Search results for: non-population search algorithms
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2116

Search results for: non-population search algorithms

1576 Optimal External Merge Sorting Algorithm with Smart Block Merging

Authors: Mir Hadi Seyedafsari, Iraj Hasanzadeh

Abstract:

Like other external sorting algorithms, the presented algorithm is a two step algorithm including internal and external steps. The first part of the algorithm is like the other similar algorithms but second part of that is including a new easy implementing method which has reduced the vast number of inputoutput operations saliently. As decreasing processor operating time does not have any effect on main algorithm speed, any improvement in it should be done through decreasing the number of input-output operations. This paper propose an easy algorithm for choose the correct record location of the final list. This decreases the time complexity and makes the algorithm faster.

Keywords: External sorting algorithm, internal sortingalgorithm, fast sorting, robust algorithm.

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1575 Identification of States and Events for the Static and Dynamic Simulation of Single Electron Tunneling Circuits

Authors: Sharief F. Babiker, Abdelkareem Bedri, Rania Naeem

Abstract:

The implementation of single-electron tunneling (SET) simulators based on the master-equation (ME) formalism requires the efficient and accurate identification of an exhaustive list of active states and related tunnel events. Dynamic simulations also require the control of the emerging states and guarantee the safe elimination of decaying states. This paper describes algorithms for use in the stationary and dynamic control of the lists of active states and events. The paper presents results obtained using these algorithms with different SET structures.

Keywords: Active state, Coulomb blockade, Master Equation, Single electron devices

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1574 Particle Swarm Optimization and Quantum Particle Swarm Optimization to Multidimensional Function Approximation

Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

Abstract:

This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.

Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions.

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1573 Estimating Frequency, Amplitude and Phase of Two Sinusoids with Very Close Frequencies

Authors: Jayme G. A. Barbedo, Amauri Lopes

Abstract:

This paper presents an algorithm to estimate the parameters of two closely spaced sinusoids, providing a frequency resolution that is more than 800 times greater than that obtained by using the Discrete Fourier Transform (DFT). The strategy uses a highly optimized grid search approach to accurately estimate frequency, amplitude and phase of both sinusoids, keeping at the same time the computational effort at reasonable levels. The proposed method has three main characteristics: 1) a high frequency resolution; 2) frequency, amplitude and phase are all estimated at once using one single package; 3) it does not rely on any statistical assumption or constraint. Potential applications to this strategy include the difficult task of resolving coincident partials of instruments in musical signals.

Keywords: Closely spaced sinusoids, high-resolution parameter estimation, optimized grid search.

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1572 Using Mean-Shift Tracking Algorithms for Real-Time Tracking of Moving Images on an Autonomous Vehicle Testbed Platform

Authors: Benjamin Gorry, Zezhi Chen, Kevin Hammond, Andy Wallace, Greg Michaelson

Abstract:

This paper describes new computer vision algorithms that have been developed to track moving objects as part of a long-term study into the design of (semi-)autonomous vehicles. We present the results of a study to exploit variable kernels for tracking in video sequences. The basis of our work is the mean shift object-tracking algorithm; for a moving target, it is usual to define a rectangular target window in an initial frame, and then process the data within that window to separate the tracked object from the background by the mean shift segmentation algorithm. Rather than use the standard, Epanechnikov kernel, we have used a kernel weighted by the Chamfer distance transform to improve the accuracy of target representation and localization, minimising the distance between the two distributions in RGB color space using the Bhattacharyya coefficient. Experimental results show the improved tracking capability and versatility of the algorithm in comparison with results using the standard kernel. These algorithms are incorporated as part of a robot test-bed architecture which has been used to demonstrate their effectiveness.

Keywords: Hume, functional programming, autonomous vehicle, pioneer robot, vision.

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1571 Implementation of the Recursive Formula for Evaluation of the Strength of Daniels’ Model

Authors: Václav Sadílek, Miroslav Vořechovský

Abstract:

The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels’ bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in the Python high-level programming language. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.

Keywords: Daniels bundle model, equal load sharing, Python, mpmath.

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1570 Application of Granular Computing Paradigm in Knowledge Induction

Authors: Iftikhar U. Sikder

Abstract:

This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.

Keywords: Concept approximation, granular computing, reducts, rough set theory, rule induction.

