PARALLEL AND DISTRIBUTED EVOLUTIONARY COMPUTATION FOR FINANCIAL APPLICATIONS
Bastien Chopard, Olivier V. Pictet, MARCO TOMASSINP · International Journal of Parallel Emergent and Distributed Systems · 2000
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.