetics and Informatics, WMSCI 2013
CountryUnited States
CityOrlando, FL
Period9/07/1312/07/13

Keywords

  • High performance computing. reconfigurable mesh
  • Moving average
  • Parallel processing

Cite this

Jenq, J. (2013). Parallel implementation of moving averages on RMESH. In WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings (Vol. 1, pp. 125-129)
Jenq, John. / Parallel implementation of moving averages on RMESH. WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings. Vol. 1 2013. pp. 125-129
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Jenq, J 2013, Parallel implementation of moving averages on RMESH. in WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings. vol. 1, pp. 125-129, 17th World Multi-Conference on Systemics, Cybernetics and Informatics, WMSCI 2013, Orlando, FL, United States, 9/07/13.

Parallel implementation of moving averages on RMESH. / Jenq, John.

WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings. Vol. 1 2013. p. 125-129.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

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Jenq J. Parallel implementation of moving averages on RMESH. In WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings. Vol. 1. 2013. p. 125-129