Search results for: Genetic based power systemstabilizer
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13474

Search results for: Genetic based power systemstabilizer

13384 Metaheuristic Algorithms for Decoding Binary Linear Codes

Authors: Hassan Berbia, Faissal Elbouanani, Rahal Romadi, Mostafa Belkasmi

Abstract:

This paper introduces two decoders for binary linear codes based on Metaheuristics. The first one uses a genetic algorithm and the second is based on a combination genetic algorithm with a feed forward neural network. The decoder based on the genetic algorithms (DAG) applied to BCH and convolutional codes give good performances compared to Chase-2 and Viterbi algorithm respectively and reach the performances of the OSD-3 for some Residue Quadratic (RQ) codes. This algorithm is less complex for linear block codes of large block length; furthermore their performances can be improved by tuning the decoder-s parameters, in particular the number of individuals by population and the number of generations. In the second algorithm, the search space, in contrast to DAG which was limited to the code word space, now covers the whole binary vector space. It tries to elude a great number of coding operations by using a neural network. This reduces greatly the complexity of the decoder while maintaining comparable performances.

Keywords: Block code, decoding, methaheuristic, genetic algorithm, neural network

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13383 Application of Artificial Intelligence for Tuning the Parameters of an AGC

Authors: R. N. Patel

Abstract:

This paper deals with the tuning of parameters for Automatic Generation Control (AGC). A two area interconnected hydrothermal system with PI controller is considered. Genetic Algorithm (GA) and Particle Swarm optimization (PSO) algorithms have been applied to optimize the controller parameters. Two objective functions namely Integral Square Error (ISE) and Integral of Time-multiplied Absolute value of the Error (ITAE) are considered for optimization. The effectiveness of an objective function is considered based on the variation in tie line power and change in frequency in both the areas. MATLAB/SIMULINK was used as a simulation tool. Simulation results reveal that ITAE is a better objective function than ISE. Performances of optimization algorithms are also compared and it was found that genetic algorithm gives better results than particle swarm optimization algorithm for the problems of AGC.

Keywords: Area control error, Artificial intelligence, Automatic generation control, Genetic Algorithms and modeling, ISE, ITAE, Particle swarm optimization.

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13382 A Rigid Point Set Registration of Remote Sensing Images Based on Genetic Algorithms and Hausdorff Distance

Authors: F. Meskine, N. Taleb, M. Chikr El-Mezouar, K. Kpalma, A. Almhdie

Abstract:

Image registration is the process of establishing point by point correspondence between images obtained from a same scene. This process is very useful in remote sensing, medicine, cartography, computer vision, etc. Then, the task of registration is to place the data into a common reference frame by estimating the transformations between the data sets. In this work, we develop a rigid point registration method based on the application of genetic algorithms and Hausdorff distance. First, we extract the feature points from both images based on the algorithm of global and local curvature corner. After refining the feature points, we use Hausdorff distance as similarity measure between the two data sets and for optimizing the search space we use genetic algorithms to achieve high computation speed for its inertial parallel. The results show the efficiency of this method for registration of satellite images.

Keywords: Feature extraction, Genetic algorithms, Hausdorff distance, Image registration, Point registration.

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13381 An Optimization Algorithm Based on Dynamic Schema with Dissimilarities and Similarities of Chromosomes

Authors: Radhwan Yousif Sedik Al-Jawadi

Abstract:

Optimization is necessary for finding appropriate solutions to a range of real-life problems. In particular, genetic (or more generally, evolutionary) algorithms have proved very useful in solving many problems for which analytical solutions are not available. In this paper, we present an optimization algorithm called Dynamic Schema with Dissimilarity and Similarity of Chromosomes (DSDSC) which is a variant of the classical genetic algorithm. This approach constructs new chromosomes from a schema and pairs of existing ones by exploring their dissimilarities and similarities. To show the effectiveness of the algorithm, it is tested and compared with the classical GA, on 15 two-dimensional optimization problems taken from literature. We have found that, in most cases, our method is better than the classical genetic algorithm.

Keywords: Genetic algorithm, similarity and dissimilarity, chromosome injection, dynamic schema.

