3,945 research outputs found

    High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

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    We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

    Memetic Multilevel Hypergraph Partitioning

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    Hypergraph partitioning has a wide range of important applications such as VLSI design or scientific computing. With focus on solution quality, we develop the first multilevel memetic algorithm to tackle the problem. Key components of our contribution are new effective multilevel recombination and mutation operations that provide a large amount of diversity. We perform a wide range of experiments on a benchmark set containing instances from application areas such VLSI, SAT solving, social networks, and scientific computing. Compared to the state-of-the-art hypergraph partitioning tools hMetis, PaToH, and KaHyPar, our new algorithm computes the best result on almost all instances

    Genetic based discrete particle swarm optimization for elderly day care center timetabling

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    The timetabling problem of local Elderly Day Care Centers (EDCCs) is formulated into a weighted maximum constraint satisfaction problem (Max-CSP) in this study. The EDCC timetabling problem is a multi-dimensional assignment problem, where users (elderly) are required to perform activities that require different venues and timeslots, depending on operational constraints. These constraints are categorized into two: hard constraints, which must be fulfilled strictly, and soft constraints, which may be violated but with a penalty. Numerous methods have been successfully applied to the weighted Max-CSP; these methods include exact algorithms based on branch and bound techniques, and approximation methods based on repair heuristics, such as the min-conflict heuristic. This study aims to explore the potential of evolutionary algorithms by proposing a genetic-based discrete particle swarm optimization (GDPSO) to solve the EDCC timetabling problem. The proposed method is compared with the min-conflict random-walk algorithm (MCRW), Tabu search (TS), standard particle swarm optimization (SPSO), and a guided genetic algorithm (GGA). Computational evidence shows that GDPSO significantly outperforms the other algorithms in terms of solution quality and efficiency

    An efficient genetic algorithm for large-scale transmit power control of dense and robust wireless networks in harsh industrial environments

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    The industrial wireless local area network (IWLAN) is increasingly dense, due to not only the penetration of wireless applications to shop floors and warehouses, but also the rising need of redundancy for robust wireless coverage. Instead of simply powering on all access points (APs), there is an unavoidable need to dynamically control the transmit power of APs on a large scale, in order to minimize interference and adapt the coverage to the latest shadowing effects of dominant obstacles in an industrial indoor environment. To fulfill this need, this paper formulates a transmit power control (TPC) model that enables both powering on/off APs and transmit power calibration of each AP that is powered on. This TPC model uses an empirical one-slope path loss model considering three-dimensional obstacle shadowing effects, to enable accurate yet simple coverage prediction. An efficient genetic algorithm (GA), named GATPC, is designed to solve this TPC model even on a large scale. To this end, it leverages repair mechanism-based population initialization, crossover and mutation, parallelism as well as dedicated speedup measures. The GATPC was experimentally validated in a small-scale IWLAN that is deployed a real industrial indoor environment. It was further numerically demonstrated and benchmarked on both small- and large-scales, regarding the effectiveness and the scalability of TPC. Moreover, sensitivity analysis was performed to reveal the produced interference and the qualification rate of GATPC in function of varying target coverage percentage as well as number and placement direction of dominant obstacles. (C) 2018 Elsevier B.V. All rights reserved
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