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1569 Auto Classification for Search Intelligence

Authors: Lilac A. E. Al-Safadi

Abstract:

This paper proposes an auto-classification algorithm of Web pages using Data mining techniques. We consider the problem of discovering association rules between terms in a set of Web pages belonging to a category in a search engine database, and present an auto-classification algorithm for solving this problem that are fundamentally based on Apriori algorithm. The proposed technique has two phases. The first phase is a training phase where human experts determines the categories of different Web pages, and the supervised Data mining algorithm will combine these categories with appropriate weighted index terms according to the highest supported rules among the most frequent words. The second phase is the categorization phase where a web crawler will crawl through the World Wide Web to build a database categorized according to the result of the data mining approach. This database contains URLs and their categories.

Keywords: Information Processing on the Web, Data Mining, Document Classification.

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1568 Analysis of Diverse Clustering Tools in Data Mining

Authors: S. Sarumathi, N. Shanthi, M. Sharmila

Abstract:

Clustering in data mining is an unsupervised learning technique of aggregating the data objects into meaningful groups such that the intra cluster similarity of objects are maximized and inter cluster similarity of objects are minimized. Over the past decades several clustering tools were emerged in which clustering algorithms are inbuilt and are easier to use and extract the expected results. Data mining mainly deals with the huge databases that inflicts on cluster analysis and additional rigorous computational constraints. These challenges pave the way for the emergence of powerful expansive data mining clustering softwares. In this survey, a variety of clustering tools used in data mining are elucidated along with the pros and cons of each software.

Keywords: Cluster Analysis, Clustering Algorithms, Clustering Techniques, Association, Visualization.

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1567 An Improved Data Mining Method Applied to the Search of Relationship between Metabolic Syndrome and Lifestyles

Authors: Yi Chao Huang, Yu Ling Liao, Chiu Shuang Lin

Abstract:

A data cutting and sorting method (DCSM) is proposed to optimize the performance of data mining. DCSM reduces the calculation time by getting rid of redundant data during the data mining process. In addition, DCSM minimizes the computational units by splitting the database and by sorting data with support counts. In the process of searching for the relationship between metabolic syndrome and lifestyles with the health examination database of an electronics manufacturing company, DCSM demonstrates higher search efficiency than the traditional Apriori algorithm in tests with different support counts.

Keywords: Data mining, Data cutting and sorting method, Apriori algorithm, Metabolic syndrome

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1566 Real-time Network Anomaly Detection Systems Based on Machine-Learning Algorithms

Authors: Zahra Ramezanpanah, Joachim Carvallo, Aurelien Rodriguez

Abstract:

This paper aims to detect anomalies in streaming data using machine learning algorithms. In this regard, we designed two separate pipelines and evaluated the effectiveness of each separately. The first pipeline, based on supervised machine learning methods, consists of two phases. In the first phase, we trained several supervised models using the UNSW-NB15 data set. We measured the efficiency of each using different performance metrics and selected the best model for the second phase. At the beginning of the second phase, we first, using Argus Server, sniffed a local area network. Several types of attacks were simulated and then sent the sniffed data to a running algorithm at short intervals. This algorithm can display the results of each packet of received data in real-time using the trained model. The second pipeline presented in this paper is based on unsupervised algorithms, in which a Temporal Graph Network (TGN) is used to monitor a local network. The TGN is trained to predict the probability of future states of the network based on its past behavior. Our contribution in this section is introducing an indicator to identify anomalies from these predicted probabilities.

Keywords: Cyber-security, Intrusion Detection Systems, Temporal Graph Network, Anomaly Detection.

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1565 Unstructured-Data Content Search Based on Optimized EEG Signal Processing and Multi-Objective Feature Extraction

Authors: Qais M. Yousef, Yasmeen A. Alshaer

Abstract:

Over the last few years, the amount of data available on the globe has been increased rapidly. This came up with the emergence of recent concepts, such as the big data and the Internet of Things, which have furnished a suitable solution for the availability of data all over the world. However, managing this massive amount of data remains a challenge due to their large verity of types and distribution. Therefore, locating the required file particularly from the first trial turned to be a not easy task, due to the large similarities of names for different files distributed on the web. Consequently, the accuracy and speed of search have been negatively affected. This work presents a method using Electroencephalography signals to locate the files based on their contents. Giving the concept of natural mind waves processing, this work analyses the mind wave signals of different people, analyzing them and extracting their most appropriate features using multi-objective metaheuristic algorithm, and then classifying them using artificial neural network to distinguish among files with similar names. The aim of this work is to provide the ability to find the files based on their contents using human thoughts only. Implementing this approach and testing it on real people proved its ability to find the desired files accurately within noticeably shorter time and retrieve them as a first choice for the user.

