Applications of Computing in Industry : Lecture

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.

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.