Baúto, João.
Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs [electronic resource] / by João Baúto, Rui Neves, Nuno Horta. - 1st ed. 2018. - XIV, 91 p. 50 illus. online resource. - SpringerBriefs in Computational Intelligence, 2625-3712 . - SpringerBriefs in Computational Intelligence, .
Introduction -- State-of-the-Art in Pattern Recognition Techniques -- SAX/GA CPU Approach -- GPU-accelerated SAX/GA -- Conclusions and Future Work in the Field.
This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions. This study is later used as the baseline for the development of parallel techniques capable of exploring the identified points of parallelism that simply focus on accelerating the heavy duty fitness function to a full GPU accelerated GA. .
9783319733296
10.1007/978-3-319-73329-6 doi
Computational intelligence.
Financial engineering.
Social sciences—Mathematics.
Computational Intelligence.
Financial Engineering.
Mathematics in Business, Economics and Finance.
Q342
006.3
Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs [electronic resource] / by João Baúto, Rui Neves, Nuno Horta. - 1st ed. 2018. - XIV, 91 p. 50 illus. online resource. - SpringerBriefs in Computational Intelligence, 2625-3712 . - SpringerBriefs in Computational Intelligence, .
Introduction -- State-of-the-Art in Pattern Recognition Techniques -- SAX/GA CPU Approach -- GPU-accelerated SAX/GA -- Conclusions and Future Work in the Field.
This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions. This study is later used as the baseline for the development of parallel techniques capable of exploring the identified points of parallelism that simply focus on accelerating the heavy duty fitness function to a full GPU accelerated GA. .
9783319733296
10.1007/978-3-319-73329-6 doi
Computational intelligence.
Financial engineering.
Social sciences—Mathematics.
Computational Intelligence.
Financial Engineering.
Mathematics in Business, Economics and Finance.
Q342
006.3