Hardware-based Xxxxxxx Sample Clauses

Hardware-based Xxxxxxx. Xxxxxxx Correlation subsystem This section presents the new proposed hardware-based architecture for the Xxxxxxx-Xxxxxxx correlation estimator subsystem. As presented in Deliverable D3.1, we proposed a new additive method for calculating the HY estimator over a specific time window using the streaming nature of the algorithm. Our proposed method offered lower complexity than the initially repetitive algorithm. The reconfigurable part of the system, i.e. HY Coefficient Estimator module, calculates the HY coefficients in an additive way. It calculates the HY estimation value for each one of the market stocks pairs. The new architecture uses a different algorithmic scheme for calculating the Xxxxxxx- Xxxxxxx coefficients. In more details, the HY Coefficient Estimator module consists of two smaller modules that calculate independently and concurrently the correlation coefficients at the start and at the end of the processing sliding time window. Next, the correlation coefficient from the starting point of the processing window is subtracted from the correlation coefficient of the expiring point of the processing window. The result of the subtraction is added to the correlation coefficient from the previous timestamp. The final result is the new correlation coefficient for the pair of the processing stock markets. Thus, in more details, we add the correlation value that comes from the new transactions intervals and we subtract the correlation value that comes from the expired transaction intervals, i.e. the transaction intervals that move outside the processing window, from the previous correlation factor at each timestamp. Last, the new correlation value is sent back to the shared memory and it is streamed again at the next timestamp for the calculation of the new correlation coefficient for the next timestamp. The new hardware-based Xxxxxxx-Xxxxxxx correlation architecture of the two parallel modules is presented in Figure 7. Transaction Intervals for the starting timestamp Transaction Intervals for the expiring timestamp Prices of Overlapping Transaction Interval (Starting Timestamp) New Stock Previous New Stock Previous Prices of Overlapping Transaction Interval (Expiring Timestamp) New Stock Previous New Stock Price A Stock Price A Price B Stock Price B Price A Stock Price A Price B Previous Stock Price B - - - - HY Covariance coefficient for the previous processing window (Shared Memory) x x - HY Covariance coefficient for the new processing window (Share...
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