Foundations in Grammatical Evolution for Dynamic Environments

ISBN-13: 9783642003134 / Angielski / Twarda / 2009 / 189 str.

Ian Dempsey; Michael O'Neill; Anthony Brabazon

Opis

Dynamic environments abound, encompassing many real-world problems in fields as diverse as finance, engineering, biology and business. A vibrant research literature has emerged which takes inspiration from evolutionary processes to develop problem-solvers for these environments. 'Foundations in Grammatical Evolution for Dynamic Environments' is a cutting edge volume illustrating current state of the art in applying grammar-based evolutionary computation to solve real-world problems in dynamic environments. The book provides a clear introduction to dynamic environments and the types of change that can occur. This is followed by a detailed description of evolutionary computation, concentrating on the powerful Grammatical Evolution methodology. It continues by addressing fundamental issues facing all Evolutionary Algorithms in dynamic problems, such as how to adapt and generate constants, how to enhance evolvability and maintain diversity. Finally, the developed methods are illustrated with application to the real-world dynamic problem of trading on financial time-series. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, who are seeking to apply grammar-based evolutionary algorithms to solve problems in dynamic environments. 'Foundations in Grammatical Evolution for Dynamic Environments' is the second book dedicated to the topic of Grammatical Evolution.

Spis treści

Grammatical Evolution.- Survey of EC in Dynamic Environments.- GE in Dynamic Environments.- Constant Creation and Adaptation in Grammatical Evolution.- Constant Creation with meta-Grammars.- Controlled Static Trading with GE.- Adaptive Dynamic Trading with GE.- Conclusions and the Future.

O autorze

Anthony Brabazon [B. Comm (UCD), DPA (UCD), Dip Stats (Dub), MS (Statistics) (Stanford), MS (Operations Research) (Stanford), MBA (Heriot-Watt), DBA (Kingston), FCA, ACMA] lectures at University College Dublin. His research interests include mathematical decision models, evolutionary computation, and the application of computational intelligence to the domain of finance. He has published in excess of 100 papers in journals, conferences and professional publications, and has been a member of the programme committee at both EuroGP and GECCO conferences, as well as acting as reviewer for several journals. He has also acted as consultant to a wide range of public and private companies in several countries. He currently serves as a member of the CCAB (Ireland) Consultative Committee on Accounting Standards, and is a former Secretary and Treasurer of the Irish Accounting and Finance Association. Prior to joining UCD, he worked in the banking sector, and for KPMG.
Michael O'Neill [BSc. (UCD), PhD (UL)] is a lecturer in the Department of Computer Science and Information Systems at the University of Limerick. He has over 70 publications on biologically inspired algorithms (BIAs). He coauthored the Springer title "Grammatical Evolution -- Evolutionary Automatic Programming in an Arbitrary Language", Genetic Programming Series, 2003, 160 pp., ISBN 1-4020-7444-1. He is one of the two original developers of the Grammatical Evolution algorithm, research that spawned an annual invited tutorial at the largest evolutionary computation conference and an international workshop, and is also on a number of relevant organising committees (e.g., GECCO 2005). Michael is a regular reviewer for the leading evolutionary computation (EC) journals, namely IEEE Trans. on Evolutionary Computation, MIT Press's Evolutionary Computation, and Springer's Genetic Programming and Evolvable Hardware journal.

Blurb

Dynamic environments abound, encompassing many real-world problems in fields as diverse as finance, engineering, biology and business. A vibrant research literature has emerged which takes inspiration from evolutionary processes to develop problem-solvers for these environments.

'Foundations in Grammatical Evolution for Dynamic Environments' is a cutting edge volume illustrating current state of the art in applying grammar-based evolutionary computation to solve real-world problems in dynamic environments. The book provides a clear introduction to dynamic environments and the types of change that can occur in them. This is followed by a detailed description of evolutionary computation, concentrating on the powerful Grammatical Evolution methodology. It continues by addressing fundamental issues facing all Evolutionary Algorithms in dynamic problems, such as how to adapt and generate constants, how to enhance evolvability and maintain diversity. Finally, the developed methods are illustrated with application to the real-world dynamic problem of trading on financial time-series.

The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, who are seeking to apply grammar-based evolutionary algorithms to solve problems in dynamic environments. 'Foundations in Grammatical Evolution for Dynamic Environments' is the second book dedicated to the topic of Grammatical Evolution.