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Browsing by Subject "Evolutionary computation"
Now showing items 1-20 of 48
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(ACM, 2011-07-12)Several papers show that symbolic regression is suitable for data analysis and prediction in financial markets. Grammatical Evolution (GE), a grammar-based form of Genetic Programming (GP), has been successfully applied ...
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(Springer, 2010)We present an analysis of the genotype-phenotype map in Grammatical Evolution (GE). The standard map adopted in GE is a depth-first expansion of the non-terminal symbols during the derivation sequence. Earlier studies have ...
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(Springer, 2011)This study evolves and categorises a population of conceptual designs by their ability to handle physical constraints. The design process involves a trade-off between form and function. The aesthetic considerations of the ...
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(ACM, 2011-07-12)The lack of study of genetic programming in dynamic environments is recognised as a known issue in the field of genetic programming. This study compares the performance of two forms of genetic programming, grammatical ...
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(Springer, 2011-04-02)A mapping is local if it preserves neighbourhood. In Evolutionary Computation, locality is generally described as the property that neighbouring genotypes correspond to neighbouring phenotypes. A representation has high ...
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(IEEE, 2010-07)A key indicator of problem difficulty in evolutionary computation problems is the landscape’s locality, that is whether the genotype-phenotype mapping preserves neighbourhood. In genetic programming the genotype and phenotype ...
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(University College Dublin. School of Computer Science and Informatics, 2011-04-14)In this paper we present a new variant of the ant problem in the dynamic problem domain. This approach presents a functional dynamism to the problem landscape, where by the behaviour of the ant is driven by its ability to ...
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(University College Dublin. School of Computer Science and Informatics, 2011)We present a study of dynamic environments with genetic programming to ascertain if a dynamic environment can speed up evolution when compared to an equivalent static environment. We present an analysis of the types of ...
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(Inderscience Enterprises, 2011-02)Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. ...
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(ACM, 2011)Early stopping typically stops training the first time validation fitness disimproves. This may not be the best strategy given that validation fitness can subsequently increase or decrease. We examine the effects of stopping ...
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(Springer, 2011)This Chapter examines cash dividends and share repurchases in the United States during the period 1990 to 2008. In the extant literature a variety of classical statistical methodologies have been adopted, foremost among ...
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(Springer, 2010)Although there is a plentiful literature on the use of evolutionary methodologies for the trading of Financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned ...
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(Inderscience Enterprises, 2010-04-24)A new evolutionary design tool is presented, which uses shape grammars and a grammar-based form of evolutionary computation, grammatical evolution (GE). Shape grammars allow the user to specify possible forms, and GE allows ...
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(Springer, 2010-09)In this paper we investigate the profitability of evolved technical trading rules when controlling for data-mining bias. For the first time in the evolutionary computation literature, a comprehensive test for a rule’s ...
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(Springer, 2010)In this paper we propose an evolutionary approach capable of successfully combining rules to play the popular video game, Ms. Pac- Man. In particular we focus our attention on the benefits of using Gram- matical Evolution ...
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(Springer, 2011-04-27)This paper investigates the applicability of Genetic Programming type systems to dynamic game environments. Grammatical Evolution was used to evolve Behaviour Trees, in order to create controllers for the Mario AI Benchmark. ...
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(Springer, 2010)Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of these methods for efficient trade execution. Trade ...
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(Springer, 2010-04)Trading-rule representation is an important factor to consider when designing a quantitative trading system. This study implements a trading strategy as a rule-based policy. The result is an intuitive human-readable format ...
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(IEEE, 2010-07)This work furthers the understanding of modularity in grammar-based genetic programming approaches by analyzing how different grammars may be capable of producing the same phenotypes, but still display differences in ...
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(ACM, 2011-07-12)This paper is concerned with the effect of the grammar type on grammatical evolution when evolving in dynamic environments. Both representation and dynamic environments have been recognised as important open issues in the ...
Now showing items 1-20 of 48