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A frequently observed difficulty in the application of genetic algorithms to the domain of optimization ariscs from premature convergence. In order to preserve genotype diversity we develop a new model of auto-adaptive behavior for individuals. In this model a population member is an active...
Persistent link: https://www.econbiz.de/10005840465
This paper adresses job tardiness for non deterministic job shop scheduling. A comparative study shows that a GA consistently outperforms different priority rules regardless of the workload and the objective pursued.
Persistent link: https://www.econbiz.de/10009138355
We develop a genetic algorithm that is able to find the optimal sequence of exchange rates that maximizes arbitrage profits with more than three currencies, being both the triangular arbitrage and the direct exchange rate two special cases of the proposed algorithm. Applying the algorithm to the...
Persistent link: https://www.econbiz.de/10011145035
We develop an evolutionary algorithm to estimate Threshold Vector Error Correction models (TVECM) with more than two cointegrated variables. Since disregarding a threshold in cointegration models renders standard approaches to the estimation of the cointegration vectors inefficient, TVECM...
Persistent link: https://www.econbiz.de/10008489637