Keywords: Artificial intelligence, data contents search, human active memory, mind wave, multi-objective optimization.

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1564 IMLFQ Scheduling Algorithm with Combinational Fault Tolerant Method

Authors: MohammadReza EffatParvar, Akbar Bemana, Mehdi EffatParvar

Abstract:

Scheduling algorithms are used in operating systems to optimize the usage of processors. One of the most efficient algorithms for scheduling is Multi-Layer Feedback Queue (MLFQ) algorithm which uses several queues with different quanta. The most important weakness of this method is the inability to define the optimized the number of the queues and quantum of each queue. This weakness has been improved in IMLFQ scheduling algorithm. Number of the queues and quantum of each queue affect the response time directly. In this paper, we review the IMLFQ algorithm for solving these problems and minimizing the response time. In this algorithm Recurrent Neural Network has been utilized to find both the number of queues and the optimized quantum of each queue. Also in order to prevent any probable faults in processes' response time computation, a new fault tolerant approach has been presented. In this approach we use combinational software redundancy to prevent the any probable faults. The experimental results show that using the IMLFQ algorithm results in better response time in comparison with other scheduling algorithms also by using fault tolerant mechanism we improve IMLFQ performance.

Keywords: IMLFQ, Fault Tolerant, Scheduling, Queue, Recurrent Neural Network.

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1563 On-line Image Mosaicing of Live Stem Cells

Authors: Alessandro Bevilacqua, Alessandro Gherardi, Filippo Piccinini

Abstract:

Image mosaicing is a technique that permits to enlarge the field of view of a camera. For instance, it is employed to achieve panoramas with common cameras or even in scientific applications, to achieve the image of a whole culture in microscopical imaging. Usually, a mosaic of cell cultures is achieved through using automated microscopes. However, this is often performed in batch, through CPU intensive minimization algorithms. In addition, live stem cells are studied in phase contrast, showing a low contrast that cannot be improved further. We present a method to study the flat field from live stem cells images even in case of 100% confluence, this permitting to build accurate mosaics on-line using high performance algorithms.

Keywords: Microscopy, image mosaicing, stem cells.

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1562 An Expert System Designed to Be Used with MOEAs for Efficient Portfolio Selection

Authors: K. Metaxiotis, K. Liagkouras

Abstract:

This study presents an Expert System specially designed to be used with Multiobjective Evolutionary Algorithms (MOEAs) for the solution of the portfolio selection problem. The validation of the proposed hybrid System is done by using data sets from Hang Seng 31 in Hong Kong, DAX 100 in Germany and FTSE 100 in UK. The performance of the proposed system is assessed in comparison with the Non-dominated Sorting Genetic Algorithm II (NSGAII). The evaluation of the performance is based on different performance metrics that evaluate both the proximity of the solutions to the Pareto front and their dispersion on it. The results show that the proposed hybrid system is efficient for the solution of this kind of problems.

Keywords: Expert Systems, Multiobjective optimization, Evolutionary Algorithms, Portfolio Selection.

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1561 Mimicking Morphogenesis for Robust Behaviour of Cellular Architectures

Authors: David Jones, Richard McWilliam, Alan Purvis

Abstract:

Morphogenesis is the process that underpins the selforganised development and regeneration of biological systems. The ability to mimick morphogenesis in artificial systems has great potential for many engineering applications, including production of biological tissue, design of robust electronic systems and the co-ordination of parallel computing. Previous attempts to mimick these complex dynamics within artificial systems have relied upon the use of evolutionary algorithms that have limited their size and complexity. This paper will present some insight into the underlying dynamics of morphogenesis, then show how to, without the assistance of evolutionary algorithms, design cellular architectures that converge to complex patterns.

Keywords: Morphogenesis, regeneration, robustness, convergence, cellular automata.

