Search results for: multi-objective evolutionary algorithms "MOEA"
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2213

Search results for: multi-objective evolutionary algorithms "MOEA"

2183 A Multi-Objective Evolutionary Algorithm of Neural Network for Medical Diseases Problems

Authors: Sultan Noman Qasem

Abstract:

This paper presents an evolutionary algorithm for solving multi-objective optimization problems-based artificial neural network (ANN). The multi-objective evolutionary algorithm used in this study is genetic algorithm while ANN used is radial basis function network (RBFN). The proposed algorithm named memetic elitist Pareto non-dominated sorting genetic algorithm-based RBFNN (MEPGAN). The proposed algorithm is implemented on medical diseases problems. The experimental results indicate that the proposed algorithm is viable, and provides an effective means to design multi-objective RBFNs with good generalization capability and compact network structure. This study shows that MEPGAN generates RBFNs coming with an appropriate balance between accuracy and simplicity, comparing to the other algorithms found in literature.

Keywords: radial basis function network, hybrid learning, multi-objective optimization, genetic algorithm

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2182 Variational Evolutionary Splines for Solving a Model of Temporomandibular Disorders

Authors: Alberto Hananel

Abstract:

The aim of this work is to modelize the occlusion of a person with temporomandibular disorders as an evolutionary equation and approach its solution by the construction and characterizing of discrete variational splines. To formulate the problem, certain boundary conditions have been considered. After showing the existence and the uniqueness of the solution of such a problem, a convergence result of a discrete variational evolutionary spline is shown. A stress analysis of the occlusion of a human jaw with temporomandibular disorders by finite elements is carried out in FreeFem++ in order to prove the validity of the presented method.

Keywords: approximation, evolutionary PDE, Finite Element Method, temporomandibular disorders, variational spline

Procedia PDF Downloads 345
2181 Evolution under Length Constraints for Convolutional Neural Networks Architecture Design

Authors: Ousmane Youme, Jean Marie Dembele, Eugene Ezin, Christophe Cambier

Abstract:

In recent years, the convolutional neural networks (CNN) architectures designed by evolution algorithms have proven to be competitive with handcrafted architectures designed by experts. However, these algorithms need a lot of computational power, which is beyond the capabilities of most researchers and engineers. To overcome this problem, we propose an evolution architecture under length constraints. It consists of two algorithms: a search length strategy to find an optimal space and a search architecture strategy based on a genetic algorithm to find the best individual in the optimal space. Our algorithms drastically reduce resource costs and also keep good performance. On the Cifar-10 dataset, our framework presents outstanding performance with an error rate of 5.12% and only 4.6 GPU a day to converge to the optimal individual -22 GPU a day less than the lowest cost automatic evolutionary algorithm in the peer competition.

Keywords: CNN architecture, genetic algorithm, evolution algorithm, length constraints

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2180 An Adaptive Hybrid Surrogate-Assisted Particle Swarm Optimization Algorithm for Expensive Structural Optimization

Authors: Xiongxiong You, Zhanwen Niu

Abstract:

Choosing an appropriate surrogate model plays an important role in surrogates-assisted evolutionary algorithms (SAEAs) since there are many types and different kernel functions in the surrogate model. In this paper, an adaptive selection of the best suitable surrogate model method is proposed to solve different kinds of expensive optimization problems. Firstly, according to the prediction residual error sum of square (PRESS) and different model selection strategies, the excellent individual surrogate models are integrated into multiple ensemble models in each generation. Then, based on the minimum root of mean square error (RMSE), the best suitable surrogate model is selected dynamically. Secondly, two methods with dynamic number of models and selection strategies are designed, which are used to show the influence of the number of individual models and selection strategy. Finally, some compared studies are made to deal with several commonly used benchmark problems, as well as a rotor system optimization problem. The results demonstrate the accuracy and robustness of the proposed method.

Keywords: adaptive selection, expensive optimization, rotor system, surrogates assisted evolutionary algorithms

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2179 Review of Hydrologic Applications of Conceptual Models for Precipitation-Runoff Process

Authors: Oluwatosin Olofintoye, Josiah Adeyemo, Gbemileke Shomade

Abstract:

The relationship between rainfall and runoff is an important issue in surface water hydrology therefore the understanding and development of accurate rainfall-runoff models and their applications in water resources planning, management and operation are of paramount importance in hydrological studies. This paper reviews some of the previous works on the rainfall-runoff process modeling. The hydrologic applications of conceptual models and artificial neural networks (ANNs) for the precipitation-runoff process modeling were studied. Gradient training methods such as error back-propagation (BP) and evolutionary algorithms (EAs) are discussed in relation to the training of artificial neural networks and it is shown that application of EAs to artificial neural networks training could be an alternative to other training methods. Therefore, further research interest to exploit the abundant expert knowledge in the area of artificial intelligence for the solution of hydrologic and water resources planning and management problems is needed.

