Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Nonfiction, Computers, Advanced Computing, Artificial Intelligence, Business & Finance, Finance & Investing, Finance, General Computing
Cover of the book Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs by João Baúto, Rui Neves, Nuno Horta, Springer International Publishing
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Author: João Baúto, Rui Neves, Nuno Horta ISBN: 9783319733296
Publisher: Springer International Publishing Publication: February 3, 2018
Imprint: Springer Language: English
Author: João Baúto, Rui Neves, Nuno Horta
ISBN: 9783319733296
Publisher: Springer International Publishing
Publication: February 3, 2018
Imprint: Springer
Language: English

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. 

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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. 

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