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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2012/v13r104.html
Дата изменения: Tue Dec 27 18:31:17 2011 Дата индексирования: Mon Oct 1 22:57:45 2012 Кодировка: |
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"Optimization of trading strategies by parallel evolutionary computation
on graphics processing units" Monakhov O.G. |
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An approach to the optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation is described. A parallel version of a genetic algorithm for searching optimal parameters of trading strategies to maximize the trading profit on GPU from NVIDIA in the framework of the CUDA technology is discussed. Keywords: trading strategies, parallel genetic algorithm, financial indicator, CUDA, evolutionary computation
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| Monakhov O.G. e-mail: monakhov@rav.sscc.ru |