Search Results - subject:"Genetic algorithms"

Una aplicación de algoritmos genéticos a la regla de filtro en la transacción de acciones

Hernández Chanto, Allan - In: Revista de Ciencias Económicas 27 (2009) 07

En el mercado de acciones, una rgla de filtro se define como una herramienta técnica que le permite a los agentes involucados definir una estrategia sobre cuándo comprar o vender sus acciones, a partir de la determinación de ciertos parámetros. El asunto crucial radica en cómo seleccionar...

Persistent link: https://www.econbiz.de/10010961213

Una combinación de un algoritmo voraz con algoritmos genéticos para optimizar la producción de cartón ondulado = A Combination of a Greedy Algorithm and Genetics Algorithms to Optimize the Production of Corrugated Board

Tornadijo Rodríguez, Tomás F. - In: Revista de Métodos Cuantitativos para la Economía y … 8 (2009) 1, pp. 71-86

En este trabajo se propone la utilización de un algoritmo genético para la optimización del corte continuo de planchas de cartón, un problema habitual en la industria cartonera, donde la minimización de mermas de materia prima y el cumplimiento de los plazos de fabricación son dos...

Persistent link: https://www.econbiz.de/10008556914

Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games

Protopapas, M.K.; Kosmatopoulos, E.B.; Battaglia, F. - Volkswirtschaftliche Fakultät, … - 2009

We use co-evolutionary genetic algorithms to model the players' learning process in several Cournot models, and … co-evolutionary genetic algorithms'' as learning algorithms, the process of the game is an ergodic Markov Chain, and …

Persistent link: https://www.econbiz.de/10005042715

Genetic algorithms for single machine scheduling with quadratic earliness and tardiness costs

Valente, Jorge M. S.; Moreira, Maria R. A.; Singh, Alok; … - Faculdade de Economia, Universidade do Porto - 2009

In this paper, we consider the single machine scheduling problem with quadratic earliness and tardiness costs, and no machine idle time. We propose a genetic approach based on a random key alphabet, and present several algorithms based on this approach. These versions differ on the generation of...

Persistent link: https://www.econbiz.de/10005059506

AN ADAPTATIVE EVOLUTIONARY MODEL OF FINANCIAL INVESTORS

Ion, Boldea Bogdan; Costin-Radu, Boldea; Mircea, Stanculescu - In: Annals of Faculty of Economics 4 (2009) 1, pp. 897-901

The main purpose of the paper is to determine a general behavior of a multi-agent model capable of describing the process of deliberation of an investors group witch may repeatedly decide whether to buy or sell an asset. Each adaptive agent was modeled as

Persistent link: https://www.econbiz.de/10008512067

Modeling an Integrated Public Transportation System - a case study in Dublin, Ireland

Shrivastava, Prabhat; O'Mahony, Margaret - In: European Transport \ Trasporti Europei (2009) 41, pp. 28-46

network. Genetic Algorithms, which are known to be a robust optimization technique for this type of problem, are used in the …

Persistent link: https://www.econbiz.de/10010539031

A Collaborative GIS Solution for Public Transport

COTFAS, Liviu Adrian; CROICU, Mihai Catalin; COTFAS, Dumitru - In: Informatica Economica 13 (2009) 2, pp. 50-58

a flexible, genetic-algorithms based route-finding application. Implementation wise, the solution is based on an open …

Persistent link: https://www.econbiz.de/10009416283

Does vertical integration reduce investment reluctance in production chains? An agent-based real options approach

Balmann, Alfons; Musshoff, Oliver; Larsen, Karin - Department für Agrarökonomie, Humboldt-Universität Berlin - 2009

genetic algorithms is developed. Two production systems are compared: a perfectly integrated system and a system in which …

Persistent link: https://www.econbiz.de/10008595745

SIMULATION OF THE RELATIONSHIP BETWEEN PRICES AND AVERAGE REVENUE OF THE POPULATION USING GENETIC ALGORITHMS

BALAN, Student Ionut - In: The Annals of the "Stefan cel Mare" University of … 9 (2009) Special, pp. 249-255

inspired by biology, bearing the name of Genetic Algorithms (GA). We resorted to this method because some statistical methods … compare data from different time periods, all values are expressed in RON. These real data have been shaped using genetic … algorithms, making it possible to observe the evolution of the studied indicator and correlate him with the indicator acquired in …

Persistent link: https://www.econbiz.de/10008690151

THE USE OF NEURAL NETWORKS IN THE OPERATIONAL RISK DATA MODELING

BÃLAN, Cristian - Facultatea de Cibernetica, Statistica şi Informatica … - 2009

In this article it is presented a proposal of improving the data analysis process of Operational Risk (OpRisk) assessment in the financial institutions, for the Loss Distribution Approach (LDA) method, using the Artificial Intelligence (AI). In the first part of the paper a substitute tool of...

Persistent link: https://www.econbiz.de/10008690274