Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

• Κύριοι συγγραφείς: Baúto, João (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Neves, Rui (http://id.loc.gov/vocabulary/relators/aut), Horta, Nuno (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: SpringerBriefs in Computational Intelligence,
• Θέματα: Computational intelligence.; Financial engineering.; Economics, Mathematical .; Computational Intelligence.; Financial Engineering.; Quantitative Finance.

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...