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Parallel SAX/GA for financial pattern matching using NVIDIA's GPU

delete2018-09-01
delete5
PRE
AI
A
António Canelas
R
Rui Neves
N
Nuno Horta *
DOI:10.1016/j.eswa.2018.03.026delete
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摘要

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
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期刊

Expert Systems with Applications 封面图
Expert Systems with Applications
IF:
7.5
论文数:
3.0W
被引数:
10.2W

机构

I
instituto de telecomunicacoes
学者数:
808
论文数: 852
被引数: 0
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