12.00pm, Huxley 308 Huxley
|Title:||FPGAs in Finance|
Since high-end CPU clock-frequencies have levelled-off alternative architectures, such as FPGAs and GPUs, have been employed to accelerate a number of critical financial applications. This talk will be focused on the advantages of FPGAs, and how and where they are being applied in finance.
|Speaker Details:||Antonio Roldao, Ph.D. |
Dr. Antonio Roldao has been with Morgan Stanley since September 2011 and is a member of the strategic group responsible for cross-technology libraries and platforms. Antonio has contributed to a multitude of internal projects including the development of an Ultra-Low Latency FPGA-based trading system. He also has a Ph.D. from Imperial College where he specialised in using FPGAs for solving Systems of Linear Equations in the context of Model Predictive Control.