New Algorithm for Evolutionary Selection of the Dynamic Signature Global Features

2013 ◽  
pp. 113-121 ◽  
Author(s):  
Marcin Zalasiński ◽  
Krystian Łapa ◽  
Krzysztof Cpałka
Keyword(s):  
Global Features ◽  
Evolutionary Selection ◽  
Dynamic Signature ◽  
Selection Of

Evolutionary selection of neural networks satisfying leave-one-out criteria

2006 ◽  
Author(s):  
Giovanni Nardinocchi ◽  
Stanislaw Jankowski ◽  
Marco Balsi
Keyword(s):  
Neural Networks ◽  
Evolutionary Selection ◽  
Leave One Out ◽  
Selection Of

Evolutionary selection of interesting class association rules using genetic relation algorithm

2011 ◽  
Vol 6 (5) ◽  
pp. 431-440 ◽  
Author(s):  
Eloy Gonzales ◽  
Shingo Mabu ◽  
Karla Taboada ◽  
Kaoru Shimada ◽  
Kotaro Hirasawa
Keyword(s):  
Association Rules ◽  
Evolutionary Selection ◽  
Genetic Relation ◽  
Interesting Class ◽  
Selection Of

scholarly journals Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments

2012 ◽  
Vol 4 (4) ◽  
pp. 35-64 ◽  
Author(s):  
Mikhail Anufriev ◽  
Cars Hommes
Keyword(s):  
Asset Pricing ◽  
Simple Model ◽  
Predictive Power ◽  
Experimental Setting ◽  
Price Behavior ◽  
Switching Model ◽  
Evolutionary Selection ◽  
Out Of Sample ◽  
Monotonic Convergence ◽  
Selection Of

In recent “learning to forecast” experiments (Hommes et al. 2005), three different patterns in aggregate price behavior have been observed: slow monotonic convergence, permanent oscillations, and dampened fluctuations. We show that a simple model of individual learning can explain these different aggregate outcomes within the same experimental setting. The key idea is evolutionary selection among heterogeneous expectation rules, driven by their relative performance. The out-of-sample predictive power of our switching model is higher compared to the rational or other homogeneous expectations benchmarks. Our results show that heterogeneity in expectations is crucial to describe individual forecasting and aggregate price behavior. (JEL C53, C91, D83, D84, G12)

scholarly journals Evolutionary selection of expectations in positive and negative feedback markets

2011 ◽  
Vol 23 (3) ◽  
pp. 663-688 ◽  
Author(s):  
Mikhail Anufriev ◽  
Cars H. Hommes ◽  
Raoul H. S. Philipse
Keyword(s):  
Negative Feedback ◽  
Evolutionary Selection ◽  
Positive And Negative Feedback ◽  
Selection Of
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