Fitting the control parameters of a genetic algorithm: An application to technical trading systems design

This paper studies the problem of how changes in the design of the genetic algorithm (GA) have an effect on the results obtained in real-life applications. In this study, focused on the application of a GA to the tuning of technical trading rules in the context of financial markets, our tentative thesis is that the GA is robust with respect to design changes. The optimization of technical trading systems is a suitable area for the application of the GA metaheuristic, as the complexity of the problem grows exponentially as new technical rules are added to the system and as the answer time is crucial when applying the system to real-time data. Up to now, most of GAs applications to this subject obviated the question of possible “design dependence” in their results. The data we report, based on our experiments, do not allow us to refute the hypothesis of robustness of the GA to design implementation, when applying to technical trading systems tuning.     

Symmetries of BLT-Sets

We do the tentative beginnings of a study of BLT-sets of generalised quadrangles via their symmetries. In particular, the study of whorls about a line leads us to hyperbolic reflections preserving a BLT-set of Q(4, q).     

Shape preservation regions for six-dimensional spaces

We analyze the critical length for design purposes of six-dimensional spaces invariant under translations and reflections containing the functions 1, cos t and sin t. These spaces also contain the first degree polynomials as well as trigonometric and/or hyperbolic functions. We identify the spaces whose critical length for design purposes is greater than 2π and find its maximum 4π. By a change of variables, two biparametric families of spaces arise. We call shape preservation region to the set of admissible parameters in order that the space has shape preserving representations for curves. We describe the shape preserving regions for both families. To our friend Mariano Gasca on occasion of his 60th birthday Research partially supported by the Spanish Research Grant MTM2006-03388, by Gobierno de Aragón and Fondo Social Europeo.     

Ageing of wet-synthesized oxide powders

Wet chemical synthesis of precursor oxide ceramics is a method to obtain small particulate powders. Such powders are far more prone to ageing in air than more traditional precursors. Thermogravimetric analysis is used to highlight the species responsible for the ageing of ceramic precursors. Indeed water and carbon dioxide are observed to evolve from aged powders. Ceramics obtained from aged precursors can reach a very low final density with respect to the theoretical value. A large degree of the original sintering properties can be recovered after washing the aged powders with ethanol in a basic medium.     

Dynamic Nonlinear Modelization of Operational Supply Chain Systems

Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. To realize this, a dynamic modelling approach for characterizing supply chain activities is opportune, so as to plan efficiently the set of activities over a distributed network in a formal and scientific way. The dynamical system will result so complex that it is not generally possible to specify the functional forms and the parameters of interest, relating outputs to inputs, states and stochastic terms by experiential specification methods. Thus the algorithm that will presented is Data Driven, determining simultaneously the functional forms, the parameters and the optimal control policy from the data available for the supply chain. The aim of this paper is to present this methodology, by considering dynamical aspects of the system, the presence of nonlinear relationships and unbiased estimation procedures to quantify these relations, leading to a nonlinear and stochastic dynamical system representation of the SCM problem. Moreover, the convergence of the algorithm will be proved and the satisfaction of the required statistical conditions demonstrated. Thus SCM problems may be formulated as formal scientific procedures, with well defined algorithms and a precise calculation sequence to determine the best alternative to enact. A “Certainty equivalent principle” will be indicated to ensure that the effects of the inevitable uncertainties will not lead to indeterminate results, allowing the formulation of demonstrably asymptotically optimal management plans.