返回
Parallel SAX/GA for financial pattern matching using NVIDIA's GPU
DOI:10.1016/j.eswa.2018.03.026.png)
摘要
En 中文
This paper starts by presenting a study from a computational performance standpoint of SAX/GA, an algorithm that uses the Symbolic Aggregate approXimation (SAX), to dimensionally reduce time series, and the Genetic Algorithm (GA) to optimise market trading strategies. This study highlights how the sequential implementation of SAX/GA and genetic operators works. 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 Graphical Processing Unit (GPU) accelerated GA. The implemented solutions accelerated the sequential single-core SAX/GA solution in about 30 times with a maximum of nearly 180 times. (C) 2018 Elsevier Ltd. All rights reserved.
Keyword:
Genetic Algorithms
Finance computation
Pattern matching
Symbolic Aggregate ApproXimation
GPU
CUDA
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
7.5
论文数:
3.0W
被引数:
10.2W
机构
引用论文
没有更多内容

