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
:
Library | Material Type | Item Barcode | Shelf Number | Status |
---|
IYTE Library | E-Book | 2088120-1001 | Q342 | Online Springer |