Parallel Genetic Programming and its application to trading model induction

Created by W.Langdon from gp-bibliography.bib Revision:1.2031

@Article{par-comp:96,
  author =       "Mouloud Oussaid\`ene and Bastien Chopard and 
                 Olivier V. Pictet and Marco Tomassini",
  title =        "Parallel Genetic Programming and its application to
                 trading model induction",
  journal =      "Parallel Computing",
  year =         "1997",
  volume =       "23",
  pages =        "1183--1198",
  number =       "8",
  month =        aug,
  keywords =     "genetic algorithms, genetic programming, Parallel
                 genetic programming, Performance analysis, Financial
                 trading models",
  URL =          "http://citeseer.ist.psu.edu/cache/papers/cs/166/http:zSzzSzlslwww.epfl.chzSz~marcozSzparcomp.pdf/oussaidene97parallel.pdf",
  URL =          "http://citeseer.ist.psu.edu/oussaidene97parallel.html",
  URL =          "http://www.sciencedirect.com/science/article/B6V12-3SP2CKD-V/2/7c9e9aea1b4cd1cc18079bbb8bc7aa53",
  ISSN =         "0167-8191",
  doi =          "doi:10.1016/S0167-8191(97)00045-8",
  abstract =     "This paper presents a scalable parallel implementation
                 of genetic programming on distributed memory machines.
                 The system runs multiple master-slave instances each
                 mapped on all the allocated nodes and multithreading is
                 used to overlap message latencies with useful
                 computation. Load balancing is achieved using a dynamic
                 scheduling algorithm and comparison with a static
                 algorithm is reported. To alleviate premature
                 convergence, asynchronous migration of individuals is
                 performed among processes. We show that nearly linear
                 speedups can be obtained for problems of large enough
                 size. The system has been applied to infer robust
                 trading strategies which is a compute-intensive
                 financial application. Copyright 2001, Elsevier
                 Science, All rights reserved.",
  URL =          "http://www.sciencedirect.com/science/article/B6V12-3SP2CKD-V/2/7c9e9aea1b4cd1cc18079bbb8bc7aa53",
  URL =          "http://www.elsevier.nl/gej-ng/10/35/21/30/22/26/abstract.html",
  notes =        "

                 ",
}

Genetic Programming entries for Mouloud Oussaidene Bastien Chopard Olivier V Pictet Marco Tomassini