Search Results - subject:"evolutionary algorithms"

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Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms

Andriosopoulos, Kostas; Doumpos, Michael; Papapostolou, … - In: Transportation Research Part E: Logistics and … 52 (2013) C, pp. 16-34

This paper reproduces the performance of an international market capitalization shipping stock index and two physical shipping indexes by investing only in US stock portfolios. The index-tracking problem is addressed using the differential evolution algorithm and the genetic algorithm....

Persistent link: https://www.econbiz.de/10010755118

Chaotic Evolutionary Algorithms for Multi-Reservoir Optimization

Arunkumar, R.; Jothiprakash, V. - In: Water Resources Management 27 (2013) 15, pp. 5207-5222

, evolutionary algorithms have been successfully applied for optimizing the multi-reservoir system operations. The evolutionary …. However, simple evolutionary algorithms are slower in convergence and also results in sub-optimal solutions for complex … population and also in other search steps to enhance the performance of the evolutionary algorithms and applied for the …

Persistent link: https://www.econbiz.de/10010794435

A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading

Vasilakis, Georgios; Theofilatos, Konstantinos; … - In: Computational Economics 42 (2013) 4, pp. 415-431

The purpose of this article is to present a novel genetic programming trading technique in the task of forecasting the next day returns when trading the EUR/USD exchange rate based on the exchange rates of historical data. Aiming at testing its effectiveness, we benchmark the forecasting...

Persistent link: https://www.econbiz.de/10010866830

Parallel multiobjective evolutionary algorithms for batch scheduling in heterogeneous computing and grid systems

Nesmachnow, Sergio - In: Computational Optimization and Applications 55 (2013) 2, pp. 515-544

This article presents six parallel multiobjective evolutionary algorithms applied to solve the scheduling problem in … distributed heterogeneous computing and grid systems. The studied evolutionary algorithms follow an explicit multiobjective … analysis demonstrates that the proposed evolutionary algorithms are able to efficiently compute accurate results when solving …

Persistent link: https://www.econbiz.de/10010847465

Multistage distribution system expansion planning considering distributed generation using hybrid evolutionary algorithms

Gitizadeh, Mohsen; Vahed, Ali Azizi; Aghaei, Jamshid - In: Applied Energy 101 (2013) C, pp. 655-666

The main goal of this paper is to present a Multistage Distribution network Expansion Planning (MDEP) problem in the presence of Distributed Generations (DGs) in a multi-objective optimization framework. The proposed model simultaneously optimizes two objectives: minimization of investment and...

Persistent link: https://www.econbiz.de/10010594032

Evolutionary generation of dispatching rule sets for complex dynamic scheduling problems

Pickardt, Christoph W.; Hildebrandt, Torsten; Branke, … - In: International Journal of Production Economics 145 (2013) 1, pp. 67-77

We propose a two-stage hyper-heuristic for the generation of a set of work centre-specific dispatching rules. The approach combines a genetic programming (GP) algorithm that evolves a composite rule from basic job attributes with an evolutionary algorithm (EA) that searches for a good assignment...

Persistent link: https://www.econbiz.de/10011043211

Solving Vehicle Routing Problems with evolutionary algorithms

Jadczak, Radoslaw - In: Operations Research and Decisions 3-4 (2005), pp. 7-22

One of the most known combinatorial problem is a Travelling Salesman Problem. In this paper a extended version is considered – multisalesman problem, which is known in the literature as a vehicle routing problem. It is very easy to define this NP-hard problem, but to find a optimal solution is...

Persistent link: https://www.econbiz.de/10008777294

Reworking the Standard Model of Competitive Markets: The Role of Fuzzy Logic and Genetic Algorithms in Modelling Complex Non-Linear Economic System

Smith, Peter - Institute for Development Policy and Management (IDPM), … - 2004

Some aspects of economic systems (eg, nonlinearity, qualitative variables) are intractable when incorporated into models. The widespread practice of excluding them (or greatly limiting their role) produces deviations of unknown size and form between the resulting models and the reality they...

Persistent link: https://www.econbiz.de/10005460440

Reworking the Standard Model of Competitive Markets: The Role of Fuzzy Logic and Genetic Algorithms in Modelling Complex Non-Linear Economic System

Smith, Peter - 2004

Persistent link: https://www.econbiz.de/10009446653

A neuroevolutionary approach to stochastic inventory control in multi-echelon systems

Prestwich, S. D.; Tarim, S. A.; Rossa, R.; Hnich, B. - In: International journal of production research 50 (2012) 8, pp. 2150-2160

Persistent link: https://www.econbiz.de/10009563738