Recently Guo Tao proposed a stochastic search algorithm in his PhD thesis for solving function optimization problems. He combined the subspace search method (a general multi-parent recombination strategy) with the pop...Recently Guo Tao proposed a stochastic search algorithm in his PhD thesis for solving function optimization problems. He combined the subspace search method (a general multi-parent recombination strategy) with the population hill-climbing method. The former keeps a global search for overall situation, and the latter keeps the convergence of the algorithm. Guo's algorithm has many advantages, such as the simplicity of its structure, the higher accuracy of its results, the wide range of its applications, and the robustness of its use. In this paper a preliminary theoretical analysis of the algorithm is given and some numerical experiments has been done by using Guo's algorithm for demonstrating the theoretical results. Three asynchronous parallel evolutionary algorithms with different granularities for MIMD machines are designed by parallelizing Guo's Algorithm.展开更多
In this paper, the high-level knowledge of financial data modeled by ordinary differential equations (ODEs) is discovered in dynamic data by using an asynchronous parallel evolutionary modeling algorithm (APHEMA). A n...In this paper, the high-level knowledge of financial data modeled by ordinary differential equations (ODEs) is discovered in dynamic data by using an asynchronous parallel evolutionary modeling algorithm (APHEMA). A numerical example of Nasdaq index analysis is used to demonstrate the potential of APHEMA. The results show that the dynamic models automatically discovered in dynamic data by computer can be used to predict the financial trends.展开更多
基金Supported by the Natonal Natural Science Foundation of China (No. 70071042 60073043)the National 863 Hi-Tech Project of Chi
摘要Recently Guo Tao proposed a stochastic search algorithm in his PhD thesis for solving function optimization problems. He combined the subspace search method (a general multi-parent recombination strategy) with the population hill-climbing method. The former keeps a global search for overall situation, and the latter keeps the convergence of the algorithm. Guo's algorithm has many advantages, such as the simplicity of its structure, the higher accuracy of its results, the wide range of its applications, and the robustness of its use. In this paper a preliminary theoretical analysis of the algorithm is given and some numerical experiments has been done by using Guo's algorithm for demonstrating the theoretical results. Three asynchronous parallel evolutionary algorithms with different granularities for MIMD machines are designed by parallelizing Guo's Algorithm.
摘要In this paper, the high-level knowledge of financial data modeled by ordinary differential equations (ODEs) is discovered in dynamic data by using an asynchronous parallel evolutionary modeling algorithm (APHEMA). A numerical example of Nasdaq index analysis is used to demonstrate the potential of APHEMA. The results show that the dynamic models automatically discovered in dynamic data by computer can be used to predict the financial trends.