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Smart Engineering System Design

Neural Networks, Fuzzy Logic, Evolutionary Programming, Data Mining and Complex Systems : Proceedings of the Artificial Neural Networks in Engineering Conference (ANNIE 2001), Held November 4-7, 2001, in St. Louis, Missouri, U.S.A.

Neural Networks, Fuzzy Logic, Evolutionary Programming, Data Mining and
Complex Systems : Proceedings of the Artificial Neural Networks in Engineering
Conference (ANNIE 2001), Held November 4-7, 2001, in St. Louis, Missouri,
U.S.A.. trading, the same scenario applies as for the long trading, except now not
only is the position sold during the first sell signal after a buy, but a short position
is also taken (selling borrowed shares, hoping to buy them back at a lower cost).
When the ...

Genetic And Evolutionary Computation- GECCO 2004

Genetic And Evolutionary Computation Conference, Seattle, Wa, Usa, June 26-30, 2004, Proceedings

MostMOEAsuseadistancemetricorothercrowdingmethodinobjectivespaceinorder to maintain diversity for the non-dominated solutions on the Pareto optimal front. By ensuring diversity among the non-dominated solutions, it is possible to choose from a variety of solutions when attempting to solve a speci?c problem at hand. Supposewehavetwoobjectivefunctionsf (x)andf (x).Inthiscasewecande?ne 1 2 thedistancemetricastheEuclideandistanceinobjectivespacebetweentwoneighboring individuals and we thus obtain a distance given by 2 2 2 d (x, x )= f (x )?f (x )] + f (x )?f (x )] . (1) 1 2 1 1 1 2 2 1 2 2 f wherex andx are two distinct individuals that are neighboring in objective space. If 1 2 2 2 the functions are badly scaled, e.g. ?f (x)] ?f (x)], the distance metric can be 1 2 approximated to 2 2 d (x, x )? f (x )?f (x )] . (2) 1 2 1 1 1 2 f Insomecasesthisapproximationwillresultinanacceptablespreadofsolutionsalong the Pareto front, especially for small gradual slope changes as shown in the illustrated example in Fig. 1. 1.0 0.8 0.6 0.4 0.2 0 0 20 40 60 80 100 f 1 Fig.1.Forfrontswithsmallgradualslopechangesanacceptabledistributioncanbeobtainedeven if one of the objectives (in this casef ) is neglected from the distance calculations. 2 As can be seen in the ?gure, the distances marked by the arrows are not equal, but the solutions can still be seen to cover the front relatively well.

Genetic And Evolutionary Computation Conference, Seattle, Wa, Usa, June 26-
30, 2004, Proceedings Kalyanmoy Deb. A 10 × 10 board requires a neural
network with 100 inputs and 100 outputs, but is still simple enough to be solved
without ...