Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
Published on 9. February 2018
Book
Paperback/Softback
XIV, 91 pages
978-3-319-73328-9 (ISBN)
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.
More details
Series
Edition
1st ed. 2018
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Target group
Professional and scholarly
Illustrations
50 s/w Abbildungen
XIV, 91 p. 50 illus.
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Weight
180 gr
ISBN-13
978-3-319-73328-9 (9783319733289)
DOI
10.1007/978-3-319-73329-6
Schweitzer Classification
Other editions
Additional editions
João Baúto | Rui Neves | Nuno Horta
Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
E-Book
02/2018
Springer
€53.49
Available for download
Persons
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.
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.
Content
Introduction.- State-of-the-Art in Pattern Recognition Techniques.- SAX/GA CPU Approach.- GPU-accelerated SAX/GA.- Conclusions and Future Work in the Field.