Numerical methods and programming
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Num. Meth. Prog.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Numerical methods and programming, 2012, Volume 13, Issue 1, Pages 28–32 (Mi vmp4)  
Вычислительные методы и приложения

Optimization of trading strategies by parallel evolutionary computation on graphics processing units

O. G. Monakhov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Full-text PDF (160 kB)
Abstract: 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; evolutionary computation.
Received: 15.10.2011
Document Type: Article
UDC: 681.324 + 519.17
Language: Russian
Citation: O. G. Monakhov, “Optimization of trading strategies by parallel evolutionary computation on graphics processing units”, Num. Meth. Prog., 13:1 (2012), 28–32
Citation in format AMSBIB
\Bibitem{Mon12}
\by O.~G.~Monakhov
\paper Optimization of trading strategies by parallel evolutionary computation on graphics processing units
\jour Num. Meth. Prog.
\yr 2012
\vol 13
\issue 1
\pages 28--32
\mathnet{http://mi.mathnet.ru/vmp4}
Linking options:
  • https://www.mathnet.ru/eng/vmp4
  • https://www.mathnet.ru/eng/vmp/v13/i1/p28
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Numerical methods and programming
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024