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13380 Fast and Accurate Reservoir Modeling: Genetic Algorithm versus DIRECT Method

Authors: Mohsen Ebrahimi, Milad M. Rabieh

Abstract:

In this paper, two very different optimization algorithms, Genetic and DIRECT algorithms, are used to history match a bottomhole pressure response for a reservoir with wellbore storage and skin with the best possible analytical model. No initial guesses are available for reservoir parameters. The results show that the matching process is much faster and more accurate for DIRECT method in comparison with Genetic algorithm. It is furthermore concluded that the DIRECT algorithm does not need any initial guesses, whereas Genetic algorithm needs to be tuned according to initial guesses.

Keywords: DIRECT algorithm, Genetic algorithm, Analytical modeling, History match

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13379 Using Morphological and Microsatellite (SSR) Markers to Assess the Genetic Diversity in Alfalfa (Medicago sativa L.)

Authors: T. Cholastova, D. Knotova

Abstract:

Utilization of diverse germplasm is needed to enhance the genetic diversity of cultivars. The objective of this study was to evaluate the genetic relationships of 98 alfalfa germplasm accessions using morphological traits and SSR markers. From the 98 tested populations, 81 were locals originating in Europe, 17 were introduced from USA, Australia, New Zealand and Canada. Three primers generated 67 polymorphic bands. The average polymorphic information content (PIC) was very high (> 0.90) over all three used primer combinations. Cluster analysis using Unweighted Pair Group Method with Arithmetic Means (UPGMA) and Jaccard´s coefficient grouped the accessions into 2 major clusters with 4 sub-clusters with no correlation between genetic and morphological diversity. The SSR analysis clearly indicated that even with three polymorphic primers, reliable estimation of genetic diversity could be obtained.

Keywords: genetic diversity, Medicago sativa L., morphological traits, SSR markers

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13378 Design of DC Voltage Control for D-STATCOM

Authors: Kittaya Somsai, Thanatchai Kulworawanichpong, Nitus Voraphonpiput

Abstract:

This paper presents the DC voltage control design of D-STATCOM when the D-STATCOM is used for load voltage regulation. Although, the DC voltage can be controlled by active current of the D-STATCOM, reactive current still affects the DC voltage. To eliminate this effect, the control strategy with elimination effect of the reactive current is proposed and the results of the control with and without the elimination the effect of the reactive current are compared. For obtaining the proportional and integral gains of the PI controllers, the symmetrical optimum and genetic algorithms methods are applied. The stability margin of these methods are obtained and discussed in detail. In addition, the performance of the DC voltage control based on symmetrical optimum and genetic algorithms methods are compared. Effectiveness of the controllers designed was verified through computer simulation performed by using Power System Tool Block (PSB) in SIMULINK/MATLAB. The simulation results demonstrated that the DC voltage control proposed is effective in regulating DC voltage when the DSTATCOM is used for load voltage regulation.

Keywords: D-STATCOM, DC voltage control, Symmetrical optimum, Genetic algorithms

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13377 Induction Motor Efficiency Estimation using Genetic Algorithm

Authors: Khalil Banan, Mohammad B.B. Sharifian, Jafar Mohammadi

Abstract:

Due to the high percentage of induction motors in industrial market, there exist a large opportunity for energy savings. Replacement of working induction motors with more efficient ones can be an important resource for energy savings. A calculation of energy savings and payback periods, as a result of such a replacement, based on nameplate motor efficiency or manufacture-s data can lead to large errors [1]. Efficiency of induction motors (IMs) can be extracted using some procedures that use the no-load test results. In the cases that we must estimate the efficiency on-line, some of these procedures can-t be efficient. In some cases the efficiency estimates using the rating values of the motor, but these procedures can have errors due to the different working condition of the motor. In this paper the efficiency of an IM estimated by using the genetic algorithm. The results are compared with the measured values of the torque and power. The results show smaller errors for this procedure compared with the conventional classical procedures, hence the cost of the equipments is reduced and on-line estimation of the efficiency can be made.

Keywords: Genetic algorithm, induction motor, efficiency.

