PARALLEL AND DISTRIBUTED EVOLUTIONARY COMPUTATION FOR FINANCIAL APPLICATIONS

Abstract

A survey of two parallel evolutionary computation techniques is presented: the genetic algorithms and genetic programming methods. An application of this approach to the induction of trading models is presented for financial assets, which is known as a hard problem. This study analyses the potential of this approach and the benefit of parallelization.

Keywords:

• Evolutionary algorithms
• Parallel computing
• Genetic programming
• Financial application
• Trading model induction

Notes

∗Corresponding author. Tel.: [phone]. Fax: [phone]. E-mail: [email protected].

†Present address: DAM - Dynamic Asset Management, Chemin des Tulipiers 9, 1208 Geneva. Switzerland.