Genetic Algorithms and Genetic Programming in Computational Finance

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Publisher : Springer Science & Business Media
ISBN 13 : 1461508355
Total Pages : 491 pages
Book Rating : 4.59/5 ( download)

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Book Synopsis Genetic Algorithms and Genetic Programming in Computational Finance by : Shu-Heng Chen

Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Genetic Algorithms and Genetic Programming

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Publisher : CRC Press
ISBN 13 : 1420011324
Total Pages : 395 pages
Book Rating : 4.26/5 ( download)

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Book Synopsis Genetic Algorithms and Genetic Programming by : Michael Affenzeller

Download or read book Genetic Algorithms and Genetic Programming written by Michael Affenzeller and published by CRC Press. This book was released on 2009-04-09 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic Algorithms and Genetic Programming: Modern Concepts and Practical Applications discusses algorithmic developments in the context of genetic algorithms (GAs) and genetic programming (GP). It applies the algorithms to significant combinatorial optimization problems and describes structure identification using HeuristicLab as a platform for al

An Introduction to Genetic Algorithms

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Publisher : MIT Press
ISBN 13 : 9780262631853
Total Pages : 226 pages
Book Rating : 4.57/5 ( download)

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Book Synopsis An Introduction to Genetic Algorithms by : Melanie Mitchell

Download or read book An Introduction to Genetic Algorithms written by Melanie Mitchell and published by MIT Press. This book was released on 1998-03-02 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic algorithms have been used in science and engineering as adaptive algorithms for solving practical problems and as computational models of natural evolutionary systems. This brief, accessible introduction describes some of the most interesting research in the field and also enables readers to implement and experiment with genetic algorithms on their own. It focuses in depth on a small set of important and interesting topics—particularly in machine learning, scientific modeling, and artificial life—and reviews a broad span of research, including the work of Mitchell and her colleagues. The descriptions of applications and modeling projects stretch beyond the strict boundaries of computer science to include dynamical systems theory, game theory, molecular biology, ecology, evolutionary biology, and population genetics, underscoring the exciting "general purpose" nature of genetic algorithms as search methods that can be employed across disciplines. An Introduction to Genetic Algorithms is accessible to students and researchers in any scientific discipline. It includes many thought and computer exercises that build on and reinforce the reader's understanding of the text. The first chapter introduces genetic algorithms and their terminology and describes two provocative applications in detail. The second and third chapters look at the use of genetic algorithms in machine learning (computer programs, data analysis and prediction, neural networks) and in scientific models (interactions among learning, evolution, and culture; sexual selection; ecosystems; evolutionary activity). Several approaches to the theory of genetic algorithms are discussed in depth in the fourth chapter. The fifth chapter takes up implementation, and the last chapter poses some currently unanswered questions and surveys prospects for the future of evolutionary computation.

Genetic Algorithms + Data Structures = Evolution Programs

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Publisher : Springer Science & Business Media
ISBN 13 : 3662033151
Total Pages : 392 pages
Book Rating : 4.59/5 ( download)

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Book Synopsis Genetic Algorithms + Data Structures = Evolution Programs by : Zbigniew Michalewicz

Download or read book Genetic Algorithms + Data Structures = Evolution Programs written by Zbigniew Michalewicz and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic algorithms are founded upon the principle of evolution, i.e., survival of the fittest. Hence evolution programming techniques, based on genetic algorithms, are applicable to many hard optimization problems, such as optimization of functions with linear and nonlinear constraints, the traveling salesman problem, and problems of scheduling, partitioning, and control. The importance of these techniques is still growing, since evolution programs are parallel in nature, and parallelism is one of the most promising directions in computer science. The book is self-contained and the only prerequisite is basic undergraduate mathematics. This third edition has been substantially revised and extended by three new chapters and by additional appendices containing working material to cover recent developments and a change in the perception of evolutionary computation.

