NDLI: A High-Performance Multi-user Service System for Financial Analytics Based on Web Service and GPU Computation

Content Provider	IEEE Xplore Digital Library
Author	Gow-Hsing King Zong-You Cai Yan-Ying Lu Jan-Jan Wu Hung-Pin Shih Chao-Rui Chang
Copyright Year	2010
Abstract	In finance, securities, such as stocks, funds, warrants and bonds, are actively traded in financial markets. Abundance of market data and accurate pricing of a security can help the practitioners arbitrage or hedge their position. It can also help researhers and traders design better trading strategies. In this work, we develop a pricing and data/information service system for financial analytics with the following goals: (1) supporting fast pricing and data/information services for massive multiple users, (2) saving cost in hardware equipments and reducing energy consumption, and (3) easy maintenance and service expansion of the system. To achieve the first two goals, we use one traditional server paired with one Tesla C1060 and a set of PCs each paired with an Nvidia x275, and enhance GPU performance using a set of simple yet very effective optimization techniques. For the third goal, we develop our service system based on Web Service and the Service-Oriented-Architecture design principles. Our initial experiment results show that our GPU-based service system can deliver 4.8 tera flops computing speed, which achieves over 6000\% performance increase compared to a cluster of eight Intel i7 quad-core servers. Cost-wise, the GPU-based service system costs 40\% of the i7 server cluster, and consumes 50\% of energy that is required by the i7 cluster. We also gives an overview of our system architecture and describe the workflow for processing pricing and information service requests.
Starting Page	327
Ending Page	333
File Size	777293
Page Count	7
File Format	PDF
ISBN	9781424480951
DOI	10.1109/ISPA.2010.20
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-09-06
Publisher Place	Taiwan
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Web services GPGPU computation Instruction sets Pricing parallel financial analytics Security Servers Optimization service-oriented architecture Graphics processing unit
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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