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13376 Genetic Algorithm Based Optimal Control for a 6-DOF Non Redundant Stewart Manipulator

Authors: A. Omran, G. El-Bayiumi, M. Bayoumi, A. Kassem

Abstract:

Applicability of tuning the controller gains for Stewart manipulator using genetic algorithm as an efficient search technique is investigated. Kinematics and dynamics models were introduced in detail for simulation purpose. A PD task space control scheme was used. For demonstrating technique feasibility, a Stewart manipulator numerical-model was built. A genetic algorithm was then employed to search for optimal controller gains. The controller was tested onsite a generic circular mission. The simulation results show that the technique is highly convergent with superior performance operating for different payloads.

Keywords: Stewart kinematics, Stewart dynamics, task space control, genetic algorithm.

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13375 A Multi-objective Fuzzy Optimization Method of Resource Input Based on Genetic Algorithm

Authors: Tao Zhao, Xin Wang

Abstract:

With the increasing complexity of engineering problems, the traditional, single-objective and deterministic optimization method can not meet people-s requirements. A multi-objective fuzzy optimization model of resource input is built for M chlor-alkali chemical eco-industrial park in this paper. First, the model is changed into the form that can be solved by genetic algorithm using fuzzy theory. And then, a fitness function is constructed for genetic algorithm. Finally, a numerical example is presented to show that the method compared with traditional single-objective optimization method is more practical and efficient.

Keywords: Fitness function, genetic algorithm, multi-objectivefuzzy optimization, satisfaction degree membership function.

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13374 An Effective Genetic Algorithm for a Complex Real-World Scheduling Problem

Authors: Anis Gharbi, Mohamed Haouari, Talel Ladhari, Mohamed Ali Rakrouki

Abstract:

We address a complex scheduling problem arising in the wood panel industry with the objective of minimizing a quadratic function of job tardiness. The proposed solution strategy, which is based on an effective genetic algorithm, has been coded and implemented within a major Tunisian company, leader in the wood panel manufacturing. Preliminary experimental results indicate significant decrease of delivery times.

Keywords: Genetic algorithm, heuristic, hybrid flowshop, total weighted squared tardiness.

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13373 A New Heuristic for Improving the Performance of Genetic Algorithm

Authors: Warattapop Chainate, Peeraya Thapatsuwan, Pupong Pongcharoen

Abstract:

The hybridisation of genetic algorithm with heuristics has been shown to be one of an effective way to improve its performance. In this work, genetic algorithm hybridised with four heuristics including a new heuristic called neighbourhood improvement were investigated through the classical travelling salesman problem. The experimental results showed that the proposed heuristic outperformed other heuristics both in terms of quality of the results obtained and the computational time.

Keywords: Genetic Algorithm, Hybridisation, Metaheuristics, Travelling Salesman Problem.

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13372 Genetic Comparison of Two Different Arabian Oryx Populations in UAE Based on Microsatellite Analysis

Authors: Mohammed A. Khidhir, K. Praveen Kumar, Marwa Al-Aseer

Abstract:

This is a genetic comparison study of Arabian Oryx (Oryx leucoryx) population at two different locations (A &B) based on nuclear microsatellite DNA markers. Arabian Oryx is listed as vulnerable and endanger by the World Conservation Union (IUCN). Thirty microsatellite markers from bovine family were applied to investigate the genetic diversity of the Arabian Oryx and to set up a molecular inventory. Among 30 microsatellite markers used, 13 markers were moderately polymorphic. Arabian Oryx at location A has shown better gene diversity over location B. However, mean number of alleles were less than location B. Data of within population inbreeding coefficient indicates inbreeding at both locations (A&B). Based on the analysis of polymorphic microsatellite markers, the study revealed that Arabian Oryx need a genetically designed breeding program.

Keywords: Arabian oryx, Microsatellites

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13371 Binary Programming for Manufacturing Material and Manufacturing Process Selection Using Genetic Algorithms

Authors: Saleem Z. Ramadan

Abstract:

The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.

Keywords: Optimization, Material selection, Process selection, Genetic algorithm.

