Artificial immune systems can find arbitrarily good approximations for the NP-hard number partitioning problem

Typical artificial immune system (AIS) operators such as hypermutations with mutation potential and ageing allow to efficiently overcome local optima from which evolutionary algorithms (EAs) struggle to escape. Such behaviour has been shown for artificial example functions constructed especially to show difficulties that EAs may encounter during the optimisation process. However, no evidence is available indicating that these two operators have similar behaviour also in more realistic problems. In this paper we perform an analysis for the standard NP-hard Partition problem from combinatorial optimisation and rigorously show that hypermutations and ageing allow AISs to efficiently escape from local optima where standard EAs require exponential time. As a result we prove that while EAs and random local search (RLS) may get trapped on 4/3 approximations, AISs find arbitrarily good approximate solutions of ratio (1+) within n(−(2/)−1)(1 − )−2e322/ + 2n322/ + 2n3 function evaluations in expectation. This expectation is polynomial in the problem size and exponential only in 1/

Viral systems : a new bio-inspired optimisation approach

The paper presents a new approach to deal with combinatorial problems. It makes use of a biological analogy inspired by the performance of viruses. The replication mechanism, as well as the hosts’ infection processes is used to generate a metaheuristic that allows the obtention of valuable results. The viral system (VS) theoretical context is described and it is applied to a library of medium-to-large-sized cases of the Steiner problem for which the optimal solution is known. The method is compared with the metaheuristics that have provided the best results for the Steiner problem. The VS provides better solutions than genetic algorithms and certain tabu search approaches. For the most sophisticated tabu search approaches (the best metaheuristic approximations to the Steiner problem solution) VS provides solutions of similar quality

Artificial Immune Systems can find arbitrarily good approximations for the NP-Hard partition problem

Typical Artificial Immune System (AIS) operators such as hypermutations with mutation potential and ageing allow to efficiently overcome local optima from which Evolutionary Algorithms (EAs) struggle to escape. Such behaviour has been shown for artificial example functions such as Jump, Cliff or Trap constructed especially to show difficulties that EAs may encounter during the optimisation process. However, no evidence is available indicating that similar effects may also occur in more realistic problems. In this paper we perform an analysis for the standard NP-Hard Partition problem from combinatorial optimisation and rigorously show that hypermutations and ageing allow AISs to efficiently escape from local optima where standard EAs require exponential time. As a result we prove that while EAs and Random Local Search may get trapped on 4/3 approximations, AISs find arbitrarily good approximate solutions of ratio ( 1+ϵ ) for any constant ϵ within a time that is polynomial in the problem size and exponential only in 1/ϵ

Nature inspired computational intelligence for financial contagion modelling

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Financial contagion refers to a scenario in which small shocks, which initially affect only a few financial institutions or a particular region of the economy, spread to the rest of the financial sector and other countries whose economies were previously healthy. This resembles the “transmission” of a medical disease. Financial contagion happens both at domestic level and international level. At domestic level, usually the failure of a domestic bank or financial intermediary triggers transmission by defaulting on inter-bank liabilities, selling assets in a fire sale, and undermining confidence in similar banks. An example of this phenomenon is the failure of Lehman Brothers and the subsequent turmoil in the US financial markets. International financial contagion happens in both advanced economies and developing economies, and is the transmission of financial crises across financial markets. Within the current globalise financial system, with large volumes of cash flow and cross-regional operations of large banks and hedge funds, financial contagion usually happens simultaneously among both domestic institutions and across countries. There is no conclusive definition of financial contagion, most research papers study contagion by analyzing the change in the variance-covariance matrix during the period of market turmoil. King and Wadhwani (1990) first test the correlations between the US, UK and Japan, during the US stock market crash of 1987. Boyer (1997) finds significant increases in correlation during financial crises, and reinforces a definition of financial contagion as a correlation changing during the crash period. Forbes and Rigobon (2002) give a definition of financial contagion. In their work, the term interdependence is used as the alternative to contagion. They claim that for the period they study, there is no contagion but only interdependence. Interdependence leads to common price movements during periods both of stability and turmoil. In the past two decades, many studies (e.g. Kaminsky et at., 1998; Kaminsky 1999) have developed early warning systems focused on the origins of financial crises rather than on financial contagion. Further authors (e.g. Forbes and Rigobon, 2002; Caporale et al, 2005), on the other hand, have focused on studying contagion or interdependence. In this thesis, an overall mechanism is proposed that simulates characteristics of propagating crisis through contagion. Within that scope, a new co-evolutionary market model is developed, where some of the technical traders change their behaviour during crisis to transform into herd traders making their decisions based on market sentiment rather than underlying strategies or factors. The thesis focuses on the transformation of market interdependence into contagion and on the contagion effects. The author first build a multi-national platform to allow different type of players to trade implementing their own rules and considering information from the domestic and a foreign market. Traders’ strategies and the performance of the simulated domestic market are trained using historical prices on both markets, and optimizing artificial market’s parameters through immune - particle swarm optimization techniques (I-PSO). The author also introduces a mechanism contributing to the transformation of technical into herd traders. A generalized auto-regressive conditional heteroscedasticity - copula (GARCH-copula) is further applied to calculate the tail dependence between the affected market and the origin of the crisis, and that parameter is used in the fitness function for selecting the best solutions within the evolving population of possible model parameters, and therefore in the optimization criteria for contagion simulation. The overall model is also applied in predictive mode, where the author optimize in the pre-crisis period using data from the domestic market and the crisis-origin foreign market, and predict in the crisis period using data from the foreign market and predicting the affected domestic market

The germinal centre artificial immune system

This thesis deals with the development and evaluation of the Germinal centre artificial immune system (GC-AIS) which is a novel artificial immune system based on advancements in the understanding of the germinal centre reaction of the immune system. The key research questions addressed in this thesis are: can an artificial immune system (AIS) be designed by taking inspiration from recent developments in immunology to tackle multi-objective optimisation problems? How can we incorporate desirable features of the immune system like diversity, parallelism and memory into this proposed AIS? How does the proposed AIS compare with other state of the art techniques in the field of multi-objective optimisation problems? How can we incorporate the learning component of the immune system into the algorithm and investigate the usefulness of memory in dynamic scenarios? The main contributions of the thesis are: • Understanding the behaviour and performance of the proposed GC-AIS on multiobjective optimisation problems and explaining its benefits and drawbacks, by comparing it with simple baseline and state of the art algorithms. • Improving the performance of GC-AIS by incorporating a popular technique from multi-objective optimisation. By overcoming its weaknesses the capability of the improved variant to compete with the state of the art algorithms is evaluated. • Answering key questions on the usefulness of incorporating memory in GC-AIS in a dynamic scenario

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

A Novel Human-Based Meta-Heuristic Algorithm: Dragon Boat Optimization

(Aim) Dragon Boat Racing, a popular aquatic folklore team sport, is traditionally held during the Dragon Boat Festival. Inspired by this event, we propose a novel human-based meta-heuristic algorithm called dragon boat optimization (DBO) in this paper. (Method) It models the unique behaviors of each crew member on the dragon boat during the race by introducing social psychology mechanisms (social loafing, social incentive). Throughout this process, the focus is on the interaction and collaboration among the crew members, as well as their decision-making in different situations. During each iteration, DBO implements different state updating strategies. By modelling the crew's behavior and adjusting the state updating strategies, DBO is able to maintain high-performance efficiency. (Results) We have tested the DBO algorithm with 29 mathematical optimization problems and 2 structural design problems. (Conclusion) The experimental results demonstrate that DBO is competitive with state-of-the-art meta-heuristic algorithms as well as conventional methods