Keywords: artificial intelligence, artificial neural networks, evolutionary algorithms, gradient training method, rainfall-runoff model

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2178 Geospatial Network Analysis Using Particle Swarm Optimization

Authors: Varun Singh, Mainak Bandyopadhyay, Maharana Pratap Singh

Abstract:

The shortest path (SP) problem concerns with finding the shortest path from a specific origin to a specified destination in a given network while minimizing the total cost associated with the path. This problem has widespread applications. Important applications of the SP problem include vehicle routing in transportation systems particularly in the field of in-vehicle Route Guidance System (RGS) and traffic assignment problem (in transportation planning). Well known applications of evolutionary methods like Genetic Algorithms (GA), Ant Colony Optimization, Particle Swarm Optimization (PSO) have come up to solve complex optimization problems to overcome the shortcomings of existing shortest path analysis methods. It has been reported by various researchers that PSO performs better than other evolutionary optimization algorithms in terms of success rate and solution quality. Further Geographic Information Systems (GIS) have emerged as key information systems for geospatial data analysis and visualization. This research paper is focused towards the application of PSO for solving the shortest path problem between multiple points of interest (POI) based on spatial data of Allahabad City and traffic speed data collected using GPS. Geovisualization of results of analysis is carried out in GIS.

Keywords: particle swarm optimization, GIS, traffic data, outliers

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2177 Transfer Knowledge From Multiple Source Problems to a Target Problem in Genetic Algorithm

Authors: Terence Soule, Tami Al Ghamdi

Abstract:

To study how to transfer knowledge from multiple source problems to the target problem, we modeled the Transfer Learning (TL) process using Genetic Algorithms as the model solver. TL is the process that aims to transfer learned data from one problem to another problem. The TL process aims to help Machine Learning (ML) algorithms find a solution to the problems. The Genetic Algorithms (GA) give researchers access to information that we have about how the old problem is solved. In this paper, we have five different source problems, and we transfer the knowledge to the target problem. We studied different scenarios of the target problem. The results showed combined knowledge from multiple source problems improves the GA performance. Also, the process of combining knowledge from several problems results in promoting diversity of the transferred population.

Keywords: transfer learning, genetic algorithm, evolutionary computation, source and target

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2176 A Hybrid Distributed Algorithm for Multi-Objective Dynamic Flexible Job Shop Scheduling Problem

Authors: Aydin Teymourifar, Gurkan Ozturk

Abstract:

In this paper, a hybrid distributed algorithm has been suggested for multi-objective dynamic flexible job shop scheduling problem. The proposed algorithm is high level, in which several algorithms search the space on different machines simultaneously also it is a hybrid algorithm that takes advantages of the artificial intelligence, evolutionary and optimization methods. Distribution is done at different levels and new approaches are used for design of the algorithm. Apache spark and Hadoop frameworks have been used for the distribution of the algorithm. The Pareto optimality approach is used for solving the multi-objective benchmarks. The suggested algorithm that is able to solve large-size problems in short times has been compared with the successful algorithms of the literature. The results prove high speed and efficiency of the algorithm.

Keywords: distributed algorithms, apache-spark, Hadoop, flexible dynamic job shop scheduling, multi-objective optimization

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2175 Hierarchical Clustering Algorithms in Data Mining

Authors: Z. Abdullah, A. R. Hamdan

Abstract:

Clustering is a process of grouping objects and data into groups of clusters to ensure that data objects from the same cluster are identical to each other. Clustering algorithms in one of the areas in data mining and it can be classified into partition, hierarchical, density based, and grid-based. Therefore, in this paper, we do a survey and review for four major hierarchical clustering algorithms called CURE, ROCK, CHAMELEON, and BIRCH. The obtained state of the art of these algorithms will help in eliminating the current problems, as well as deriving more robust and scalable algorithms for clustering.