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13370 Numerical Optimization of Trapezoidal Microchannel Heat Sinks

Authors: Yue-Tzu Yang, Shu-Ching Liao

Abstract:

This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm2 q"≦ 40W/cm2. The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: Microchannel heat sinks, Conjugate heat transfer, Optimization, Genetic algorithm method.

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13369 A Genetic-Algorithm-Based Approach for Audio Steganography

Authors: Mazdak Zamani , Azizah A. Manaf , Rabiah B. Ahmad , Akram M. Zeki , Shahidan Abdullah

Abstract:

In this paper, we present a novel, principled approach to resolve the remained problems of substitution technique of audio steganography. Using the proposed genetic algorithm, message bits are embedded into multiple, vague and higher LSB layers, resulting in increased robustness. The robustness specially would be increased against those intentional attacks which try to reveal the hidden message and also some unintentional attacks like noise addition as well.

Keywords: Artificial Intelligence, Audio Steganography, DataHiding, Genetic Algorithm, Substitution Techniques.

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13368 400 kW Six Analytical High Speed Generator Designs for Smart Grid Systems

Authors: A. El Shahat, A. Keyhani, H. El Shewy

Abstract:

High Speed PM Generators driven by micro-turbines are widely used in Smart Grid System. So, this paper proposes comparative study among six classical, optimized and genetic analytical design cases for 400 kW output power at tip speed 200 m/s. These six design trials of High Speed Permanent Magnet Synchronous Generators (HSPMSGs) are: Classical Sizing; Unconstrained optimization for total losses and its minimization; Constrained optimized total mass with bounded constraints are introduced in the problem formulation. Then a genetic algorithm is formulated for obtaining maximum efficiency and minimizing machine size. In the second genetic problem formulation, we attempt to obtain minimum mass, the machine sizing that is constrained by the non-linear constraint function of machine losses. Finally, an optimum torque per ampere genetic sizing is predicted. All results are simulated with MATLAB, Optimization Toolbox and its Genetic Algorithm. Finally, six analytical design examples comparisons are introduced with study of machines waveforms, THD and rotor losses.

Keywords: High Speed, Micro - Turbines, Optimization, PM Generators, Smart Grid, MATLAB.

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13367 Optimization of Electrospinning Parameter by Employing Genetic Algorithm in order to Produce Desired Nanofiber Diameter

Authors: S. Saehana, F. Iskandar, M. Abdullah, Khairurrijal

Abstract:

A numerical simulation of optimization all of electrospinning processing parameters to obtain smallest nanofiber diameter have been performed by employing genetic algorithm (GA). Fitness function in genetic algorithm methods, which was different for each parameter, was determined by simulation approach based on the Reneker’s model. Moreover, others genetic algorithm parameter, namely length of population, crossover and mutation were applied to get the optimum electrospinning processing parameters. In addition, minimum fiber diameter, 32 nm, was achieved from a simulation by applied the optimum parameters of electrospinning. This finding may be useful for process control and prediction of electrospun fiber production. In this paper, it is also compared between predicted parameters with some experimental results.

Keywords: Diameter, Electrospinning, GA, Nanofiber.

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13366 Diesel Fault Prediction Based on Optimized Gray Neural Network

Authors: Han Bing, Yin Zhenjie

Abstract:

In order to analyze the status of a diesel engine, as well as conduct fault prediction, a new prediction model based on a gray system is proposed in this paper, which takes advantage of the neural network and the genetic algorithm. The proposed GBPGA prediction model builds on the GM (1.5) model and uses a neural network, which is optimized by a genetic algorithm to construct the error compensator. We verify our proposed model on the diesel faulty simulation data and the experimental results show that GBPGA has the potential to employ fault prediction on diesel.

Keywords: Fault prediction, Neural network, GM (1.5), Genetic algorithm, GBPGA.