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1560 A New Heuristic Approach for the Large-Scale Generalized Assignment Problem

Authors: S. Raja Balachandar, K.Kannan

Abstract:

This paper presents a heuristic approach to solve the Generalized Assignment Problem (GAP) which is NP-hard. It is worth mentioning that many researches used to develop algorithms for identifying the redundant constraints and variables in linear programming model. Some of the algorithms are presented using intercept matrix of the constraints to identify redundant constraints and variables prior to the start of the solution process. Here a new heuristic approach based on the dominance property of the intercept matrix to find optimal or near optimal solution of the GAP is proposed. In this heuristic, redundant variables of the GAP are identified by applying the dominance property of the intercept matrix repeatedly. This heuristic approach is tested for 90 benchmark problems of sizes upto 4000, taken from OR-library and the results are compared with optimum solutions. Computational complexity is proved to be O(mn2) of solving GAP using this approach. The performance of our heuristic is compared with the best state-ofthe- art heuristic algorithms with respect to both the quality of the solutions. The encouraging results especially for relatively large size test problems indicate that this heuristic approach can successfully be used for finding good solutions for highly constrained NP-hard problems.

Keywords: Combinatorial Optimization Problem, Generalized Assignment Problem, Intercept Matrix, Heuristic, Computational Complexity, NP-Hard Problems.

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1559 Solving Facility Location Problem on Cluster Computing

Authors: Ei Phyo Wai, Nay Min Tun

Abstract:

Computation of facility location problem for every location in the country is not easy simultaneously. Solving the problem is described by using cluster computing. A technique is to design parallel algorithm by using local search with single swap method in order to solve that problem on clusters. Parallel implementation is done by the use of portable parallel programming, Message Passing Interface (MPI), on Microsoft Windows Compute Cluster. In this paper, it presents the algorithm that used local search with single swap method and implementation of the system of a facility to be opened by using MPI on cluster. If large datasets are considered, the process of calculating a reasonable cost for a facility becomes time consuming. The result shows parallel computation of facility location problem on cluster speedups and scales well as problem size increases.

Keywords: cluster, cost, demand, facility location

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1558 Soft Real-Time Fuzzy Task Scheduling for Multiprocessor Systems

Authors: Mahdi Hamzeh, Sied Mehdi Fakhraie, Caro Lucas

Abstract:

All practical real-time scheduling algorithms in multiprocessor systems present a trade-off between their computational complexity and performance. In real-time systems, tasks have to be performed correctly and timely. Finding minimal schedule in multiprocessor systems with real-time constraints is shown to be NP-hard. Although some optimal algorithms have been employed in uni-processor systems, they fail when they are applied in multiprocessor systems. The practical scheduling algorithms in real-time systems have not deterministic response time. Deterministic timing behavior is an important parameter for system robustness analysis. The intrinsic uncertainty in dynamic real-time systems increases the difficulties of scheduling problem. To alleviate these difficulties, we have proposed a fuzzy scheduling approach to arrange real-time periodic and non-periodic tasks in multiprocessor systems. Static and dynamic optimal scheduling algorithms fail with non-critical overload. In contrast, our approach balances task loads of the processors successfully while consider starvation prevention and fairness which cause higher priority tasks have higher running probability. A simulation is conducted to evaluate the performance of the proposed approach. Experimental results have shown that the proposed fuzzy scheduler creates feasible schedules for homogeneous and heterogeneous tasks. It also and considers tasks priorities which cause higher system utilization and lowers deadline miss time. According to the results, it performs very close to optimal schedule of uni-processor systems.

Keywords: Computational complexity, Deadline, Feasible scheduling, Fuzzy scheduling, Priority, Real-time multiprocessor systems, Robustness, System utilization.

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1557 Fuzzy C-Means Clustering for Biomedical Documents Using Ontology Based Indexing and Semantic Annotation

Authors: S. Logeswari, K. Premalatha

Abstract:

Search is the most obvious application of information retrieval. The variety of widely obtainable biomedical data is enormous and is expanding fast. This expansion makes the existing techniques are not enough to extract the most interesting patterns from the collection as per the user requirement. Recent researches are concentrating more on semantic based searching than the traditional term based searches. Algorithms for semantic searches are implemented based on the relations exist between the words of the documents. Ontologies are used as domain knowledge for identifying the semantic relations as well as to structure the data for effective information retrieval. Annotation of data with concepts of ontology is one of the wide-ranging practices for clustering the documents. In this paper, indexing based on concept and annotation are proposed for clustering the biomedical documents. Fuzzy c-means (FCM) clustering algorithm is used to cluster the documents. The performances of the proposed methods are analyzed with traditional term based clustering for PubMed articles in five different diseases communities. The experimental results show that the proposed methods outperform the term based fuzzy clustering.

