Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Andreea Ingrid Funie"'
Publikováno v:
Journal of Signal Processing Systems
Genetic programming can be used to identify complex patterns in financial markets which may lead to more advanced trading strategies. However, the computationally intensive nature of genetic programming makes it difficult to apply to real world probl
Publikováno v:
ACM SIGARCH Computer Architecture News. 43:86-93
Genetic algorithms (GA) have been shown to be effective in the optimization of many large-scale real-world problems in a reasonable amount of time. Parallel GAs not only reduce the overall GA execution time, but also bring higher quality solutions du
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783319562575
ARC
13th International Symposium, ARC 2017
ARC
13th International Symposium, ARC 2017
A trading strategy is generally optimised for a given market regime. If it takes too long to switch from one trading strategy to another, then a sub-optimal trading strategy may be adopted. This paper proposes the first FPGA-based framework which sup
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30212ef324b87278dcc1f93547f46cba
https://doi.org/10.1007/978-3-319-56258-2_14
https://doi.org/10.1007/978-3-319-56258-2_14
Autor:
Mark Salmon, Stewart Denholm, Ce Guo, Tobias Becker, Andreea-Ingrid Funie, Tim Todman, Maciej Kurek, Wayne Luk
Publikováno v:
Natural Computing Series ISBN: 9783319396743
Self-aware Computing Systems
Self-aware Computing Systems
This chapter describes self-awareness in four financial applications. We apply some of the design patterns of Chapter 5 and techniques of Chapter 7. We describe three applications briefly, highlighting the links to self-awareness and self-expression.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbde211aeb95a1ac8707a5812b927ae6
https://doi.org/10.1007/978-3-319-39675-0_12
https://doi.org/10.1007/978-3-319-39675-0_12
Publikováno v:
ASAP
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 strat
Publikováno v:
ICMLA
Advances in high frequency trading in financial markets have exceeded the ability of regulators to monitor market stability, creating the need for tools that go beyond market microstructure theory and examine markets in real time, driven by algorithm
Publikováno v:
International Journal of Bio-Inspired Computation. 7:361
FPGA-based genetic algorithms GAs can effectively optimise complex applications, but require extensive hardware architecture customisation. To promote these accelerated GAs to potential users without hardware design experience, this study proposes a