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13365 Development of Heterogeneous Parallel Genetic Simulated Annealing Using Multi-Niche Crowding

Authors: Z. G. Wang, M. Rahman, Y. S. Wong, K. S. Neo

Abstract:

In this paper, a new hybrid of genetic algorithm (GA) and simulated annealing (SA), referred to as GSA, is presented. In this algorithm, SA is incorporated into GA to escape from local optima. The concept of hierarchical parallel GA is employed to parallelize GSA for the optimization of multimodal functions. In addition, multi-niche crowding is used to maintain the diversity in the population of the parallel GSA (PGSA). The performance of the proposed algorithms is evaluated against a standard set of multimodal benchmark functions. The multi-niche crowding PGSA and normal PGSA show some remarkable improvement in comparison with the conventional parallel genetic algorithm and the breeder genetic algorithm (BGA).

Keywords: Crowding, genetic algorithm, parallel geneticalgorithm, simulated annealing.

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13364 Using Genetic Algorithm to Improve Information Retrieval Systems

Authors: Ahmed A. A. Radwan, Bahgat A. Abdel Latef, Abdel Mgeid A. Ali, Osman A. Sadek

Abstract:

This study investigates the use of genetic algorithms in information retrieval. The method is shown to be applicable to three well-known documents collections, where more relevant documents are presented to users in the genetic modification. In this paper we present a new fitness function for approximate information retrieval which is very fast and very flexible, than cosine similarity fitness function.

Keywords: Cosine similarity, Fitness function, Genetic Algorithm, Information Retrieval, Query learning.

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13363 GSA-Based Design of Dual Proportional Integral Load Frequency Controllers for Nonlinear Hydrothermal Power System

Authors: M. Elsisi, M. Soliman, M. A. S. Aboelela, W. Mansour

Abstract:

This paper considers the design of Dual Proportional- Integral (DPI) Load Frequency Control (LFC), using gravitational search algorithm (GSA). The design is carried out for nonlinear hydrothermal power system where generation rate constraint (GRC) and governor dead band are considered. Furthermore, time delays imposed by governor-turbine, thermodynamic process, and communication channels are investigated. GSA is utilized to search for optimal controller parameters by minimizing a time-domain based objective function. GSA-based DPI has been compared to Ziegler- Nichols based PI, and Genetic Algorithm (GA) based PI controllers in order to demonstrate the superior efficiency of the proposed design. Simulation results are carried for a wide range of operating conditions and system parameters variations.

Keywords: Gravitational Search Algorithm (GSA), Load Frequency Control (LFC), Dual Proportional-Integral (DPI) controller.

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13362 Modified Hybrid Genetic Algorithm-Based Artificial Neural Network Application on Wall Shear Stress Prediction

Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat

Abstract:

Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.

Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.

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13361 Correlation of Viscosity in Nanofluids using Genetic Algorithm-neural Network (GA-NN)

Authors: Hajir Karimi, Fakheri Yousefi, Mahmood Reza Rahimi

Abstract:

An accurate and proficient artificial neural network (ANN) based genetic algorithm (GA) is developed for predicting of nanofluids viscosity. A genetic algorithm (GA) is used to optimize the neural network parameters for minimizing the error between the predictive viscosity and the experimental one. The experimental viscosity in two nanofluids Al2O3-H2O and CuO-H2O from 278.15 to 343.15 K and volume fraction up to 15% were used from literature. The result of this study reveals that GA-NN model is outperform to the conventional neural nets in predicting the viscosity of nanofluids with mean absolute relative error of 1.22% and 1.77% for Al2O3-H2O and CuO-H2O, respectively. Furthermore, the results of this work have also been compared with others models. The findings of this work demonstrate that the GA-NN model is an effective method for prediction viscosity of nanofluids and have better accuracy and simplicity compared with the others models.

Keywords: genetic algorithm, nanofluids, neural network, viscosity

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13360 Methods for Distinction of Cattle Using Supervised Learning

Authors: Radoslav Židek, Veronika Šidlová, Radovan Kasarda, Birgit Fuerst-Waltl

Abstract:

Machine learning represents a set of topics dealing with the creation and evaluation of algorithms that facilitate pattern recognition, classification, and prediction, based on models derived from existing data. The data can present identification patterns which are used to classify into groups. The result of the analysis is the pattern which can be used for identification of data set without the need to obtain input data used for creation of this pattern. An important requirement in this process is careful data preparation validation of model used and its suitable interpretation. For breeders, it is important to know the origin of animals from the point of the genetic diversity. In case of missing pedigree information, other methods can be used for traceability of animal´s origin. Genetic diversity written in genetic data is holding relatively useful information to identify animals originated from individual countries. We can conclude that the application of data mining for molecular genetic data using supervised learning is an appropriate tool for hypothesis testing and identifying an individual.