Keywords: MeSH Ontology, Concept Indexing, Annotation, semantic relations, Fuzzy c-means.

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1556 Control of an Asymmetrical Design of a Pneumatically Actuated Ambidextrous Robot Hand

Authors: Emre Akyürek, Anthony Huynh, Tatiana Kalganova

Abstract:

The Ambidextrous Robot Hand is a robotic device with the purpose to mimic either the gestures of a right or a left hand. The symmetrical behavior of its fingers allows them to bend in one way or another keeping a compliant and anthropomorphic shape. However, in addition to gestures they can reproduce on both sides, an asymmetrical mechanical design with a three tendons routing has been engineered to reduce the number of actuators. As a consequence, control algorithms must be adapted to drive efficiently the ambidextrous fingers from one position to another and to include grasping features. These movements are controlled by pneumatic muscles, which are nonlinear actuators. As their elasticity constantly varies when they are under actuation, the length of pneumatic muscles and the force they provide may differ for a same value of pressurized air. The control algorithms introduced in this paper take both the fingers asymmetrical design and the pneumatic muscles nonlinearity into account to permit an accurate control of the Ambidextrous Robot Hand. The finger motion is achieved by combining a classic PID controller with a phase plane switching control that turns the gain constants into dynamic values. The grasping ability is made possible because of a sliding mode control that makes the fingers adapt to the shape of an object before strengthening their positions.

Keywords: Ambidextrous hand, intelligent algorithms, nonlinear actuators, pneumatic muscles, robotics, sliding control.

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1555 Comparative Analysis of Classical and Parallel Inpainting Algorithms Based on Affine Combinations of Projections on Convex Sets

Authors: Irina Maria Artinescu, Costin Radu Boldea, Eduard-Ionut Matei

Abstract:

The paper is a comparative study of two classical vari-ants of parallel projection methods for solving the convex feasibility problem with their equivalents that involve variable weights in the construction of the solutions. We used a graphical representation of these methods for inpainting a convex area of an image in order to investigate their effectiveness in image reconstruction applications. We also presented a numerical analysis of the convergence of these four algorithms in terms of the average number of steps and execution time, in classical CPU and, alternativaly, in parallel GPU implementation.

Keywords: convex feasibility problem, convergence analysis, ınpainting, parallel projection methods

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1554 Decoupled Scheduling in Meta Environment

Authors: Ponsy R.K. Sathia Bhama, Thamarai Selvi Soma Sundaram, R. Sivakama Sundari, R. Bakiyalakshmi, K. Thamizharasi

Abstract:

Grid scheduling is the process of mapping grid jobs to resources over multiple administrative domains. Traditionally, application-level schedulers have been tightly integrated with the application itself and were not easily applied to other applications. This design is generic that decouples the scheduler core (the search procedure) from the application-specific (e.g. application performance models) and platform-specific (e.g. collection of resource information) components used by the search procedure. In this decoupled approach the application details are not revealed completely to broker, but customer will give the application to resource provider for execution. In a decoupled approach, apart from scheduling, the resource selection can be performed independently in order to achieve scalability.

Keywords: Meta, grid scheduling, application-level scheduler, decouple, scheduler core and performance model.

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1553 Lecture Video Indexing and Retrieval Using Topic Keywords

Authors: B. J. Sandesh, Saurabha Jirgi, S. Vidya, Prakash Eljer, Gowri Srinivasa

Abstract:

In this paper, we propose a framework to help users to search and retrieve the portions in the lecture video of their interest. This is achieved by temporally segmenting and indexing the lecture video using the topic keywords. We use transcribed text from the video and documents relevant to the video topic extracted from the web for this purpose. The keywords for indexing are found by applying the non-negative matrix factorization (NMF) topic modeling techniques on the web documents. Our proposed technique first creates indices on the transcribed documents using the topic keywords, and these are mapped to the video to find the start and end time of the portions of the video for a particular topic. This time information is stored in the index table along with the topic keyword which is used to retrieve the specific portions of the video for the query provided by the users.

Keywords: Video indexing and retrieval, lecture videos, content based video search, multimodal indexing.

