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.     

光传送网中结合传输损伤的路由和波长分配

在波长路由光网优化设计的过程中考虑了物理传输损伤造成的限制,提出了一种联合优化思路.将光信号在传输过程中的物理损伤作为问题公式的另一维约束,给出了相应的启发式算法,并按照由粗到细的机制对所提出的思路做了相应的评估,同时对负荷平衡问题作了初步的分析.数值结果表明这种算法可以获得与优化值相近的波长需求解,并且能够保证网络的传输性能,其业务分布随着备选路径的增加而趋向均衡.     

基于约束优化的联想记忆模型学习算法

本文提出了一种对称互连神经元网络的学习策略,利用全局约束优化方法确定连接权。优化过程采用了梯度下降技术。这种学习算法可以保证训练样本成为系统的稳定吸引子,并且具有优化意义上的最大吸引域。本文讨论了网络的存储容量,训练样本的渐近稳定性和吸引域大小。计算机实验结果说明了学习算法的优越性。     

TEMIC射频卡的速率自适应读卡算法

提出种基于TEMIC射频卡Manchester编码的速率自适应读卡算法,并对该算法进行了说明和示例。     

A parallel version of the preconditioned conjugate gradient method for boundary element equations

The parallel version of precondition techniques is developed for matrices arising from the Galerkin boundary element method for two-dimensional domains with Dirichlet boundary conditions. Results were obtained for implementations on a transputer network as well as on an nCUBE-2 parallel computer showing that iterative solution methods are very well suited for a MIMD computer. A comparison of numerical results for iterative and direct solution methods is presented and underlines the superiority of iterative methods for large systems.     

Analysis and implementation of cross sync period underwater acoustical positioning techniques for underwater targets

I.IlltroductionWhenanactiveunderwateracousticalpositioningsystemissearchingforanunderwatertarget,itisnecessaryforittocompleteatransmittingandreceivingcycIewithineachworkingperiodinordertofindoutthelocationofthetargetcorrectly.Forexample,whenanunder-wateracoustica1synchronouspositioningsystemistrackinganunderwatertargetwithagivensynchr0nizingperiod,thepropagati0ntimeofthepositioningsignaltravellingfr0mthetaJrgettothearrayofthesystemshouldbelessthanthesynchronizingperiod0therwisetargetdis-tance…     

一种放射CT重建的鲁棒估计算法

放射CT的重建问题可以归结为一种基于泊松分布的最大似然估计（MuxnimumLikelihood,ML），其中最著名的如EM算法[1]，这种算法存在的问题是鲁棒性不强，当观测数据中存在一些出格点（outlier）（如2％）时，EM算法的性能就变得很差。本文分析了算法性能变差的原因，将泊松分布近似为高斯分布后，仿照鲁律估计中的M-估计，构造了一种鲁棒性很强的EM改进算法。实验结果表明，即使在投影数据中混有10％的出格点，仍能重建出满意的结果来。     

自适应有源噪声控制的滤波-LMAD算法

本文研究了稳定非高斯环境下的自适应有源噪声控制问题，提出了滤波－ＬＭＡＤ（ｌｅａｓｔｍｅａｎａｂｓｏｌｕｔｅｄｅｖｉａｔｉｏｎ）算法及归一化滤波－ＬＭＡＤ算法，仿真结果表明，与常用的滤波－ＬＭＳ算法和归－化滤波－ＬＭＳ算法相比，本文提出了算法收敛速度更快。     

几种约束广义逆矩阵的有限算法

1引言与引理众所周知，关于非奇异方阵的正则逆的有限算法是由Faddeev大给在1949年之前提出的，这就是著名的Faddeev算法[1，P…334-336]。自从五十年代中期广义逆矩阵的研究复兴与发展以来，有不少学者提出了关于广义逆矩阵的有限算法。第一个给出关于广义逆矩     

全局最小均方算法

本文提出了一种基于全局均方误差最小准则的全局最小均方（ＴＬＭＳ）算法，在理论上分析了它的统计特性和收敛性，用数字仿真技术优良地它的性能。