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Browsing Complex and Adaptive Systems Laboratory by Title
Now showing items 19-38 of 77
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(Wiley-Blackwell, 2011-03-07)This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance ...
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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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(IEEE Press, 2010)Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how to trade a large order as efficiently as ...
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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 ...
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(Springer, 2011-04-27)Representation is a very important component of any evolutionary algorithm. Changing the representation can cause an algorithm to perform very differently. Such a change can have an effect that is difficult to understand. ...
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(ACM, 2011-07-12)This paper examines how the semantic locality of a search operator affects the fitness landscape of Genetic Programming (GP). We compare the fitness landscapes of GP search when standard subtree mutation and a recently ...
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(Springer, 2011-04-27)There have been many approaches to modularity in the field of evolutionary computation, each tailored to function with a particular representation. This research examines one approach to modularity and grammar modification ...
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(Springer, 2012)The last ten years has seen the introduction and rapid growth of a market in weather derivatives, financial instruments whose payoffs are determined by the outcome of an underlying weather metric. These instruments allow ...
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(ACM, 2011-07-12)The application of a genotype-phenotype mapping in Evolutionary Computation is not a new idea, however, how this mapping process is interpreted, and implemented varies wildly. In the majority of cases a very simple abstraction ...
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(Elsevier, 2010-01)Grammatical evolution (GE) is a form of grammar-based genetic programming. A particular feature of GE is that it adopts a distinction between the genotype and phenotype similar to that which exists in nature by using a ...
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(ACM, 2008)We are delighted to announce the release of GEVA an open source software implementation of Grammatical Evolution (GE) in Java. Grammatical Evolution in Java (GEVA) was developed at UCD’s Natural Computing Research & ...
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(Springer, 2010-05-01)Grammar formalisms are one of the key representation structures in Computer Science. So it is not surprising that they have also become important as a method for formalizing constraints in Genetic Programming (GP). Practical ...
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(IEEE, 2010-07)The use of higher-order functions, as a method of abstraction and re-use in EC encodings, has been the subject of relatively little research. In this paper we introduce and give motivation for the ideas of higher-order ...
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(IEEE Press, 2010-07)Significant payment flows now take place on-line, giving rise to a requirement for efficient and effective systems for the detection of credit card fraud. A particular aspect of this problem is that it is highly dynamic, ...
Now showing items 19-38 of 77