Class-based distributed evolutionary algorithm for asset management and trading
First Claim
1. A server computer system comprising:
- a memory accessible to the server computer system and storing a server gene pool having some of the individuals in a plurality of individuals, each individual in the plurality of individuals identifying a corresponding subset of indicators in a plurality of indicators and further identifying at least one action in dependence upon the subset of indicators, not all of the subsets of indicators being the same;
a communications port through which the server computer system receives individuals from client computers in a plurality of client computers, each client computer in the plurality of client computers being assigned to a class, each of the classes being associated with a respective subset of indicators in a plurality of indicators, and at least one of the classes including more than one of the client computers, each received individual being one of the plurality of individuals and being received in conjunction with an associated received fitness value; and
a processor configured to;
accept at least some of the received individuals, andtransmit for further evaluation, each given individual in a first subset of the accepted individuals, to a given client computer which is a member of the class from which the server computer received the given individual.
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Accused Products
Abstract
A server computer and a multitude of client computers form a network computing system that is scalable and adapted to continue to evaluate the performance characteristics of a number of genes generated using a software application. Each client computer continues to periodically receive data associated with the stored genes stored in its memory. Using this data, the client computers evaluate the performance characteristic of their genes by comparing a solution provided by the gene with the periodically received data associated with that gene. Accordingly, the performance characteristic of each gene may be updated and varied with each periodically received data. The performance characteristic of a gene defines its fitness. The genes may be virtual asset traders that recommend trading options. The genes may be assigned initially to different classes to improve convergence but may later be decided to merge with genes of other classes to improve diversity.
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Citations
26 Claims
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1. A server computer system comprising:
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a memory accessible to the server computer system and storing a server gene pool having some of the individuals in a plurality of individuals, each individual in the plurality of individuals identifying a corresponding subset of indicators in a plurality of indicators and further identifying at least one action in dependence upon the subset of indicators, not all of the subsets of indicators being the same; a communications port through which the server computer system receives individuals from client computers in a plurality of client computers, each client computer in the plurality of client computers being assigned to a class, each of the classes being associated with a respective subset of indicators in a plurality of indicators, and at least one of the classes including more than one of the client computers, each received individual being one of the plurality of individuals and being received in conjunction with an associated received fitness value; and a processor configured to; accept at least some of the received individuals, and transmit for further evaluation, each given individual in a first subset of the accepted individuals, to a given client computer which is a member of the class from which the server computer received the given individual. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 21, 22, 23)
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9. A server computer system comprising:
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a memory accessible to the server computer system and storing a server gene pool having some of the individuals in a plurality of individuals, each individual in the plurality of individuals identifying a corresponding subset of indicators in a plurality of indicators and further identifying at least one action in dependence upon the subset of indicators, not all of the subsets of indicators being the same; a communications port through which the server computer system receives individuals from client computers in a plurality of client computers, each client computer in the plurality of client computers being assigned to a class, each of the classes being associated with a respective subset of indicators in a plurality of indicators, and at least one of the classes including more than one of the client computers; and a processor configured to; accept at least some of the received individuals, and transmit to the client computers for further evaluation, each individual in a first subset of the accepted individuals, wherein each given individual transmitted for further evaluation is transmitted for further evaluation to a member of the group consisting of; a client computer which is a member of the same class from which the given individual was received by the server computer system; and a client computer which is a member of a class which was derived at least in part from the class from which the given individual was received by the server computer system. - View Dependent Claims (10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 24, 25, 26)
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Specification