Parallel Genetic Programming and its application to trading model induction

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@Article{par-comp:96,

• author = "Mouloud Oussaid\`ene and Bastien Chopard and Olivier V. Pictet and Marco Tomassini",
• title = "Parallel Genetic Programming and its application to trading model induction",
• journal = "Parallel Computing",
• year = "1997",
• volume = "23",
• pages = "1183--1198",
• number = "8",
• month = aug,
• keywords = "genetic algorithms, genetic programming, Parallel genetic programming, Performance analysis, Financial trading models",
• ISSN = "0167-8191",
• URL = "https://archive-ouverte.unige.ch/unige:121107",
• URL = "http://citeseer.ist.psu.edu/cache/papers/cs/166/http:zSzzSzlslwww.epfl.chzSz~marcozSzparcomp.pdf/oussaidene97parallel.pdf",
• URL = "http://citeseer.ist.psu.edu/oussaidene97parallel.html",
• broken = "http://www.sciencedirect.com/science/article/B6V12-3SP2CKD-V/2/7c9e9aea1b4cd1cc18079bbb8bc7aa53",
• DOI = "doi:10.1016/S0167-8191(97)00045-8",
• abstract = "This paper presents a scalable parallel implementation of genetic programming on distributed memory machines. The system runs multiple master-slave instances each mapped on all the allocated nodes and multithreading is used to overlap message latencies with useful computation. Load balancing is achieved using a dynamic scheduling algorithm and comparison with a static algorithm is reported. To alleviate premature convergence, asynchronous migration of individuals is performed among processes. We show that nearly linear speedups can be obtained for problems of large enough size. The system has been applied to infer robust trading strategies which is a compute-intensive financial application.",

}

Genetic Programming entries for Mouloud Oussaidene Bastien Chopard Olivier V Pictet Marco Tomassini

Citations