Parallel Genetic Programming and its application to trading model induction
Created by W.Langdon from
gp-bibliography.bib Revision:1.7954
- @Article{par-comp:96,
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author = "Mouloud Oussaid\`ene and Bastien Chopard and
Olivier V. Pictet and Marco Tomassini",
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title = "Parallel Genetic Programming and its application to
trading model induction",
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journal = "Parallel Computing",
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year = "1997",
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volume = "23",
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pages = "1183--1198",
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number = "8",
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month = aug,
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keywords = "genetic algorithms, genetic programming, Parallel
genetic programming, Performance analysis, Financial
trading models",
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ISSN = "0167-8191",
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URL = "https://archive-ouverte.unige.ch/unige:121107",
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URL = "http://citeseer.ist.psu.edu/cache/papers/cs/166/http:zSzzSzlslwww.epfl.chzSz~marcozSzparcomp.pdf/oussaidene97parallel.pdf",
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URL = "http://citeseer.ist.psu.edu/oussaidene97parallel.html",
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broken = "http://www.sciencedirect.com/science/article/B6V12-3SP2CKD-V/2/7c9e9aea1b4cd1cc18079bbb8bc7aa53",
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DOI = "doi:10.1016/S0167-8191(97)00045-8",
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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