Keywords: Genetic data, Pinzgau cattle, supervised learning.

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13359 Genetic Programming Approach to Hierarchical Production Rule Discovery

Authors: Basheer M. Al-Maqaleh, Kamal K. Bharadwaj

Abstract:

Automated discovery of hierarchical structures in large data sets has been an active research area in the recent past. This paper focuses on the issue of mining generalized rules with crisp hierarchical structure using Genetic Programming (GP) approach to knowledge discovery. The post-processing scheme presented in this work uses flat rules as initial individuals of GP and discovers hierarchical structure. Suitable genetic operators are proposed for the suggested encoding. Based on the Subsumption Matrix(SM), an appropriate fitness function is suggested. Finally, Hierarchical Production Rules (HPRs) are generated from the discovered hierarchy. Experimental results are presented to demonstrate the performance of the proposed algorithm.

Keywords: Genetic Programming, Hierarchy, Knowledge Discovery in Database, Subsumption Matrix.

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13358 Multiobjective Optimal Power Flow Using Hybrid Evolutionary Algorithm

Authors: Alawode Kehinde O., Jubril Abimbola M. Komolafe Olusola A.

Abstract:

This paper solves the environmental/ economic dispatch power system problem using the Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and its hybrid with a Convergence Accelerator Operator (CAO), called the NSGA-II/CAO. These multiobjective evolutionary algorithms were applied to the standard IEEE 30-bus six-generator test system. Several optimization runs were carried out on different cases of problem complexity. Different quality measure which compare the performance of the two solution techniques were considered. The results demonstrated that the inclusion of the CAO in the original NSGA-II improves its convergence while preserving the diversity properties of the solution set.

Keywords: optimal power flow, multiobjective power dispatch, evolutionary algorithm

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13357 Development of an Intelligent Tool for Planning the Operation

Authors: T. R. Alencar, P. T. Leite

Abstract:

Several optimization algorithms specifically applied to the problem of Operation Planning of Hydrothermal Power Systems have been developed and are used. Although providing solutions to various problems encountered, these algorithms have some weaknesses, difficulties in convergence, simplification of the original formulation of the problem, or owing to the complexity of the objective function. Thus, this paper presents the development of a computational tool for solving optimization problem identified and to provide the User an easy handling. Adopted as intelligent optimization technique, Genetic Algorithms and programming language Java. First made the modeling of the chromosomes, then implemented the function assessment of the problem and the operators involved, and finally the drafting of the graphical interfaces for access to the User. The program has managed to relate a coherent performance in problem resolution without the need for simplification of the calculations together with the ease of manipulating the parameters of simulation and visualization of output results.

Keywords: Energy, Optimization, Hydrothermal Power Systemsand Genetic Algorithms

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13356 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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13355 Simulation of Robotic Arm using Genetic Algorithm and AHP

Authors: V. K. Banga, Y. Singh, R. Kumar

Abstract:

In this paper, we have proposed a low cost optimized solution for the movement of a three-arm manipulator using Genetic Algorithm (GA) and Analytical Hierarchy Process (AHP). A scheme is given for optimizing the movement of robotic arm with the help of Genetic Algorithm so that the minimum energy consumption criteria can be achieved. As compared to Direct Kinematics, Inverse Kinematics evolved two solutions out of which the best-fit solution is selected with the help of Genetic Algorithm and is kept in search space for future use. The Inverse Kinematics, Fitness Value evaluation and Binary Encoding like tasks are simulated and tested. Although, three factors viz. Movement, Friction and Least Settling Time (or Min. Vibration) are used for finding the Fitness Function / Fitness Values, however some more factors can also be considered.

Keywords: Inverse Kinematics, Genetic Algorithm (GA), Analytical Hierarchy Process (AHP), Fitness Value, Fitness Function.

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