Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
by
 
Baúto, João. author.

Title
Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Author
Baúto, João. author.

ISBN
9783319733296

Personal Author
Baúto, João. author.

Physical Description
XIV, 91 p. 50 illus. online resource.

Series
SpringerBriefs in Computational Intelligence,

Contents
Introduction -- State-of-the-Art in Pattern Recognition Techniques -- SAX/GA CPU Approach -- GPU-accelerated SAX/GA -- Conclusions and Future Work in the Field.

Abstract
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. .

Subject Term
Engineering.
 
Financial engineering.
 
Finance.
 
Computational Intelligence. http://scigraph.springernature.com/things/product-market-codes/T11014
 
Financial Engineering. http://scigraph.springernature.com/things/product-market-codes/612020
 
Quantitative Finance. http://scigraph.springernature.com/things/product-market-codes/M13062

Added Author
Neves, Rui.
 
Horta, Nuno.

Added Corporate Author
SpringerLink (Online service)

Electronic Access
https://doi.org/10.1007/978-3-319-73329-6


LibraryMaterial TypeItem BarcodeShelf NumberStatus
IYTE LibraryE-Book2088120-1001Q342Online Springer