Search Results - subject:"Genetic algorithm"

Comprobación de la Eficiencia de los Algoritmos Genéticos para la Predicción del Precio de Intel (Testing the Performance of Genetic Algorithms for Predicting Intel Stock Price)

Rodriguez, Katia - 2012

El estudio a continuación se realizó para analizar cuán capaces son los algoritmos genéticos (GA) para predecir el signo del cambio semanal de la acción Intel, acción que forma parte de las 30 del Indice estadounidense Dow Jones. Se utilizaron varios modelos multivariables dinámicos...

Persistent link: https://www.econbiz.de/10013106088

Fund Managers - Why the Best Might Be the Worst : On the Evolutionary Vigor of Risk-Seeking Behavior

Witte, Björn-Christopher - 2012

model is developed. Using a simple genetic algorithm, two attributes of virtual fund managers evolve: the amount of capital …

Persistent link: https://www.econbiz.de/10013106565

Evolutionary Computational Approach in TAR Model Estimation

Parpinel, Francesca - 2012

The well-known SETAR model introduced by Tong belongs to the wide class of TAR models that may be specified in several different ways. Here we propose to consider the delay parameter as endogenous, that is we make it to depend on both the past value and the specific past regime of the series. In...

Persistent link: https://www.econbiz.de/10013111893

Simulationsbasierte Optimierung einer agentenbasierten Simulation mit Anwendungen zur Preisoptimierung im Mobilfunk

Deckert, Andreas - 2012

Persistent link: https://www.econbiz.de/10009783511

Portfolio selection using genetic algorithm

Sefiane, Slimane; Benbouziane, Mohamed - In: Journal of applied finance & banking 2 (2012) 4, pp. 143-154

each asset as to maximize return and minimize risk. This paper applies the method of genetic algorithm (GA) to obtain an … illustrate the applicability and efficiency of genetic algorithm method, GA method can also be used however for a larger number … genetic algorithm in selecting optimal portfolios. -- portfolio optimization ; objective function ; artificial intelligence …

Persistent link: https://www.econbiz.de/10009673065

Kernel factory : an ensemble of kernel machines

Ballings, Michel; Van den Poel, Dirk - 2012

Persistent link: https://www.econbiz.de/10009713367

Evaluation of scalarization methods and NSGA-II/SPEA2 genetic algorithms for multi-objective optimization of green supply chain design

Plas, Corné van der; Tervonen, Tommi; Dekker, Rommert - 2012

Persistent link: https://www.econbiz.de/10010360668

Solving optimization problems by metaheuristics using the OpenOpal framework : integration of travelling salesman problem and selected solvers

Dornberger, Rolf; Ernst, Ramona; Frey, Lukas; Hanne, Thomas - 2012

Persistent link: https://www.econbiz.de/10009558909

Fund managers : why the best might be the worst ; on the evolutionary vigor of risk-seeking behavior

Witte, Björn-Christopher - 2012

model is developed. Using a simple genetic algorithm, two attributes of virtual fund managers evolve: the amount of capital …

Persistent link: https://www.econbiz.de/10009528957

An evolutionary algorithm for a real vehicle routing problem

Adamidis, Panagiotis; Voliotis, Christos; Pliatsika, … - In: The international journal of business science & applied … 7 (2012) 3, pp. 33-41

The NP-hard Vehicle Routing Problem (VRP) is central in the optimisation of distribution networks. Its main objective is to determine a set of vehicle trips of minimum total cost. The ideal schedule will efficiently exploit the company's recourses, service all customers and satisfy the given...

Persistent link: https://www.econbiz.de/10011896021