Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Download or read book Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs written by João Baúto and published by Springer. This book was released on 2018-02-03 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.