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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

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Description

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. 

Author Biography:

João Baúto works at Fundacao Champalimaud in Lisbon, Portugal. He implements high performance computing tools applied to neuroscience and cancer research. Rui Ferreira Neves is a professor at Instituto Superior Técnico, Portugal. His research activity comprises evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits. Nuno Horta is the Head of the Integrated Circuits Group, Instituto de Telecomunicacoes, Portugal. His reseach interests are mainly in analog and mixed-sgnal IC design, analog IC design automation, soft computing and data science.
Release date Australia
February 9th, 2018
Pages
91
Edition
1st ed. 2018
Audiences
  • Professional & Vocational
  • Tertiary Education (US: College)
Illustrations
50 Illustrations, black and white; XIV, 91 p. 50 illus.
ISBN-13
9783319733289
Product ID
27522356

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