Keywords: clustering, unsupervised learning, algorithms, hierarchical

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2174 Application of Genetic Algorithm with Multiobjective Function to Improve the Efficiency of Photovoltaic Thermal System

Authors: Sonveer Singh, Sanjay Agrawal, D. V. Avasthi, Jayant Shekhar

Abstract:

The aim of this paper is to improve the efficiency of photovoltaic thermal (PVT) system with the help of Genetic Algorithms with multi-objective function. There are some parameters that affect the efficiency of PVT system like depth and length of the channel, velocity of flowing fluid through the channel, thickness of the tedlar and glass, temperature of inlet fluid i.e. all above parameters are considered for optimization. An attempt has been made to the model and optimizes the parameters of glazed hybrid single channel PVT module when two objective functions have been considered separately. The two objective function for optimization of PVT module is overall electrical and thermal efficiency. All equations for PVT module have been derived. Using genetic algorithms (GAs), above two objective functions of the system has been optimized separately and analysis has been carried out for two cases. Two cases are: Case-I; Improvement in electrical and thermal efficiency when overall electrical efficiency is optimized, Case-II; Improvement in electrical and thermal efficiency when overall thermal efficiency is optimized. All the parameters that are used in genetic algorithms are the parameters that could be changed, and the non-changeable parameters, like solar radiation, ambient temperature cannot be used in the algorithm. It has been observed that electrical efficiency (14.08%) and thermal efficiency (19.48%) are obtained when overall thermal efficiency was an objective function for optimization. It is observed that GA is a very efficient technique to estimate the design parameters of hybrid single channel PVT module.

Keywords: genetic algorithm, energy, exergy, PVT module, optimization

Procedia PDF Downloads 581
2173 A Bi-Objective Model to Optimize the Total Time and Idle Probability for Facility Location Problem Behaving as M/M/1/K Queues

Authors: Amirhossein Chambari

Abstract:

This article proposes a bi-objective model for the facility location problem subject to congestion (overcrowding). Motivated by implementations to locate servers in internet mirror sites, communication networks, one-server-systems, so on. This model consider for situations in which immobile (or fixed) service facilities are congested (or queued) by stochastic demand to behave as M/M/1/K queues. We consider for this problem two simultaneous perspectives; (1) Customers (desire to limit times of accessing and waiting for service) and (2) Service provider (desire to limit average facility idle-time). A bi-objective model is setup for facility location problem with two objective functions; (1) Minimizing sum of expected total traveling and waiting time (customers) and (2) Minimizing the average facility idle-time percentage (service provider). The proposed model belongs to the class of mixed-integer nonlinear programming models and the class of NP-hard problems. In addition, to solve the model, controlled elitist non-dominated sorting genetic algorithms (Controlled NSGA-II) and controlled elitist non-dominated ranking genetic algorithms (NRGA-I) are proposed. Furthermore, the two proposed metaheuristics algorithms are evaluated by establishing standard multiobjective metrics. Finally, the results are analyzed and some conclusions are given.

Keywords: bi-objective, facility location, queueing, controlled NSGA-II, NRGA-I

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2172 An Evolutionary Approach for QAOA for Max-Cut

Authors: Francesca Schiavello

Abstract:

This work aims to create a hybrid algorithm, combining Quantum Approximate Optimization Algorithm (QAOA) with an Evolutionary Algorithm (EA) in the place of traditional gradient based optimization processes. QAOA’s were first introduced in 2014, where, at the time, their algorithm performed better than the traditional best known classical algorithm for Max-cut graphs. Whilst classical algorithms have improved since then and have returned to being faster and more efficient, this was a huge milestone for quantum computing, and their work is often used as a benchmarking tool and a foundational tool to explore variants of QAOA’s. This, alongside with other famous algorithms like Grover’s or Shor’s, highlights to the world the potential that quantum computing holds. It also presents the reality of a real quantum advantage where, if the hardware continues to improve, this could constitute a revolutionary era. Given that the hardware is not there yet, many scientists are working on the software side of things in the hopes of future progress. Some of the major limitations holding back quantum computing are the quality of qubits and the noisy interference they generate in creating solutions, the barren plateaus that effectively hinder the optimization search in the latent space, and the availability of number of qubits limiting the scale of the problem that can be solved. These three issues are intertwined and are part of the motivation for using EAs in this work. Firstly, EAs are not based on gradient or linear optimization methods for the search in the latent space, and because of their freedom from gradients, they should suffer less from barren plateaus. Secondly, given that this algorithm performs a search in the solution space through a population of solutions, it can also be parallelized to speed up the search and optimization problem. The evaluation of the cost function, like in many other algorithms, is notoriously slow, and the ability to parallelize it can drastically improve the competitiveness of QAOA’s with respect to purely classical algorithms. Thirdly, because of the nature and structure of EA’s, solutions can be carried forward in time, making them more robust to noise and uncertainty. Preliminary results show that the EA algorithm attached to QAOA can perform on par with the traditional QAOA with a Cobyla optimizer, which is a linear based method, and in some instances, it can even create a better Max-Cut. Whilst the final objective of the work is to create an algorithm that can consistently beat the original QAOA, or its variants, due to either speedups or quality of the solution, this initial result is promising and show the potential of EAs in this field. Further tests need to be performed on an array of different graphs with the parallelization aspect of the work commencing in October 2023 and tests on real hardware scheduled for early 2024.

