Parallel Genetic Algorithms for Financial Pattern Discovery Using Gpus

ISBN-13: 9783319733289 / Angielski / Miękka / 2018 / 91 str.

Joao Bauto; Rui Neves; Nuno Horta

Opis

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.

Spis treści

Introduction.- State-of-the-Art in Pattern Recognition Techniques.- SAX/GA CPU Approach.- GPU-accelerated SAX/GA.- Conclusions and Future Work in the Field.

O autorze

João Baúto works at Fundacao Champalimaud in Lisbon, Portugal. He implements high performance computing tools applied to neuroscience and cancer research.

Rui Ferreira Neves is a professor at Instituto Superior Técnico, Portugal. His research activity comprises evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits.

Nuno Horta is the Head of the Integrated Circuits Group, Instituto de Telecomunicacoes, Portugal. His reseach interests are mainly in analog and mixed-sgnal IC design, analog IC design automation, soft computing and data science.