Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

✍ Scribed by João Baúto,Rui Neves,Nuno Horta (auth.)

• Publisher: Springer International Publishing
• Year: 2018
• Tongue: English
• Leaves: 103
• Series: SpringerBriefs in Computational Intelligence
• Edition: 1
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

Front Matter ....Pages i-xiv
Introduction (João Baúto, Rui Neves, Nuno Horta)....Pages 1-3
Background (João Baúto, Rui Neves, Nuno Horta)....Pages 5-20
State-of-the-Art in Pattern Recognition Techniques (João Baúto, Rui Neves, Nuno Horta)....Pages 21-32
SAX/GA CPU Approach (João Baúto, Rui Neves, Nuno Horta)....Pages 33-44
GPU-Accelerated SAX/GA (João Baúto, Rui Neves, Nuno Horta)....Pages 45-66
Results (João Baúto, Rui Neves, Nuno Horta)....Pages 67-88
Conclusions and Future Work (João Baúto, Rui Neves, Nuno Horta)....Pages 89-91

✦ Subjects

Computational Intelligence