Keywords: evolutionary algorithm, max cut, parallel simulation, quantum optimization

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2171 Elephant Herding Optimization for Service Selection in QoS-Aware Web Service Composition

Authors: Samia Sadouki Chibani, Abdelkamel Tari

Abstract:

Web service composition combines available services to provide new functionality. Given the number of available services with similar functionalities and different non functional aspects (QoS), the problem of finding a QoS-optimal web service composition is considered as an optimization problem belonging to NP-hard class. Thus, an optimal solution cannot be found by exact algorithms within a reasonable time. In this paper, a meta-heuristic bio-inspired is presented to address the QoS aware web service composition; it is based on Elephant Herding Optimization (EHO) algorithm, which is inspired by the herding behavior of elephant group. EHO is characterized by a process of dividing and combining the population to sub populations (clan); this process allows the exchange of information between local searches to move toward a global optimum. However, with Applying others evolutionary algorithms the problem of early stagnancy in a local optimum cannot be avoided. Compared with PSO, the results of experimental evaluation show that our proposition significantly outperforms the existing algorithm with better performance of the fitness value and a fast convergence.

Keywords: bio-inspired algorithms, elephant herding optimization, QoS optimization, web service composition

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2170 Hybrid Intelligent Optimization Methods for Optimal Design of Horizontal-Axis Wind Turbine Blades

Authors: E. Tandis, E. Assareh

Abstract:

Designing the optimal shape of MW wind turbine blades is provided in a number of cases through evolutionary algorithms associated with mathematical modeling (Blade Element Momentum Theory). Evolutionary algorithms, among the optimization methods, enjoy many advantages, particularly in stability. However, they usually need a large number of function evaluations. Since there are a large number of local extremes, the optimization method has to find the global extreme accurately. The present paper introduces a new population-based hybrid algorithm called Genetic-Based Bees Algorithm (GBBA). This algorithm is meant to design the optimal shape for MW wind turbine blades. The current method employs crossover and neighborhood searching operators taken from the respective Genetic Algorithm (GA) and Bees Algorithm (BA) to provide a method with good performance in accuracy and speed convergence. Different blade designs, twenty-one to be exact, were considered based on the chord length, twist angle and tip speed ratio using GA results. They were compared with BA and GBBA optimum design results targeting the power coefficient and solidity. The results suggest that the final shape, obtained by the proposed hybrid algorithm, performs better compared to either BA or GA. Furthermore, the accuracy and speed convergence increases when the GBBA is employed

Keywords: Blade Design, Optimization, Genetic Algorithm, Bees Algorithm, Genetic-Based Bees Algorithm, Large Wind Turbine

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2169 Applications of Evolutionary Optimization Methods in Reinforcement Learning

Authors: Rahul Paul, Kedar Nath Das

Abstract:

The paradigm of Reinforcement Learning (RL) has become prominent in training intelligent agents to make decisions in environments that are both dynamic and uncertain. The primary objective of RL is to optimize the policy of an agent in order to maximize the cumulative reward it receives throughout a given period. Nevertheless, the process of optimization presents notable difficulties as a result of the inherent trade-off between exploration and exploitation, the presence of extensive state-action spaces, and the intricate nature of the dynamics involved. Evolutionary Optimization Methods (EOMs) have garnered considerable attention as a supplementary approach to tackle these challenges, providing distinct capabilities for optimizing RL policies and value functions. The ongoing advancement of research in both RL and EOMs presents an opportunity for significant advancements in autonomous decision-making systems. The convergence of these two fields has the potential to have a transformative impact on various domains of artificial intelligence (AI) applications. This article highlights the considerable influence of EOMs in enhancing the capabilities of RL. Taking advantage of evolutionary principles enables RL algorithms to effectively traverse extensive action spaces and discover optimal solutions within intricate environments. Moreover, this paper emphasizes the practical implementations of EOMs in the field of RL, specifically in areas such as robotic control, autonomous systems, inventory problems, and multi-agent scenarios. The article highlights the utilization of EOMs in facilitating RL agents to effectively adapt, evolve, and uncover proficient strategies for complex tasks that may pose challenges for conventional RL approaches.

