Run-time Reconfigurable Acceleration for Genetic Programming Fitness Evaluation in Trading Strategies-Reference-Cited by-同舟云学术

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Run-time Reconfigurable Acceleration for Genetic Programming Fitness Evaluation in Trading Strategies

Published:2017-05-08 Issue:1 Volume:90 Page:39-52
ISSN:1939-8018
Container-title:Journal of Signal Processing Systems
language:en
Short-container-title:J Sign Process Syst

Author:

Funie Andreea-Ingrid^ORCID,Grigoras Paul,Burovskiy Pavel,Luk Wayne,Salmon Mark

Publisher

Springer Science and Business Media LLC

Subject

Hardware and Architecture,Modeling and Simulation,Information Systems,Signal Processing,Theoretical Computer Science,Control and Systems Engineering

Link

http://link.springer.com/article/10.1007/s11265-017-1244-8/fulltext.html

Reference21 articles.

1. Potvin, J.Y., Soriano, P., & Vallee, M. (2004). Generating trading rules on the stock markets with genetic programming. Computers & Operations Research, 31, 1033–1047.

2. Dempster, M.A.H., & Jones, C.M. (2001). A real-time adaptive trading system using genetic programming. Quantitive Finance, 1, 397–413.

3. Potvina, J., Sorianoa, P., & Valle, M. (2004). Generating trading rules on the stock markets with genetic programming. Computers & Operations Research, 31, 1033–1047.

4. Allen, F., & Karjalainen, R. (1999). Using genetic algorithms to find technical trading rules. Journal of Financial Economics, 51, 245–271.

5. Sidhu, R.P.S., Mei, A., & Prasanna, V.K. (1999). Genetic Programming using Self-Reconfigurable FPGAs. Field Programmable Logic and Applications - Lecture Notes in Computer Science, 1673, 301–312.

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