scholarly journals Forecasting Financial Crashes: Revisit to Log-Periodic Power Law

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-12 ◽  
Author(s):  
Bingcun Dai ◽  
Fan Zhang ◽  
Domenico Tarzia ◽  
Kwangwon Ahn

We aim to provide an algorithm to predict the distribution of the critical times of financial bubbles employing a log-periodic power law. Our approach consists of a constrained genetic algorithm and an improved price gyration method, which generates an initial population of parameters using historical data for the genetic algorithm. The key enhancements of price gyration algorithm are (i) different window sizes for peak detection and (ii) a distance-based weighting approach for peak selection. Our results show a significant improvement in the prediction of financial crashes. The diagnostic analysis further demonstrates the accuracy, efficiency, and stability of our predictions.

2020 ◽  
Author(s):  
Jiawei LI ◽  
Tad Gonsalves

This paper presents a Genetic Algorithm approach to solve a specific examination timetabling problem which is common in Japanese Universities. The model is programmed in Excel VBA programming language, which can be run on the Microsoft Office Excel worksheets directly. The model uses direct chromosome representation. To satisfy hard and soft constraints, constraint-based initialization operation, constraint-based crossover operation and penalty points system are implemented. To further improve the result quality of the algorithm, this paper designed an improvement called initial population pre-training. The proposed model was tested by the real data from Sophia University, Tokyo, Japan. The model shows acceptable results, and the comparison of results proves that the initial population pre-training approach can improve the result quality.


Author(s):  
ZOHEIR EZZIANE

Probabilistic and stochastic algorithms have been used to solve many hard optimization problems since they can provide solutions to problems where often standard algorithms have failed. These algorithms basically search through a space of potential solutions using randomness as a major factor to make decisions. In this research, the knapsack problem (optimization problem) is solved using a genetic algorithm approach. Subsequently, comparisons are made with a greedy method and a heuristic algorithm. The knapsack problem is recognized to be NP-hard. Genetic algorithms are among search procedures based on natural selection and natural genetics. They randomly create an initial population of individuals. Then, they use genetic operators to yield new offspring. In this research, a genetic algorithm is used to solve the 0/1 knapsack problem. Special consideration is given to the penalty function where constant and self-adaptive penalty functions are adopted.


2021 ◽  
pp. 1-16
Author(s):  
Zhaojun Zhang ◽  
Rui Lu ◽  
Minglong Zhao ◽  
Shengyang Luan ◽  
Ming Bu

The research of path planning method based on genetic algorithm (GA) for the mobile robot has received much attention in recent years. GA, as one evolutionary computation model, mimics the process of natural evolution and genetics. The quality of the initial population plays an essential role in improving the performance of GA. However, when GA based on a random initialization method is applied to path planning problems, it will lead to the emergence of infeasible solutions and reduce the performance of the algorithm. A novel GA with a hybrid initialization method, termed NGA, is proposed to solve this problem in this paper. In the initial population, NGA first randomly selects three free grids as intermediate nodes. Then, a part of the population uses a random initialization method to obtain the complete path. The other part of the population obtains the complete path using a greedy-related method. Finally, according to the actual situation, the redundant nodes or duplicate paths in the path are deleted to avoid the redundant paths. In addition, the deletion operation and the reverse operation are also introduced to the NGA iteration process to prevent the algorithm from falling into the local optimum. Simulation experiments are carried out with other algorithms to verify the effectiveness of the NGA. Simulation results show that NGA is superior to other algorithms in convergence accuracy, optimization ability, and success rate. Besides, NGA can generate the optimal feasible paths in complex environments.


Author(s):  
Rui Manuel Morais ◽  
Armando Nolasco Pinto

The proliferation of Internet access and the appearance of new telecommunications services are originating a demand for resilient networks with extremely high capacity. Thus, topologies able to recover connections in case of failure are essential. Given the node location and the traffic matrix, the survivable topological design is the problem of determining the network topology at minimum capital expenditure such that survivability is ensured. This problem is strongly NP-hard and heuristics are traditionally used to search near-optimal solutions. The authors present a genetic algorithm for this problem. As the convergence of the genetic algorithm depends on the used operators, an analysis of their impact on the quality of the obtained solutions is presented as well. Two initial population generators, two selection methods, two crossover operators, and two population sizes are compared, and the quality of the obtained solutions is assessed using an integer linear programming model.


Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-21
Author(s):  
Thuan Thanh Nguyen ◽  
Thang Trung Nguyen ◽  
Ngoc Au Nguyen

In this paper, an effective method to determine an initial searching point (ISP) of the network reconfiguration (NR) problem for power loss reduction is proposed for improving the efficiency of the continuous genetic algorithm (CGA) to the NR problem. The idea of the method is to close each initial open switch in turn and solve power flow for the distribution system with the presence of a closed loop to choose a switch with the smallest current in the closed loop for opening. If the radial topology constraint of the distribution system is satisfied, the switch opened is considered as a control variable of the ISP. Then, ISP is attached to the initial population of CGA. The calculated results from the different distribution systems show that the proposed CGA using ISP could reach the optimal radial topology with better successful rate and obtained solution quality than the method based on CGA using the initial population generated randomly and the method based on CGA using the initial radial configuration attached to the initial population. As a result, CGA using ISP can be a favorable method for finding a more effective radial topology in operating distribution systems.


10.5772/45669 ◽  
2012 ◽  
Vol 9 (1) ◽  
pp. 19 ◽  
Author(s):  
Chien-Chou Lin ◽  
Kun-Cheng Chen ◽  
Wei-Ju Chuang

A hierarchical memetic algorithm (MA) is proposed for the path planning and formation control of swarm robots. The proposed algorithm consists of a global path planner (GPP) and a local motion planner (LMP). The GPP plans a trajectory within the Voronoi diagram (VD) of the free space. An MA with a non-random initial population plans a series of configurations along the path given by the former stage. The MA locally adjusts the robot positions to search for better fitness along the gradient direction of the distance between the swarm robots and the intermediate goals (IGs). Once the optimal configuration is obtained, the best chromosomes are reserved as the initial population for the next generation. Since the proposed MA has a non-random initial population and local searching, it is more efficient and the planned path is faster compared to a traditional genetic algorithm (GA). The simulation results show that the proposed algorithm works well in terms of path smoothness and computation efficiency.


2013 ◽  
Vol 365-366 ◽  
pp. 194-198 ◽  
Author(s):  
Mei Ni Guo

mprove the existing genetic algorithm, make the vehicle path planning problem solving can be higher quality and faster solution. The mathematic model for study of VRP with genetic algorithms was established. An improved genetic algorithm was proposed, which consist of a new method of initial population and partheno genetic algorithm revolution operation.Exploited Computer Aided Platform and Validated VRP by simulation software. Compared this improved genetic algorithm with the existing genetic algorithm and approximation algorithms through an example, convergence rate Much faster and the Optimal results from 117.0km Reduced to 107.8km,proved that this article improved genetic algorithm can be faster to reach an optimal solution. The results showed that the improved GA can keep the variety of cross and accelerate the search speed.


VLSI Design ◽  
1996 ◽  
Vol 5 (1) ◽  
pp. 77-87 ◽  
Author(s):  
C. P. Ravikumar ◽  
V. Saxena

In this paper, we describe TOGAPS, a Testability-Oriented Genetic Algorithm for Pipeline Synthesis. The input to TOGAPS is an unscheduled data flow graph along with a specification of the desired pipeline latency. TOGAPS generates a register-level description of a datapath which is near-optimal in terms of area, meets the latency requirement, and is highly testable. Genetic search is employed to explore a 3-D search space, the three dimensions being the chip area, average latency, and the testability of the datapath. Testability of a design is evaluated by counting the number of self-loops in the structure graph of the data path. Each design is characterized by a four-tuple consisting of (i) the latency and schedule information, (ii) the module allocation, (iii) operation-to-module binding, and (iv) value-to-register binding. Accordingly, we maintain the population of designs in a hierarchical manner. The topmost level of this hierarchy consists of the latency and schedule information, which together characterize the timing performance of the design. The middle level of the hierarchy consists of a number of allocations for a given latency/schedule duplet. The lowest level of the hierarchy consists of a number of bindings for a specific latency/schedule/ allocation. An initial population of designs is constructed from the given data flow graph using different latency cycles whose average latency is in the specified range. Multiple scheduling heuristics are used to generate schedules for the DFG. For each of the resulting scheduled data flow graphs, we decide on an allocation of modules and registers based on a lower bound estimated using the schedule and latency information. The operation-to-module binding and the value-to-register binding are then carried out. A fitness measure is evaluated for each of the resulting data paths; this fitness measure includes one component for each of the three search dimensions. Crossover and mutation operators are used to generate new designs from the current set of parent designs. The crossover operator attempts to combine the properties of two designs. The mutation operators include addition and deletion of pure delays before scheduling, as well as changes in the register and module allocation prior to binding. The genetic algorithm applies the rule of the survival of the fittest to obtain nearoptimal solution to the otherwise intractable problem of data path synthesis. We have implemented TOGAPS on a Sun/SPARC 10 and studied its performance on a number of benchmark examples. Results indicate that TOGAPS finds area-optimal datapaths for the specified latency cycle, while reducing the number of self-loops in the data path.


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