Keywords: machine learning, reinforcement learning, loss function, optimization techniques, evolutionary optimization methods

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2168 Fault Diagnosis of Manufacturing Systems Using AntTreeStoch with Parameter Optimization by ACO

Authors: Ouahab Kadri, Leila Hayet Mouss

Abstract:

In this paper, we present three diagnostic modules for complex and dynamic systems. These modules are based on three ant colony algorithms, which are AntTreeStoch, Lumer & Faieta and Binary ant colony. We chose these algorithms for their simplicity and their wide application range. However, we cannot use these algorithms in their basement forms as they have several limitations. To use these algorithms in a diagnostic system, we have proposed three variants. We have tested these algorithms on datasets issued from two industrial systems, which are clinkering system and pasteurization system.

Keywords: ant colony algorithms, complex and dynamic systems, diagnosis, classification, optimization

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2167 A Hybrid ICA-GA Algorithm for Solving Multiobjective Optimization of Production Planning Problems

Authors: Omar Ramzi Jasim, Jalal Sultan Ashour

Abstract:

Production Planning or Master Production Schedule (MPS) is a key interface between marketing and manufacturing, since it links customer service directly to efficient use of production resources. Mismanagement of the MPS is considered as one of fundamental problems in operation and it can potentially lead to poor customer satisfaction. In this paper, a hybrid evolutionary algorithm (ICA-GA) is presented, which integrates the merits of both imperialist competitive algorithm (ICA) and genetic algorithm (GA) for solving multi-objective MPS problems. In the presented algorithm, the colonies in each empire has be represented a small population and communicate with each other using genetic operators. By testing on 5 production scenarios, the numerical results of ICA-GA algorithm show the efficiency and capabilities of the hybrid algorithm in finding the optimum solutions. The ICA-GA solutions yield the lower inventory level and keep customer satisfaction high and the required overtime is also lower, compared with results of GA and SA in all production scenarios.

Keywords: master production scheduling, genetic algorithm, imperialist competitive algorithm, hybrid algorithm

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2166 Theoretical Approaches to Graphic and Formal Generation from Evolutionary Genetics

Authors: Luz Estrada

Abstract:

The currents of evolutionary materialistic thought have argued that knowledge about an object is not obtained through the abstractive method. That is, the object cannot come to be understood if founded upon itself, nor does it take place by the encounter between form and matter. According to this affirmation, the research presented here identified as a problematic situation the absence of comprehension of the formal creation as a generative operation. This has been referred to as a recurrent lack in the production of objects and corresponds to the need to conceive the configurative process from the reality of its genesis. In this case, it is of interest to explore ways of creation that consider the object as if it were a living organism, as well as responding to the object’s experience as embodied in the designer since it unfolds its genesis simultaneously to the ways of existence of those who are involved in the generative experience.

Keywords: architecture, theoretical graphics, evolutionary genetics, formal perception

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2165 Performance Analysis of Ad-Hoc Network Routing Protocols

Authors: I. Baddari, A. Riahla, M. Mezghich

Abstract:

Today in the literature, we discover a lot of routing algorithms which some have been the subject of normalization. Two great classes Routing algorithms are defined, the first is the class reactive algorithms and the second that of algorithms proactive. The aim of this work is to make a comparative study between some routing algorithms. Two comparisons are considered. The first will focus on the protocols of the same class and second class on algorithms of different classes (one reactive and the other proactive). Since they are not based on analytical models, the exact evaluation of some aspects of these protocols is challenging. Simulations have to be done in order to study their performances. Our simulation is performed in NS2 (Network Simulator 2). It identified a classification of the different routing algorithms studied in a metrics such as loss of message, the time transmission, mobility, etc.

Keywords: ad-hoc network routing protocol, simulation, NS2, delay, packet loss, wideband, mobility

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2164 Co-Evolutionary Fruit Fly Optimization Algorithm and Firefly Algorithm for Solving Unconstrained Optimization Problems

Authors: R. M. Rizk-Allah

Abstract:

This paper presents co-evolutionary fruit fly optimization algorithm based on firefly algorithm (CFOA-FA) for solving unconstrained optimization problems. The proposed algorithm integrates the merits of fruit fly optimization algorithm (FOA), firefly algorithm (FA) and elite strategy to refine the performance of classical FOA. Moreover, co-evolutionary mechanism is performed by applying FA procedures to ensure the diversity of the swarm. Finally, the proposed algorithm CFOA- FA is tested on several benchmark problems from the usual literature and the numerical results have demonstrated the superiority of the proposed algorithm for finding the global optimal solution.

