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Financial data analysis method and platform based on GPU acceleration and parallel genetic algorithm

A genetic algorithm and financial data technology, which is applied in the field of financial data analysis methods and platforms based on GPU acceleration and parallel genetic algorithms, can solve problems such as difficult analysis and decision-making for investors, and achieve the effect of improving work efficiency and calculating data in a timely manner

Inactive Publication Date: 2017-04-05
广州盛星元材料科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0009] Under the government's policy of internationalization and liberalization of the securities and financial market, the domestic securities and financial market is becoming more and more open, and a lot of information is digitized. Coupled with the advancement of the Internet and the vigorous development of e-commerce, investors can obtain information through more channels , the acquisition of data has broken the constraints of time and space, but in the face of huge and complex information, it is difficult for investors to make reasonable analysis and decisions in a short period of time

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  • Financial data analysis method and platform based on GPU acceleration and parallel genetic algorithm
  • Financial data analysis method and platform based on GPU acceleration and parallel genetic algorithm
  • Financial data analysis method and platform based on GPU acceleration and parallel genetic algorithm

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Embodiment 1

[0054] Such as figure 1 , figure 2 As shown, the present invention provides a financial data analysis method based on GPU acceleration and parallel genetic algorithm, comprising the steps of:

[0055] S1. Technical indicators: Obtain historical transaction data and real-time transaction data of product prices, and calculate relevant technical indicators;

[0056] Obtain historical transaction data of product prices from TradeBlazer and Wind information databases, obtain real-time transaction data from the Internet, and calculate relevant technical indicators.

[0057] S2. Combination of technical indicators: optimize relevant technical indicators;

[0058] The problem of initialization - to generate random numbers, use the Park-Miller random number method on the device to generate pseudo-random numbers.

[0059] When optimizing a candidate technical indicator, the gene code is a bit string with a length of 11, 1 means that the technical indicator is selected, and 0 means t...

Embodiment 2

[0083] Such as Figure 4 As shown, the present invention also provides a financial data analysis platform based on GPU acceleration and parallel genetic algorithm, including:

[0084] Technical indicator module: obtain historical transaction data and real-time transaction data of product prices, and calculate relevant technical indicators;

[0085] Technical indicator combination module: optimize relevant technical indicators;

[0086] Technical indicator parameter combination module: optimize the parameters of the selected technical indicators, and the chromosome code redistributes bit strings of different lengths for each selected technical indicator;

[0087] Adaptability Calculation Module: Taking the total profit of the simulated firm operation, the handling fee under the current trading strategy, as well as the investment capital and the odds of winning rate as parameters, to comprehensively evaluate the profitability and risk avoidance ability of the technical index co...

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Abstract

The invention discloses a financial data analysis method and a platform based on a GPU acceleration and parallel genetic algorithm. The method comprises steps: historical transaction data and real-time transaction data of variety prices are acquired, and related technical indexes are calculated; optimization is carried out on the related technical indexes; the selected technical index parameters are optimized, a chromosome code re-allocates a different length of bit string for each selected technical index; with the firm offer simulation operation total profit, the commission charge under the current transaction strategy, the input capital and the winning ratio and the claim ratio as parameters, the benefit condition and the risk aversion capability of the technical index combination selection and the profit stop strategy are evaluated comprehensively; a parallel genetic algorithm is used for adjusting the technical index combination and the technical index parameter combination; and the transaction strategy is generated. The method and the platform of the invention can handle huge and complicated information resource, the working efficiency is improved, and the data can be calculated more efficiently and timely; and the method and the platform can be applied to securities, futures, funds and the like, and an investor can be helped to make reasonable analysis in short time.

Description

technical field [0001] The invention relates to the field of financial technology, in particular to a financial data analysis method and platform based on GPU acceleration and parallel genetic algorithm. Background technique [0002] Genetic algorithm: Genetic algorithm is a powerful search technique evolved from Darwin's theory. It can be used to solve many complex problems. Typically, the first generation of population individuals, the initial solution to the problem, is composed of randomly distributed individuals generated by a random algorithm. In the evolution process of each generation, the fitness of each individual is calculated through the evaluation function. When an individual whose fitness meets our expectation is generated or the evolution algebra reaches our expectation, the algorithm ends. [0003] The parallel genetic algorithm realizes the co-evolution of multiple populations through the parallel evolution of multiple populations and the introduction of ...

Claims

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Application Information

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IPC IPC(8): G06Q40/06G06N3/12
CPCG06Q40/06G06N3/126
Inventor 付志能毛志浩
Owner 广州盛星元材料科技有限公司
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