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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Inhalt

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. 

Bibliografische Angaben

Februar 2018, 91 Seiten, SpringerBriefs in Computational Intelligence, SpringerBriefs in Applied Sciences and Technology, Englisch
Springer Nature EN
978-3-319-73328-9

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Weitere Titel der Reihe: SpringerBriefs in Computational Intelligence

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