Keywords: firefly algorithm, fruit fly optimization algorithm, unconstrained optimization problems

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2163 Reinforcement Learning for Quality-Oriented Production Process Parameter Optimization Based on Predictive Models

Authors: Akshay Paranjape, Nils Plettenberg, Robert Schmitt

Abstract:

Producing faulty products can be costly for manufacturing companies and wastes resources. To reduce scrap rates in manufacturing, process parameters can be optimized using machine learning. Thus far, research mainly focused on optimizing specific processes using traditional algorithms. To develop a framework that enables real-time optimization based on a predictive model for an arbitrary production process, this study explores the application of reinforcement learning (RL) in this field. Based on a thorough review of literature about RL and process parameter optimization, a model based on maximum a posteriori policy optimization that can handle both numerical and categorical parameters is proposed. A case study compares the model to state–of–the–art traditional algorithms and shows that RL can find optima of similar quality while requiring significantly less time. These results are confirmed in a large-scale validation study on data sets from both production and other fields. Finally, multiple ways to improve the model are discussed.

Keywords: reinforcement learning, production process optimization, evolutionary algorithms, policy optimization, actor critic approach

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2162 Combining an Optimized Closed Principal Curve-Based Method and Evolutionary Neural Network for Ultrasound Prostate Segmentation

Authors: Tao Peng, Jing Zhao, Yanqing Xu, Jing Cai

Abstract:

Due to missing/ambiguous boundaries between the prostate and neighboring structures, the presence of shadow artifacts, as well as the large variability in prostate shapes, ultrasound prostate segmentation is challenging. To handle these issues, this paper develops a hybrid method for ultrasound prostate segmentation by combining an optimized closed principal curve-based method and the evolutionary neural network; the former can fit curves with great curvature and generate a contour composed of line segments connected by sorted vertices, and the latter is used to express an appropriate map function (represented by parameters of evolutionary neural network) for generating the smooth prostate contour to match the ground truth contour. Both qualitative and quantitative experimental results showed that our proposed method obtains accurate and robust performances.

Keywords: ultrasound prostate segmentation, optimized closed polygonal segment method, evolutionary neural network, smooth mathematical model, principal curve

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2161 Emotion Recognition in Video and Images in the Wild

Authors: Faizan Tariq, Moayid Ali Zaidi

Abstract:

Facial emotion recognition algorithms are expanding rapidly now a day. People are using different algorithms with different combinations to generate best results. There are six basic emotions which are being studied in this area. Author tried to recognize the facial expressions using object detector algorithms instead of traditional algorithms. Two object detection algorithms were chosen which are Faster R-CNN and YOLO. For pre-processing we used image rotation and batch normalization. The dataset I have chosen for the experiments is Static Facial Expression in Wild (SFEW). Our approach worked well but there is still a lot of room to improve it, which will be a future direction.

Keywords: face recognition, emotion recognition, deep learning, CNN

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2160 Evotrader: Bitcoin Trading Using Evolutionary Algorithms on Technical Analysis and Social Sentiment Data

Authors: Martin Pellon Consunji

Abstract:

Due to the rise in popularity of Bitcoin and other crypto assets as a store of wealth and speculative investment, there is an ever-growing demand for automated trading tools, such as bots, in order to gain an advantage over the market. Traditionally, trading in the stock market was done by professionals with years of training who understood patterns and exploited market opportunities in order to gain a profit. However, nowadays a larger portion of market participants are at minimum aided by market-data processing bots, which can generally generate more stable signals than the average human trader. The rise in trading bot usage can be accredited to the inherent advantages that bots have over humans in terms of processing large amounts of data, lack of emotions of fear or greed, and predicting market prices using past data and artificial intelligence, hence a growing number of approaches have been brought forward to tackle this task. However, the general limitation of these approaches can still be broken down to the fact that limited historical data doesn’t always determine the future, and that a lot of market participants are still human emotion-driven traders. Moreover, developing markets such as those of the cryptocurrency space have even less historical data to interpret than most other well-established markets. Due to this, some human traders have gone back to the tried-and-tested traditional technical analysis tools for exploiting market patterns and simplifying the broader spectrum of data that is involved in making market predictions. This paper proposes a method which uses neuro evolution techniques on both sentimental data and, the more traditionally human-consumed, technical analysis data in order to gain a more accurate forecast of future market behavior and account for the way both automated bots and human traders affect the market prices of Bitcoin and other cryptocurrencies. This study’s approach uses evolutionary algorithms to automatically develop increasingly improved populations of bots which, by using the latest inflows of market analysis and sentimental data, evolve to efficiently predict future market price movements. The effectiveness of the approach is validated by testing the system in a simulated historical trading scenario, a real Bitcoin market live trading scenario, and testing its robustness in other cryptocurrency and stock market scenarios. Experimental results during a 30-day period show that this method outperformed the buy and hold strategy by over 260% in terms of net profits, even when taking into consideration standard trading fees.

