High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a parallel genetic algorithm and visualise the results using disjoint minimal spanning tre...

Full description

Bibliographic Details
Main Authors: Dieter Hendricks, Tim Gebbie, Diane Wilcox
Format: Article
Language:English
Published: Academy of Science of South Africa 2016-02-01
Series:South African Journal of Science
Subjects:
unsupervised clustering
genetic algorithms
parallel algorithms
financial data processing
maximum likelihood clustering
Online Access:https://www.sajs.co.za/article/view/4149

Internet

https://www.sajs.co.za/article/view/4149

Similar Items