Reconfigurable acceleration of fitness evaluation in trading strategies

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InProceedings{Funie:2015:ieeeASAP,
  author =       "Andreea Ingrid Funie and Paul Grigoras and 
                 Pavel Burovskiy and Wayne Luk and Mark Salmon",
  booktitle =    "26th IEEE International Conference on
                 Application-specific Systems, Architectures and
                 Processors (ASAP)",
  title =        "Reconfigurable acceleration of fitness evaluation in
                 trading strategies",
  year =         "2015",
  pages =        "210--217",
  abstract =     "Over the past years, examining financial markets has
                 become a crucial part of both the trading and
                 regulatory processes. Recently, genetic programs have
                 been used to identify patterns in financial markets
                 which may lead to more advanced trading strategies. We
                 investigate the use of Field Programmable Gate Arrays
                 to accelerate the evaluation of the fitness function
                 which is an important kernel in genetic programming.
                 Our pipelined design makes use of the massive amounts
                 of parallelism available on chip to evaluate the
                 fitness of multiple genetic programs simultaneously. An
                 evaluation of our designs on both synthetic and
                 historical market data shows that our implementation
                 evaluates fitness function up to 21.56 times faster
                 than a multi-threaded C++11 implementation running on
                 two six-core Intel Xeon E5-2640 processors using
                 OpenMP.",
  keywords =     "genetic algorithms, genetic programming",
  DOI =          "doi:10.1109/ASAP.2015.7245736",
  ISSN =         "1063-6862",
  month =        jul,
  notes =        "Also known as \cite{7245736}",
}

Genetic Programming entries for Andreea-Ingrid Funie Paul Grigoras Pavel Burovskiy Wayne Luk Mark Salmon

Citations