Evolutionary Computation

This book presents several recent advances on Evolutionary Computation, specially evolution-based optimization methods and hybrid algorithms for several applications, from optimization and learning to pattern recognition and bioinformatics. This book also presents new algorithms based on several analogies and metafores, where one of them is based on philosophy, specifically on the philosophy of praxis and dialectics. In this book it is also presented interesting applications on bioinformatics, specially the use of particle swarms to discover gene expression patterns in DNA microarrays. Therefore, this book features representative work on the field of evolutionary computation and applied sciences. The intended audience is graduate, undergraduate, researchers, and anyone who wishes to become familiar with the latest research work on this field

Evolutionary Algorithms and Computational Methods for Derivatives Pricing

This work aims to provide novel computational solutions to the problem of derivative pricing. To achieve this, a novel hybrid evolutionary algorithm (EA) based on particle swarm optimisation (PSO) and differential evolution (DE) is introduced and applied, along with various other state-of-the-art variants of PSO and DE, to the problem of calibrating the Heston stochastic volatility model. It is found that state-of-the-art DEs provide excellent calibration performance, and that previous use of rudimentary DEs in the literature undervalued the use of these methods. The use of neural networks with EAs for approximating the solution to derivatives pricing models is next investigated. A set of neural networks are trained from Monte Carlo (MC) simulation data to approximate the closed form solution for European, Asian and American style options. The results are comparable to MC pricing, but with offline evaluation of the price using the neural networks being orders of magnitudes faster and computationally more efficient. Finally, the use of custom hardware for numerical pricing of derivatives is introduced. The solver presented here provides an energy efficient data-flow implementation for pricing derivatives, which has the potential to be incorporated into larger high-speed/low energy trading systems

A complex systems approach to education in Switzerland

The insights gained from the study of complex systems in biological, social, and engineered systems enables us not only to observe and understand, but also to actively design systems which will be capable of successfully coping with complex and dynamically changing situations. The methods and mindset required for this approach have been applied to educational systems with their diverse levels of scale and complexity. Based on the general case made by Yaneer Bar-Yam, this paper applies the complex systems approach to the educational system in Switzerland. It confirms that the complex systems approach is valid. Indeed, many recommendations made for the general case have already been implemented in the Swiss education system. To address existing problems and difficulties, further steps are recommended. This paper contributes to the further establishment complex systems approach by shedding light on an area which concerns us all, which is a frequent topic of discussion and dispute among politicians and the public, where billions of dollars have been spent without achieving the desired results, and where it is difficult to directly derive consequences from actions taken. The analysis of the education system's different levels, their complexity and scale will clarify how such a dynamic system should be approached, and how it can be guided towards the desired performance

Using MapReduce Streaming for Distributed Life Simulation on the Cloud

Distributed software simulations are indispensable in the study of large-scale life models but often require the use of technically complex lower-level distributed computing frameworks, such as MPI. We propose to overcome the complexity challenge by applying the emerging MapReduce (MR) model to distributed life simulations and by running such simulations on the cloud. Technically, we design optimized MR streaming algorithms for discrete and continuous versions of Conway’s life according to a general MR streaming pattern. We chose life because it is simple enough as a testbed for MR’s applicability to a-life simulations and general enough to make our results applicable to various lattice-based a-life models. We implement and empirically evaluate our algorithms’ performance on Amazon’s Elastic MR cloud. Our experiments demonstrate that a single MR optimization technique called strip partitioning can reduce the execution time of continuous life simulations by 64%. To the best of our knowledge, we are the first to propose and evaluate MR streaming algorithms for lattice-based simulations. Our algorithms can serve as prototypes in the development of novel MR simulation algorithms for large-scale lattice-based a-life models.https://digitalcommons.chapman.edu/scs_books/1014/thumbnail.jp

Task Allocation in Foraging Robot Swarms:The Role of Information Sharing

Autonomous task allocation is a desirable feature of robot swarms that collect and deliver items in scenarios where congestion, caused by accumulated items or robots, can temporarily interfere with swarm behaviour. In such settings, self-regulation of workforce can prevent unnecessary energy consumption. We explore two types of self-regulation: non-social, where robots become idle upon experiencing congestion, and social, where robots broadcast information about congestion to their team mates in order to socially inhibit foraging. We show that while both types of self-regulation can lead to improved energy efficiency and increase the amount of resource collected, the speed with which information about congestion flows through a swarm affects the scalability of these algorithms

Quantitative Techniques in Participatory Forest Management

Forest management has evolved from a mercantilist view to a multi-functional one that integrates economic, social, and ecological aspects. However, the issue of sustainability is not yet resolved. Quantitative Techniques in Participatory Forest Management brings together global research in three areas of application: inventory of the forest variables that determine the main environmental indices, description and design of new environmental indices, and the application of sustainability indices for regional implementations. All these quantitative techniques create the basis for the development of scientific methodologies of participatory sustainable forest management