Keywords: neuro-evolution, Bitcoin, trading bots, artificial neural networks, technical analysis, evolutionary algorithms

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2159 Comparison of ANFIS Update Methods Using Genetic Algorithm, Particle Swarm Optimization, and Artificial Bee Colony

Authors: Michael R. Phangtriastu, Herriyandi Herriyandi, Diaz D. Santika

Abstract:

This paper presents a comparison of the implementation of metaheuristic algorithms to train the antecedent parameters and consequence parameters in the adaptive network-based fuzzy inference system (ANFIS). The algorithms compared are genetic algorithm (GA), particle swarm optimization (PSO), and artificial bee colony (ABC). The objective of this paper is to benchmark well-known metaheuristic algorithms. The algorithms are applied to several data set with different nature. The combinations of the algorithms' parameters are tested. In all algorithms, a different number of populations are tested. In PSO, combinations of velocity are tested. In ABC, a different number of limit abandonment are tested. Experiments find out that ABC is more reliable than other algorithms, ABC manages to get better mean square error (MSE) than other algorithms in all data set.

Keywords: ANFIS, artificial bee colony, genetic algorithm, metaheuristic algorithm, particle swarm optimization

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2158 A Fuzzy Multiobjective Model for Bed Allocation Optimized by Artificial Bee Colony Algorithm

Authors: Jalal Abdulkareem Sultan, Abdulhakeem Luqman Hasan

Abstract:

With the development of health care systems competition, hospitals face more and more pressures. Meanwhile, resource allocation has a vital effect on achieving competitive advantages in hospitals. Selecting the appropriate number of beds is one of the most important sections in hospital management. However, in real situation, bed allocation selection is a multiple objective problem about different items with vagueness and randomness of the data. It is very complex. Hence, research about bed allocation problem is relatively scarce under considering multiple departments, nursing hours, and stochastic information about arrival and service of patients. In this paper, we develop a fuzzy multiobjective bed allocation model for overcoming uncertainty and multiple departments. Fuzzy objectives and weights are simultaneously applied to help the managers to select the suitable beds about different departments. The proposed model is solved by using Artificial Bee Colony (ABC), which is a very effective algorithm. The paper describes an application of the model, dealing with a public hospital in Iraq. The results related that fuzzy multi-objective model was presented suitable framework for bed allocation and optimum use.

Keywords: bed allocation problem, fuzzy logic, artificial bee colony, multi-objective optimization

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2157 Tractography Analysis of the Evolutionary Origin of Schizophrenia

Authors: Asmaa Tahiri, Mouktafi Amine

Abstract:

A substantial number of traditional medical research has been put forward to managing and treating mental disorders. At the present time, to our best knowledge, it is believed that fundamental understanding of the underlying causes of the majority psychological disorders needs to be explored further to inform early diagnosis, managing symptoms and treatment. The emerging field of evolutionary psychology is a promising prospect to address the origin of mental disorders, potentially leading to more effective treatments. Schizophrenia as a topical mental disorder has been linked to the evolutionary adaptation of the human brain represented in the brain connectivity and asymmetry directly linked to humans higher brain cognition in contrast to other primates being our direct living representation of the structure and connectivity of our earliest common African ancestors. As proposed in the evolutionary psychology scientific literature the pathophysiology of schizophrenia is expressed and directly linked to altered connectivity between the Hippocampal Formation (HF) and Dorsolateral Prefrontal Cortex (DLPFC). This research paper presents the results of the use of tractography analysis using multiple open access Diffusion Weighted Imaging (DWI) datasets of healthy subjects, schizophrenia-affected subjects and primates to illustrate the relevance of the aforementioned brain regions connectivity and the underlying evolutionary changes in the human brain. Deterministic fiber tracking and streamline analysis were used to generate connectivity matrices from the DWI datasets overlaid to compute distances and highlight disconnectivity patterns in conjunction with other fiber tracking metrics; Fractional Anisotropy (FA), Mean Diffusivity (MD) and Radial Diffusivity (RD).

Keywords: tractography, evolutionary psychology, schizophrenia, brain connectivity

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2156 Linear Array Geometry Synthesis with Minimum Sidelobe Level and Null Control Using Taguchi Method

Authors: Amara Prakasa Rao, N. V. S. N. Sarma

Abstract:

This paper describes the synthesis of linear array geometry with minimum sidelobe level and null control using the Taguchi method. Based on the concept of the orthogonal array, Taguchi method effectively reduces the number of tests required in an optimization process. Taguchi method has been successfully applied in many fields such as mechanical, chemical engineering, power electronics, etc. Compared to other evolutionary methods such as genetic algorithms, simulated annealing and particle swarm optimization, the Taguchi method is much easier to understand and implement. It requires less computational/iteration processing to optimize the problem. Different cases are considered to illustrate the performance of this technique. Simulation results show that this method outperforms the other evolution algorithms (like GA, PSO) for smart antenna systems design.

