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.     

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.     

数据加密的密码体制与DES算法

本文论述了保密通信中数据加密的密码体制，并对各种体制地行了比较，指出其优劣，重点论述了数据加密标准ＤＥＳ的算法和特点．     

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

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

对两种估计单属性关系大小方法的可信度讨论

估计两个单属性关系在连接属性上取相同值的个数的方法有两种:静态估计法和动态估计法.本文利用不精确性推理模型对这两种方法的可信度定量地进行讨论,并用具体例子进行说明.     

求Ramsey数最优下界值的递归算法

要确定每个具体的Ramsey数的数值是相当困难的,至今人们只求出了为数很少的几个Ramsey数的数值.人们在研究Ramsey数性质的同时,也在估计Ramsey数的数值,得出了某些Ramsey数的下界值,但工作进展缓慢.本文提出了一种计算Ramsey数最优下界值的递归算法,该算法利用当今关于Ramsey数的最新结果,能得出Ramsey数的目前最优下界值.1 算法描述不妨将本算法定名为G,参数个数为1个以上(可变化),算法允许递归调用,其输出值为Ramsey数的目前最优下界值.C(k_1,k_2…,k_n)表示以k_1,k_2…,k_n作为输入,通过算法G所得到的输出结果,即C(k_1,k_2…,k_n)表示的是G算出的Ramsey数N(k_1,k_2,…,k_n;2)的目前最优下界值,其中N(k_1,k_2…,k_n;2)的含意与文献[2]中有关含意相同.算法G:     

Introduction to Ant Colony Algorithm and Its Application in CIMS

Ant colony algorithm is a novel simulated ecosystem e volutionary algorithm, which is proposed firstly by Italian scholars M.Dorigo, A . Colormi and V. Maniezzo. Enlightened by the process of ants searching for food , scholars bring forward this new evolutionary algorithm. This algorithm has sev eral characteristics such as positive feedback, distributed computing and stro nger robustness. Positive feedback and distributed computing make it easier to find better solutions. Based on these characteristics...     

互补问题中Gauss-Newton方法全局收敛性的推广(英文)

研究了由Subramamian为求解互补问题提出的阻尼Gauss-Newton方法的收敛性质，在较弱的条件下，给出了一个全局收敛效果，这个结果是Subramanian PK (1993)和（1997）中相应结果的一个推广。     

利用二次贝齐尔函数的一维优化算法

本文利用贝齐尔函数良好的保型性质,将它作为拟合函数,构造了一个一维优化算法。数值实验表明,对于高度非线性的目标函数,新算法具有很强的适应性,比同类算法更有效。     

A floating-point genetic algorithm for solving the unit commitment problem

This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems.