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Investment strategies as rules for buy and sell are introduced as conditional statements involving inequalities of various moving averages. Different conditional statements on moving averages are represented as strings, en-codable as chromosomes in an approach based on genetic algorithm. The data mining of good investment strategies corresponds to the… (More)

A matrix formulation for an adaptive genetic algorithm is developed using mutation matrix and crossover matrix. Selection, mutation, and crossover are all parameter-free in the sense that the problem at a particular stage of evolution will choose the parameters automatically. This time dependent selection process was first developed in MOGA (mutation only… (More)

The effect of random news on the performance of adaptive agents as investors in stock market is modelled by genetic algorithm and measured by their portfolio values. The agents are defined by the rules evolved from a simple genetic algorithm, based on the rate of correct prediction on past data. The effects of random news are incorporated via a model of… (More)

A new adaptive genetic algorithm using mutation matrix is introduced and implemented in a single computer using the quasi-parallel time sharing algorithm for the solution of the zero/one knapsack problem. The mutation matrix M (t) is constructed using the locus statistics and the fitness distribution in a population A(t) with N rows and L columns, where N… (More)

Detecting communities in real world networks is an important problem for data analysis in science and engineering. By clustering nodes intelligently, a recursive algorithm is designed to detect community. Since the relabeling of nodes does not alter the topology of the network, the problem of community detection corresponds to the finding of a good labeling… (More)

A histogram assisted adjustment of fitness distribution in standard genetic algorithm is introduced and tested on four benchmark functions of complex landscapes, with remarkable improvement in performance, such as the substantial enhancement in the probability of detecting local minima. Numerical tests suggest that the idea of histogram assisted adjustment,… (More)