This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...

Cellular Genetic Algorithms defines a new class of optimization algorithms based on the concepts of structured populations and Genetic Algorithms (GAs). The authors explain and demonstrate the validity of these cellular genetic algorithms throughout the book. This class of genetic algorithms is...

Models with heterogeneous interacting agents explain macro phenomena through interactions at the micro level. We propose genetic algorithms as a model for individual expectations to explain aggregate market phenomena. The model explains all stylized facts observed in aggregate price fluctuations...

Until recently, multidimensional knapsack problems (MDKP)and winner determination problems (WDP) have been studiedindependently of each other, although WDPs can bemodelled as MDKPs. State-of-the-art optimization methodsfor WDPs are exact algorithms whereas MDKPs aremainly solved using heuristics...

In der vorliegenden Arbeit wurden zunächst die Grundlagen zu Evolutionären Algorithmen geschaffen. Es wurdendie zugrunde liegenden biologischen Prinzipien erläutert sowie die Algorithmen ES und GA vorgestellt undabgegrenzt. Eine bibliometrische Analyse identifizierte die zentralen...

Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination for a SVR model is competent to the forecasting...

The Bin Packing Problems play an important role in plans of production and saving cost in factories. This paper is to develop a set of Intellectual Automatic Typesetting System (IATS) for luggage factories through Bin Packing Algorithm and Genetic Algorithm. Firstly, we attain the cost of raw...