Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
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Beschreibung
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.
Describes in deep the efficient implementation of SAX/GA algorithm in GPU Presents an algorithm useful to optimize market trading strategies Useful for computational finance applications
Autor*in
João Baúto
Themen in »Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs«
computational finance pattern recognition techniques high performance computing data science SAX/GA algorithm market trading strategies quantitative finance