Distributed evolutionary algorithm for asset management and trading

A computer-implemented data mining system, comprising:

• a data processor;
• and
• a memory accessible to the data processor and identifying a candidate database having a pool of individuals, each of the individuals further having associated therewith an indication of a respective fitness estimate,
• for use with a data mining training database accessible to the data processor and identifying training data,
• the data processor configured to:
• test on a first subset of the training data each individual in a testing subset of at least one of the individuals;
• calculate a fitness estimate for each of the individuals in the testing subset in dependence upon the tests on the first subset of the training data;
• discard individuals from the pool of individuals in dependence upon their fitness estimates;
• test on a second subset of the training data, each individual in the testing subset which remains after the discarding of individuals, the second subset including at least one datum not included in the first subset;
• update, in dependence upon the tests on the second subset of the training data, the fitness estimate for each individual tested on the second subset of the training data;
• and
• discard further individuals from the pool of individuals in dependence upon their updated fitness estimates.