Geodesic
Optimization of trading strategies by parallel evolutionary computation on graphics processing units
Numerical methods and programming, Tome 13 (2012) no. 1, pp. 28-32

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An approach to the optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation is described. A parallel version of a genetic algorithm for searching optimal parameters of trading strategies to maximize the trading profit on GPU from NVIDIA in the framework of the CUDA technology is discussed.
Keywords: trading strategies; parallel genetic algorithm; financial indicator; evolutionary computation. 
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     author = {O. G. Monakhov},
     title = {Optimization of trading strategies by parallel evolutionary computation on graphics processing units},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2012_13_1_a3/}
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O. G. Monakhov. Optimization of trading strategies by parallel evolutionary computation on graphics processing units. Numerical methods and programming, Tome 13 (2012) no. 1, pp. 28-32. http://geodesic.mathdoc.fr/item/VMP_2012_13_1_a3/