...
首页> 外文期刊>Expert Systems with Application >Parallel SAX/GA for financial pattern matching using NVIDIA'S GPU
【24h】

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

机译:并行SAX / GA,用于使用NVIDIA GPU进行财务模式匹配

获取原文
获取原文并翻译 | 示例
           

摘要

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.
机译:本文首先从SAX / GA的计算性能角度进行研究,SAX / GA是一种使用符号聚合近似(SAX)来减少时间序列的算法,而遗传算法(GA)可以优化市场交易策略。这项研究强调了SAX / GA和遗传算子的顺序实施是如何工作的。这项研究后来被用作开发并行技术的基础,这些并行技术能够探索已确定的并行性点,这些重点仅在于将重型适应性功能加速到完整的图形处理单元(GPU)加速的GA。实施的解决方案将顺序单核SAX / GA解决方案的速度提高了约30倍,最多将近180倍。 (C)2018 Elsevier Ltd.保留所有权利。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号