Machine Learning Control – Taming Nonlinear Dynamics and Turbulence

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Publisher : Springer
ISBN 13 : 3319406248
Total Pages : 211 pages
Book Rating : 4.44/5 ( download)

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Book Synopsis Machine Learning Control – Taming Nonlinear Dynamics and Turbulence by : Thomas Duriez

Download or read book Machine Learning Control – Taming Nonlinear Dynamics and Turbulence written by Thomas Duriez and published by Springer. This book was released on 2016-11-02 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first textbook on a generally applicable control strategy for turbulence and other complex nonlinear systems. The approach of the book employs powerful methods of machine learning for optimal nonlinear control laws. This machine learning control (MLC) is motivated and detailed in Chapters 1 and 2. In Chapter 3, methods of linear control theory are reviewed. In Chapter 4, MLC is shown to reproduce known optimal control laws for linear dynamics (LQR, LQG). In Chapter 5, MLC detects and exploits a strongly nonlinear actuation mechanism of a low-dimensional dynamical system when linear control methods are shown to fail. Experimental control demonstrations from a laminar shear-layer to turbulent boundary-layers are reviewed in Chapter 6, followed by general good practices for experiments in Chapter 7. The book concludes with an outlook on the vast future applications of MLC in Chapter 8. Matlab codes are provided for easy reproducibility of the presented results. The book includes interviews with leading researchers in turbulence control (S. Bagheri, B. Batten, M. Glauser, D. Williams) and machine learning (M. Schoenauer) for a broader perspective. All chapters have exercises and supplemental videos will be available through YouTube.

Genetic Programming III

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Publisher : Morgan Kaufmann
ISBN 13 : 9781558605435
Total Pages : 1516 pages
Book Rating : 4.36/5 ( download)

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Book Synopsis Genetic Programming III by : John R. Koza

Download or read book Genetic Programming III written by John R. Koza and published by Morgan Kaufmann. This book was released on 1999 with total page 1516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic programming (GP) is a method for getting a computer to solve a problem by telling it what needs to be done instead of how to do it. Koza, Bennett, Andre, and Keane present genetically evolved solutions to dozens of problems of design, control, classification, system identification, and computational molecular biology. Among the solutions are 14 results competitive with human-produced results, including 10 rediscoveries of previously patented inventions.

Genetic Algorithms + Data Structures = Evolution Programs

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Publisher : Springer Science & Business Media
ISBN 13 : 3662028301
Total Pages : 257 pages
Book Rating : 4.08/5 ( download)

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Book Synopsis Genetic Algorithms + Data Structures = Evolution Programs by : Zbigniew Michalewicz

Download or read book Genetic Algorithms + Data Structures = Evolution Programs written by Zbigniew Michalewicz and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'What does your Master teach?' asked a visitor. 'Nothing,' said the disciple. 'Then why does he give discourses?' 'He only points the way - he teaches nothing.' Anthony de Mello, One Minute Wisdom During the last three decades there has been a growing interest in algorithms which rely on analogies to natural processes. The emergence of massively par allel computers made these algorithms of practical interest. The best known algorithms in this class include evolutionary programming, genetic algorithms, evolution strategies, simulated annealing, classifier systems, and neural net works. Recently (1-3 October 1990) the University of Dortmund, Germany, hosted the First Workshop on Parallel Problem Solving from Nature [164]. This book discusses a subclass of these algorithms - those which are based on the principle of evolution (survival of the fittest). In such algorithms a popu lation of individuals (potential solutions) undergoes a sequence of unary (muta tion type) and higher order (crossover type) transformations. These individuals strive for survival: a selection scheme, biased towards fitter individuals, selects the next generation. After some number of generations, the program converges - the best individual hopefully represents the optimum solution. There are many different algorithms in this category. To underline the sim ilarities between them we use the common term "evolution programs" .

Genetic Algorithms and Machine Learning for Programmers

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Publisher : Pragmatic Bookshelf
ISBN 13 : 1680506587
Total Pages : 307 pages
Book Rating : 4.87/5 ( download)

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Book Synopsis Genetic Algorithms and Machine Learning for Programmers by : Frances Buontempo

