Evolutionary Systems
Discovering Stock Price Prediction Rules of Bombay Stock Exchange Using Rough Fuzzy Multi Layer Perception Networks
Chaudhuri, Arindam, De, Kajal, Chatterjee, Dipak
In India financial markets have existed for many years. A functionally accented, diverse, efficient and flexible financial system is vital to the national objective of creating a market driven, productive and competitive economy. Today markets of varying maturity exist in equity, debt, commodities and foreign exchange. In this work we attempt to generate prediction rules scheme for stock price movement at Bombay Stock Exchange using an important Soft Computing paradigm viz., Rough Fuzzy Multi Layer Perception. The use of Computational Intelligence Systems such as Neural Networks, Fuzzy Sets, Genetic Algorithms, etc. for Stock Market Predictions has been widely established. The process is to extract knowledge in the form of rules from daily stock movements. These rules can then be used to guide investors. To increase the efficiency of the prediction process, Rough Sets is used to discretize the data. The methodology uses a Genetic Algorithm to obtain a structured network suitable for both classification and rule extraction. The modular concept, based on divide and conquer strategy, provides accelerated training and a compact network suitable for generating a minimum number of rules with high certainty values. The concept of variable mutation operator is introduced for preserving the localized structure of the constituting Knowledge Based sub-networks, while they are integrated and evolved. Rough Set Dependency Rules are generated directly from the real valued attribute table containing Fuzzy membership values. The paradigm is thus used to develop a rule extraction algorithm. The extracted rules are compared with some of the related rule extraction techniques on the basis of some quantitative performance indices. The proposed methodology extracts rules which are less in number, are accurate, have high certainty factor and have low confusion with less computation time.
Introducing Memory and Association Mechanism into a Biologically Inspired Visual Model
Hong, Qiao, Yinlin, Li, Tang, Tang, Peng, Wang
A famous biologically inspired hierarchical model firstly proposed by Riesenhuber and Poggio has been successfully applied to multiple visual recognition tasks. The model is able to achieve a set of position- and scale-tolerant recognition, which is a central problem in pattern recognition. In this paper, based on some other biological experimental results, we introduce the Memory and Association Mechanisms into the above biologically inspired model. The main motivations of the work are (a) to mimic the active memory and association mechanism and add the 'top down' adjustment to the above biologically inspired hierarchical model and (b) to build up an algorithm which can save the space and keep a good recognition performance. The new model is also applied to object recognition processes. The primary experimental results show that our method is efficient with much less memory requirement.
Metaheuristics in Flood Disaster Management and Risk Assessment
Bongolan, Vena Pearl, Ballesteros,, Florencio C. Jr., Banting, Joyce Anne M., Olaes, Aina Marie Q., Aquino, Charlymagne R.
A conceptual area is divided into units or barangays, each was allowed to evolve under a physical constraint. A risk assessment method was then used to identify the flood risk in each community using the following risk factors: the area's urbanized area ratio, literacy rate, mortality rate, poverty incidence, radio/TV penetration, and state of structural and non-structural measures. Vulnerability is defined as a weighted-sum of these components. A penalty was imposed for reduced vulnerability. Optimization comparison was done with MatLab's Genetic Algorithms and Simulated Annealing; results showed 'extreme' solutions and realistic designs, for simulated annealing and genetic algorithm, respectively.
Using Genetic Programming to Model Software
We study a generic program to investigate the scope for automatically customising it for a vital current task, which was not considered when it was first written. In detail, we show genetic programming (GP) can evolve models of aspects of BLAST's output when it is used to map Solexa Next-Gen DNA sequences to the human genome.
3-SAT Problem A New Memetic-PSO Algorithm
Lotfi, Nasser, Tamouk, Jamshid, Farmanbar, Mina
3-SAT problem is of great importance to many technical and scientific applications. This paper presents a new hybrid evolutionary algorithm for solving this satisfiability problem. 3-SAT problem has the huge search space and hence it is known as a NP-hard problem. So, deterministic approaches are not applicable in this context. Thereof, application of evolutionary processing approaches and especially PSO will be very effective for solving these kinds of problems. In this paper, we introduce a new evolutionary optimization technique based on PSO, Memetic algorithm and local search approaches. When some heuristics are mixed, their advantages are collected as well and we can reach to the better outcomes. Finally, we test our proposed algorithm over some benchmarks used by some another available algorithms. Obtained results show that our new method leads to the suitable results by the appropriate time. Thereby, it achieves a better result in compared with the existent approaches such as pure genetic algorithm and some verified types
Bioclimating Modelling: A Machine Learning Perspective
Many machine learning (ML) approaches are widely used to generate bioclimatic models for prediction of geographic range of organism as a function of climate. Applications such as prediction of range shift in organism, range of invasive species influenced by climate change are important parameters in understanding the impact of climate change. However, success of machine learning-based approaches depends on a number of factors. While it can be safely said that no particular ML technique can be effective in all applications and success of a technique is predominantly dependent on the application or the type of the problem, it is useful to understand their behaviour to ensure informed choice of techniques. This paper presents a comprehensive review of machine learning-based bioclimatic model generation and analyses the factors influencing success of such models. Considering the wide use of statistical techniques, in our discussion we also include conventional statistical techniques used in bioclimatic modelling.
