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

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...

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Bibliographic Details
Published in:South African journal of science 2016-01, Vol.112 (1), p.57-65
Main Authors: Hendricks, Dieter, Gebbie, Tim, Wilcox, Diane
Format: Article
Language:English
Subjects:
Financial data processing
Genetic algorithms
Maximum likelihood clustering
Parallel algorithms
Unsupervised clustering
Online Access:Get full text
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