Download or read book Genetic Algorithms and Machine Learning for Programmers written by Frances Buontempo and published by Pragmatic Bookshelf. This book was released on 2019-01-23 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-driving cars, natural language recognition, and online recommendation engines are all possible thanks to Machine Learning. Now you can create your own genetic algorithms, nature-inspired swarms, Monte Carlo simulations, cellular automata, and clusters. Learn how to test your ML code and dive into even more advanced topics. If you are a beginner-to-intermediate programmer keen to understand machine learning, this book is for you. Discover machine learning algorithms using a handful of self-contained recipes. Build a repertoire of algorithms, discovering terms and approaches that apply generally. Bake intelligence into your algorithms, guiding them to discover good solutions to problems. In this book, you will: Use heuristics and design fitness functions. Build genetic algorithms. Make nature-inspired swarms with ants, bees and particles. Create Monte Carlo simulations. Investigate cellular automata. Find minima and maxima, using hill climbing and simulated annealing. Try selection methods, including tournament and roulette wheels. Learn about heuristics, fitness functions, metrics, and clusters. Test your code and get inspired to try new problems. Work through scenarios to code your way out of a paper bag; an important skill for any competent programmer. See how the algorithms explore and learn by creating visualizations of each problem. Get inspired to design your own machine learning projects and become familiar with the jargon. What You Need: Code in C++ (>= C++11), Python (2.x or 3.x) and JavaScript (using the HTML5 canvas). Also uses matplotlib and some open source libraries, including SFML, Catch and Cosmic-Ray. These plotting and testing libraries are not required but their use will give you a fuller experience. Armed with just a text editor and compiler/interpreter for your language of choice you can still code along from the general algorithm descriptions.

Genetic Algorithms in Search, Optimization, and Machine Learning

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Publisher : Addison-Wesley Professional
ISBN 13 :
Total Pages : 436 pages
Book Rating : 4.34/5 ( download)

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Book Synopsis Genetic Algorithms in Search, Optimization, and Machine Learning by : David Edward Goldberg

Download or read book Genetic Algorithms in Search, Optimization, and Machine Learning written by David Edward Goldberg and published by Addison-Wesley Professional. This book was released on 1989 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: A gentle introduction to genetic algorithms. Genetic algorithms revisited: mathematical foundations. Computer implementation of a genetic algorithm. Some applications of genetic algorithms. Advanced operators and techniques in genetic search. Introduction to genetics-based machine learning. Applications of genetics-based machine learning. A look back, a glance ahead. A review of combinatorics and elementary probability. Pascal with random number generation for fortran, basic, and cobol programmers. A simple genetic algorithm (SGA) in pascal. A simple classifier system(SCS) in pascal. Partition coefficient transforms for problem-coding analysis.

Genetic Programming and Data Structures

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792381358
Total Pages : 298 pages
Book Rating : 4.51/5 ( download)

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Book Synopsis Genetic Programming and Data Structures by : W.B. Langdon

Download or read book Genetic Programming and Data Structures written by W.B. Langdon and published by Springer Science & Business Media. This book was released on 1998-04-30 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computers that `program themselves' has long been an aim of computer scientists. Recently genetic programming (GP) has started to show its promise by automatically evolving programs. Indeed in a small number of problems GP has evolved programs whose performance is similar to or even slightly better than that of programs written by people. The main thrust of GP has been to automatically create functions. While these can be of great use they contain no memory and relatively little work has addressed automatic creation of program code including stored data. This issue is the main focus of Genetic Programming, and Data Structures: Genetic Programming + Data Structures = Automatic Programming!. This book is motivated by the observation from software engineering that data abstraction (e.g., via abstract data types) is essential in programs created by human programmers. This book shows that abstract data types can be similarly beneficial to the automatic production of programs using GP. Genetic Programming and Data Structures: Genetic Programming + Data Structures = Automatic Programming! shows how abstract data types (stacks, queues and lists) can be evolved using genetic programming, demonstrates how GP can evolve general programs which solve the nested brackets problem, recognises a Dyck context free language, and implements a simple four function calculator. In these cases, an appropriate data structure is beneficial compared to simple indexed memory. This book also includes a survey of GP, with a critical review of experiments with evolving memory, and reports investigations of real world electrical network maintenance scheduling problems that demonstrate that Genetic Algorithms can find low cost viable solutions to such problems. Genetic Programming and Data Structures: Genetic Programming + Data Structures = Automatic Programming! should be of direct interest to computer scientists doing research on genetic programming, genetic algorithms, data structures, and artificial intelligence. In addition, this book will be of interest to practitioners working in all of these areas and to those interested in automatic programming.