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Parallel genetic programming: an application to trading models evolution

Authors:

Mouloud Oussaidène,

Bastien Chopard,

Olivier V. Pictet,

Marco TomassiniAuthors Info & Claims

Proceedings of the 1st annual conference on genetic programming

Pages 357 - 362

Published: 28 July 1996 Publication History

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Abstract

We present a parallel implementation of genetic programming on distributed memory machines. To overcome the time overhead due to uneven load associated with program evaluation, we propose and evaluate a non-preemptive dynamic scheduling algorithm for load balancing. The system is applied to the evolution of trading model strategies which is a compute-intensive application. Our results show that reasonable trading models can be inferred and that the system can produce a nearly linear speedup for that application.

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de Vega FSánchez JCotta C(2011)A preliminary analysis and simulation of load balancing techniques applied to parallel genetic programmingProceedings of the 11th international conference on Artificial neural networks conference on Advances in computational intelligence - Volume Part II10.5555/2023332.2023377(308-315)Online publication date: 8-Jun-2011
https://dl.acm.org/doi/10.5555/2023332.2023377
Chen JLiao B(2007)Piecewise nonlinear goal-directed CPPI strategyExpert Systems with Applications: An International Journal10.1016/j.eswa.2006.07.00133:4(857-869)Online publication date: 1-Nov-2007
https://dl.acm.org/doi/10.1016/j.eswa.2006.07.001
Kaboudan M(2000)Genetic Programming Prediction of Stock PricesComputational Economics10.1023/A:100876840404616:3(207-236)Online publication date: 1-Dec-2000
https://dl.acm.org/doi/10.1023/A%3A1008768404046

Parallel genetic programming: an application to trading models evolution
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Published In

Proceedings of the 1st annual conference on genetic programming

July 1996

571 pages

ISBN:0262611279

General Chair:
John R. Koza
Stanford University

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MIT Press

Cambridge, MA, United States

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Published: 28 July 1996

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de Vega FSánchez JCotta C(2011)A preliminary analysis and simulation of load balancing techniques applied to parallel genetic programmingProceedings of the 11th international conference on Artificial neural networks conference on Advances in computational intelligence - Volume Part II10.5555/2023332.2023377(308-315)Online publication date: 8-Jun-2011
https://dl.acm.org/doi/10.5555/2023332.2023377
Chen JLiao B(2007)Piecewise nonlinear goal-directed CPPI strategyExpert Systems with Applications: An International Journal10.1016/j.eswa.2006.07.00133:4(857-869)Online publication date: 1-Nov-2007
https://dl.acm.org/doi/10.1016/j.eswa.2006.07.001
Kaboudan M(2000)Genetic Programming Prediction of Stock PricesComputational Economics10.1023/A:100876840404616:3(207-236)Online publication date: 1-Dec-2000
https://dl.acm.org/doi/10.1023/A%3A1008768404046

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