Search Results - subject:"Genetic algorithm"

Computing value-at-risk using genetic algorithm

Sharma, Bhanu; Thulasiram, Ruppa K.; Thulasiraman, Parimala - In: The Journal of Risk Finance 16 (2015) 2, pp. 170-189

this study, the authors use genetic algorithm (GA) to evaluate VaR and compare the results with conventional VaR techniques …

Persistent link: https://www.econbiz.de/10014902059

Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm

Santamaría-Bonfil, Guillermo; Frausto-Solís, Juan; … - In: Computational Economics 45 (2015) 1, pp. 111-133

genetic algorithm which uses several genetic operators to enhance the exploration of solutions space: it introduces a new …

Persistent link: https://www.econbiz.de/10011155116

Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates

Deng, Shangkun; Yoshiyama, Kazuki; Mitsubuchi, Takashi; … - In: Computational Economics 45 (2015) 1, pp. 49-89

(MKL) for regression (MKR) and a genetic algorithm (GA) to construct the trading rules. In this study, we demonstrate that …

Persistent link: https://www.econbiz.de/10011155129

Channel geometry optimization of a polymer electrolyte membrane fuel cell using genetic algorithm

Yang, Woo-Joo; Wang, Hong-Yang; Lee, Dae-Hyung; Kim, … - In: Applied Energy 146 (2015) C, pp. 1-10

The study presents the use of genetic algorithm (GA) to optimize the bipolar plate channel geometry of a polymer …

Persistent link: https://www.econbiz.de/10011263233

Maximizing the overall production of wind farms by setting the individual operating point of wind turbines

Serrano González, Javier; Burgos Payán, Manuel; … - In: Renewable Energy 80 (2015) C, pp. 219-229

performed by means of a genetic algorithm that selects the optimal pitch angle and tip speed ratio of each individual wind …

Persistent link: https://www.econbiz.de/10011263763

Parametric analysis and optimization of a small-scale radial turbine for Organic Rankine Cycle

Rahbar, Kiyarash; Mahmoud, Saad; Al-Dadah, Raya K.; … - In: Energy 83 (2015) C, pp. 696-711

-scale radial turbine. This mathematical approach integrates the mean-line modelling with real gas formulation and GA(genetic … algorithm) optimisation technique. In this methodology, the mean-line modelling coupled with real gas formulation is employed to …

Persistent link: https://www.econbiz.de/10011264406

An efficient hybrid algorithm for integrated order batching, sequencing and routing problem

Chen, Tzu-Li; Cheng, Chen-Yang; Chen, Yin-Yann; Chan, Li-Kai - In: International Journal of Production Economics 159 (2015) C, pp. 158-167

integrating hybrid-coded genetic algorithm and ant colony optimization is developed to efficiently tackle the proposed nonlinear … IOBSRP model. The hybrid-coded genetic algorithm is responsible for searching the near-optimal solutions of order batching …

Persistent link: https://www.econbiz.de/10011116425

Integrated quay crane and yard truck scheduling for unloading inbound containers

Kaveshgar, Narges; Huynh, Nathan - In: International Journal of Production Economics 159 (2015) C, pp. 168-177

solve the integrated optimization model, a genetic algorithm (GA) combined with a greedy algorithm was developed. The …

Persistent link: https://www.econbiz.de/10011116441

Evolutionary Neural Network model for West Texas Intermediate crude oil price prediction

Chiroma, Haruna; Abdulkareem, Sameem; Herawan, Tutut - In: Applied Energy 142 (2015) C, pp. 266-273

This paper proposes an alternative approach based on a genetic algorithm and neural network (GA–NN) for the prediction …

Persistent link: https://www.econbiz.de/10011208362

Simultaneous balancing and buffer allocation decisions for the design of mixed-model assembly lines with parallel workstations and stochastic task times

Tiacci, Lorenzo - In: International Journal of Production Economics 162 (2015) C, pp. 201-215

, consisting in coupling the most recent advances of simulation techniques with a genetic algorithm approach, is presented to solve …

Persistent link: https://www.econbiz.de/10011208597