Keywords: array factor, beamforming, null placement, optimization method, orthogonal array, Taguchi method, smart antenna system

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2155 A First Step towards Automatic Evolutionary for Gas Lifts Allocation Optimization

Authors: Younis Elhaddad, Alfonso Ortega

Abstract:

Oil production by means of gas lift is a standard technique in oil production industry. To optimize the total amount of oil production in terms of the amount of gas injected is a key question in this domain. Different methods have been tested to propose a general methodology. Many of them apply well-known numerical methods. Some of them have taken into account the power of evolutionary approaches. Our goal is to provide the experts of the domain with a powerful automatic searching engine into which they can introduce their knowledge in a format close to the one used in their domain, and get solutions comprehensible in the same terms, as well. These proposals introduced in the genetic engine the most expressive formal models to represent the solutions to the problem. These algorithms have proven to be as effective as other genetic systems but more flexible and comfortable for the researcher although they usually require huge search spaces to justify their use due to the computational resources involved in the formal models. The first step to evaluate the viability of applying our approaches to this realm is to fully understand the domain and to select an instance of the problem (gas lift optimization) in which applying genetic approaches could seem promising. After analyzing the state of the art of this topic, we have decided to choose a previous work from the literature that faces the problem by means of numerical methods. This contribution includes details enough to be reproduced and complete data to be carefully analyzed. We have designed a classical, simple genetic algorithm just to try to get the same results and to understand the problem in depth. We could easily incorporate the well mathematical model, and the well data used by the authors and easily translate their mathematical model, to be numerically optimized, into a proper fitness function. We have analyzed the 100 curves they use in their experiment, similar results were observed, in addition, our system has automatically inferred an optimum total amount of injected gas for the field compatible with the addition of the optimum gas injected in each well by them. We have identified several constraints that could be interesting to incorporate to the optimization process but that could be difficult to numerically express. It could be interesting to automatically propose other mathematical models to fit both, individual well curves and also the behaviour of the complete field. All these facts and conclusions justify continuing exploring the viability of applying the approaches more sophisticated previously proposed by our research group.

Keywords: evolutionary automatic programming, gas lift, genetic algorithms, oil production

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2154 Polycystic Ovarian Syndrome (PCOS) as an Evolutionary Mismatch Disorder: An Argument for the Significance of Hyperandrogenism on Reproductive Fitness in Ancestral Populations

Authors: Courtney Manthey-Pierce, Anna Warrener

Abstract:

Polycystic ovarian syndrome (PCOS) is the most common endocrine disruptive disorder in females. PCOS is primarily characterized by polycystic ovaries, anovulation, hirsutism, insulin resistance, and hyperandrogenism. Despite negative reproductive consequences for females from anovulation and endocrine dysfunction, genes associated with the pathogenesis of PCOS are highly hereditable (h2 = 0.72). An evolutionary mismatch occurs when a trait that evolved in one environment has become maladaptive in another environment. The idea that PCOS is an evolutionary mismatch disease has been promoted by several researchers. Each trait of the resulting PCOS phenotype should be investigated individually in order to demonstrate an evolutionary mismatch. Hyperandrogenism is often regarded as the main characteristic of PCOS Hyperandrogenism may have aided with conception in older females, increased bone mineral density, and supported prolonged breastfeeding in nutritionally distressed populations. Because of the high prevalence of PCOS in the modern world, approximately 6%, it is often argued that PCOS emerged in an ancestral population prior to the migration out of Africa approximately 200,000 years ago. This environment would be characterized by sporadic periods of nutrition deficit and resource hardships as the climate began changing. Presently, modern society is characterized by obesity and sedentary lifestyles. The prevalence of obesity renders hyperandrogenism PCOS useless as there are no periods of nutritional distress requiring androgens for increased reproductive rates. In an ancestral environment, hyperandrogenism would likely lead to sporadic anovulation and mild secondary symptoms, however high levels of androgens in a modern environment led to prolonged if not permanent infertility and excessive secondary problems. Thus, hyperandrogenism related to PCOS appears to meet evolutionary mismatch criteria. Seen in this light, PCOS may be effectively treated as a probably evolutionary mismatch.

Keywords: evolutionary mismatch, heritability, hyperandrogenism, mismatch disorder

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