Random Drift Particle Swarm Optimization
Sun, Jun, Wu, Xiaojun, Palade, Vasile, Fang, Wei, Shi, Yuhui
The random drift particle swarm optimization (RDPSO) algorithm, inspired by the free electron model in metal conductors placed in an external electric field, is presented, systematically analyzed and empirically studied in this paper. The free electron model considers that electrons have both a thermal and a drift motion in a conductor that is placed in an external electric field. The motivation of the RDPSO algorithm is described first, and the velocity equation of the particle is designed by simulating the thermal motion as well as the drift motion of the electrons, both of which lead the electrons to a location with minimum potential energy in the external electric field. Then, a comprehensive analysis of the algorithm is made, in order to provide a deep insight into how the RDPSO algorithm works. It involves a theoretical analysis and the simulation of the stochastic dynamical behavior of a single particle in the RDPSO algorithm. The search behavior of the algorithm itself is also investigated in detail, by analyzing the interaction between the particles. Some variants of the RDPSO algorithm are proposed by incorporating different random velocity components with different neighborhood topologies. Finally, empirical studies on the RDPSO algorithm are performed by using a set of benchmark functions from the CEC2005 benchmark suite. Based on the theoretical analysis of the particle's behavior, two methods of controlling the algorithmic parameters are employed, followed by an experimental analysis on how to select the parameter values, in order to obtain a good overall performance of the RDPSO algorithm and its variants in real-world applications. A further performance comparison between the RDPSO algorithms and other variants of PSO is made to prove the efficiency of the RDPSO algorithms.
An Efficient Memetic Algorithm for the Flexible Job Shop with Setup Times
González, Miguel Ángel (University of Oviedo) | Vela, Camino Rodríguez (University of Oviedo) | Varela, Ramiro (University of Oviedo)
This paper addresses the flexible job shop scheduling problem with sequence-dependent setup times (SDSTFJSP). This is an extension of the classical job shop scheduling problem with many applications in real production environments. We propose an effective neighborhood structure for the problem, including feasibility and non improving conditions, as well as procedures for fast neighbor estimation. This neighborhood is embedded into a genetic algorithm hybridized with tabu search. We conducted an experimental study to compare the proposed algorithm with the state-of-the-art in the SDST-FJSP and also in the standard FJSP. In this study, our algorithm has obtained better results than those from other methods. Moreover, it has established new upper bounds for a number of instances.
Evolution of Covariance Functions for Gaussian Process Regression using Genetic Programming
Kronberger, Gabriel, Kommenda, Michael
In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the covariance function should be adapted to the modeled data. Frequently, the squared exponential covariance function is used as a default. However, this can lead to a misspecified model, which does not fit the data well. In the proposed approach we use a grammar for the composition of covariance functions and genetic programming to search over the space of sentences that can be derived from the grammar. We tested the proposed approach on synthetic data from two-dimensional test functions, and on the Mauna Loa CO2 time series. The results show, that our approach is feasible, finding covariance functions that perform much better than a default covariance function. For the CO2 data set a composite covariance function is found, that matches the performance of a hand-tuned covariance function.
Learning Individualized Facial Expressions in an Avatar with PSO and Tabu Search
Husk, Evan (University of Central Florida) | Gonzalez, Avelino J. (University of Central Florida) | Pattanaik, Sumanta (University of Central Florida)
This paper describes a method for automatically imitating a particular facial expression in an avatar through a hybrid Particle Swarm Optimization – Tabu Search algorithm. The muscular structures of the facial expressions are measured by Ekman and Friesen’s Facial Action Coding System (FACS). Using a neutral expression as a reference, the minute movements of the Action Units, used in FACS, are automatically tracked and mapped onto the avatar using a hybrid method. The hybrid algorithm is composed of Particle Swarm Optimization algorithm and Tabu Search. Distinguishable features portrayed on the avatar ensure a personalized, realistic imitation of the facial expressions. To evaluate the feasibility of using PSO-TS in this approach, a fundamental proof-of-concept test is employed on the system using the OGRE avatar. Results are described and discussed.