Geodesic
A parallel genetic algorithm for optimization of trading strategies
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 4, pp. 423-432.

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An approach for optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation is described. A parallel version of the genetic algorithm for the search of optimal parameters of trading strategies for maximization of a trading profit is presented. 
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O. G. Monakhov. A parallel genetic algorithm for optimization of trading strategies. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 4, pp. 423-432. http://geodesic.mathdoc.fr/item/SJVM_2008_11_4_a6/

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