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1552 A Study on Neural Network Training Algorithm for Multiface Detection in Static Images

Authors: Zulhadi Zakaria, Nor Ashidi Mat Isa, Shahrel A. Suandi

Abstract:

This paper reports the study results on neural network training algorithm of numerical optimization techniques multiface detection in static images. The training algorithms involved are scale gradient conjugate backpropagation, conjugate gradient backpropagation with Polak-Riebre updates, conjugate gradient backpropagation with Fletcher-Reeves updates, one secant backpropagation and resilent backpropagation. The final result of each training algorithms for multiface detection application will also be discussed and compared.

Keywords: training algorithm, multiface, static image, neural network

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1551 A Fast Block-based Evolutional Algorithm for Combinatorial Problems

Authors: Huang, Wei-Hsiu Chang, Pei-Chann, Wang, Lien-Chun

Abstract:

The problems with high complexity had been the challenge in combinatorial problems. Due to the none-determined and polynomial characteristics, these problems usually face to unreasonable searching budget. Hence combinatorial optimizations attracted numerous researchers to develop better algorithms. In recent academic researches, most focus on developing to enhance the conventional evolutional algorithms and facilitate the local heuristics, such as VNS, 2-opt and 3-opt. Despite the performances of the introduction of the local strategies are significant, however, these improvement cannot improve the performance for solving the different problems. Therefore, this research proposes a meta-heuristic evolutional algorithm which can be applied to solve several types of problems. The performance validates BBEA has the ability to solve the problems even without the design of local strategies.

Keywords: Combinatorial problems, Artificial Chromosomes, Blocks Mining, Block Recombination

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1550 Optimal Economic Load Dispatch Using Genetic Algorithms

Authors: Vijay Kumar, Jagdev Singh, Yaduvir Singh, Sanjay Sood

Abstract:

In a practical power system, the power plants are not located at the same distance from the center of loads and their fuel costs are different. Also, under normal operating conditions, the generation capacity is more than the total load demand and losses. Thus, there are many options for scheduling generation. In an interconnected power system, the objective is to find the real and reactive power scheduling of each power plant in such a way as to minimize the operating cost. This means that the generator’s real and reactive powers are allowed to vary within certain limits so as to meet a particular load demand with minimum fuel cost. This is called optimal power flow problem. In this paper, Economic Load Dispatch (ELD) of real power generation is considered. Economic Load Dispatch (ELD) is the scheduling of generators to minimize total operating cost of generator units subjected to equality constraint of power balance within the minimum and maximum operating limits of the generating units. In this paper, genetic algorithms are considered. ELD solutions are found by solving the conventional load flow equations while at the same time minimizing the fuel costs.

Keywords: ELD, Equality constraints, Genetic algorithms, Strings.

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1549 An Engineering Approach to Forecast Volatility of Financial Indices

Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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1548 Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem

Authors: Muthu Solayappan, Kien Ming Ng, Kim Leng Poh

Abstract:

This paper presents a perturbation based search method to solve the unconstrained binary quadratic programming problem. The proposed algorithm was tested with some of the standard test problems and the results are reported for 10 instances of 50, 100, 250, & 500 variable problems. A comparison of the performance of the proposed algorithm with other heuristics and optimization software is made. Based on the results, it was found that the proposed algorithm is computationally inexpensive and the solutions obtained match the best known solutions for smaller sized problems. For larger instances, the algorithm is capable of finding a solution within 0.11% of the best known solution. Apart from being used as a stand-alone method, this algorithm could also be incorporated with other heuristics to find better solutions.

Keywords: unconstrained binary quadratic programming, perturbation, interior point methods

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1547 Reduction of Search Space by Applying Controlled Genetic Operators for Weight Constrained Shortest Path Problem

Authors: A.K.M. Khaled Ahsan Talukder, Taibun Nessa, Kaushik Roy

Abstract:

The weight constrained shortest path problem (WCSPP) is one of most several known basic problems in combinatorial optimization. Because of its importance in many areas of applications such as computer science, engineering and operations research, many researchers have extensively studied the WCSPP. This paper mainly concentrates on the reduction of total search space for finding WCSP using some existing Genetic Algorithm (GA). For this purpose, some controlled schemes of genetic operators are adopted on list chromosome representation. This approach gives a near optimum solution with smaller elapsed generation than classical GA technique. From further analysis on the matter, a new generalized schema theorem is also developed from the philosophy of Holland-s theorem.

Keywords: Genetic Algorithm, Evolutionary Optimization, Multi Objective Optimization, Non-linear Schema Theorem, WCSPP.

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