Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02765nam a2200517 4500
001 978-3-319-73329-6
003 DE-He213
005 20191022131251.0
007 cr nn 008mamaa
008 180204s2018 gw | s |||| 0|eng d
020 |a 9783319733296  |9 978-3-319-73329-6 
024 7 |a 10.1007/978-3-319-73329-6  |2 doi 
040 |d GrThAP 
050 4 |a Q342 
072 7 |a UYQ  |2 bicssc 
072 7 |a TEC009000  |2 bisacsh 
072 7 |a UYQ  |2 thema 
082 0 4 |a 006.3  |2 23 
100 1 |a Baúto, João.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs  |h [electronic resource] /  |c by João Baúto, Rui Neves, Nuno Horta. 
250 |a 1st ed. 2018. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2018. 
300 |a XIV, 91 p. 50 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a SpringerBriefs in Computational Intelligence,  |x 2625-3704 
505 0 |a Introduction -- State-of-the-Art in Pattern Recognition Techniques -- SAX/GA CPU Approach -- GPU-accelerated SAX/GA -- Conclusions and Future Work in the Field. 
520 |a 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. . 
650 0 |a Computational intelligence. 
650 0 |a Financial engineering. 
650 0 |a Economics, Mathematical . 
650 1 4 |a Computational Intelligence.  |0 http://scigraph.springernature.com/things/product-market-codes/T11014 
650 2 4 |a Financial Engineering.  |0 http://scigraph.springernature.com/things/product-market-codes/612020 
650 2 4 |a Quantitative Finance.  |0 http://scigraph.springernature.com/things/product-market-codes/M13062 
700 1 |a Neves, Rui.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Horta, Nuno.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319733289 
776 0 8 |i Printed edition:  |z 9783319733302 
830 0 |a SpringerBriefs in Computational Intelligence,  |x 2625-3704 
856 4 0 |u https://doi.org/10.1007/978-3-319-73329-6  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
950 |a Engineering (Springer-11647)