Search Results for author: Diane Wilcox

Found 1 papers, 0 papers with code

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

no code implementations17 Mar 2014 Dieter Hendricks, Diane Wilcox, Tim Gebbie

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions.

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