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

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

A Genetic-Algorithm-Based Approach for Optimizing Tool Utilization and Makespan in FMS Scheduling

This paper proposes a genetic algorithm approach to solve the identical parallel machines problem with tooling constraints in job shop flexible manufacturing systems (JS-FMSs) with the consideration of tool wear. The approach takes into account the residual useful life of tools and allocates a set of jobs with specific processing times and tooling requirements on identical parallel machines. Two metrics are introduced to evaluate the scheduling decisions and optimize the scheduling process, with the competitive goal of maximizing tool utilization and minimizing production makespan. The proposed approach searches for a set of optimal solutions on the Pareto front that offers the best possible balance between these two objectives, achieving optimal local performance in terms of both makespan and tool utilization. The approach is implemented with a customized genetic algorithm and validated on a real case study from a company operating in the aerospace sector, which confirms its effectiveness in increasing tool utilization and reducing the makespan. The results show that the proposed approach has significant practical implications for the manufacturing industry, particularly in the production of high-value materials such as those in the aerospace sector that require costly tools. This paper contributes to the operational research community by providing advanced scheduling algorithms that can optimize both the makespan and the tool utilization concurrently, improving production efficiency and maintaining competitiveness in the manufacturing industry

XML-based genetic rules for scene boundary detection in a parallel processing environment

Genetic programming is based on Darwinian evolutionary theory that suggests that the best solution for a problem can be evolved by methods of natural selection of the fittest organisms in a population. These principles are translated into genetic programming by populating the solution space with an initial number of computer programs that can possibly solve the problem and then evolving the programs by means of mutation, reproduction and crossover until a candidate solution can be found that is close to or is the optimal solution for the problem. The computer programs are not fully formed source code but rather a derivative that is represented as a parse tree. The initial solutions are randomly generated and set to a certain population size that the system can compute efficiently. Research has shown that better solutions can be obtained if 1) the population size is increased and 2) if multiple runs are performed of each experiment. If multiple runs are initiated on many machines the probability of finding an optimal solution are increased exponentially and computed more efficiently. With the proliferation of the web and high speed bandwidth connections genetic programming can take advantage of grid computing to both increase population size and increasing the number of runs by utilising machines connected to the web. Using XML-Schema as a global referencing mechanism for defining the parameters and syntax of the evolvable computer programs all machines can synchronise ad-hoc to the ever changing environment of the solution space. Another advantage of using XML is that rules are constructed that can be transformed by XSLT or DOM tree viewers so they can be understood by the GP programmer. This allows the programmer to experiment by manipulating rules to increase the fitness of a rule and evaluate the selection of parameters used to define a solution

Cloud computing resource scheduling and a survey of its evolutionary approaches

A disruptive technology fundamentally transforming the way that computing services are delivered, cloud computing offers information and communication technology users a new dimension of convenience of resources, as services via the Internet. Because cloud provides a finite pool of virtualized on-demand resources, optimally scheduling them has become an essential and rewarding topic, where a trend of using Evolutionary Computation (EC) algorithms is emerging rapidly. Through analyzing the cloud computing architecture, this survey first presents taxonomy at two levels of scheduling cloud resources. It then paints a landscape of the scheduling problem and solutions. According to the taxonomy, a comprehensive survey of state-of-the-art approaches is presented systematically. Looking forward, challenges and potential future research directions are investigated and invited, including real-time scheduling, adaptive dynamic scheduling, large-scale scheduling, multiobjective scheduling, and distributed and parallel scheduling. At the dawn of Industry 4.0, cloud computing scheduling for cyber-physical integration with the presence of big data is also discussed. Research in this area is only in its infancy, but with the rapid fusion of information and data technology, more exciting and agenda-setting topics are likely to emerge on the horizon

Multi-Objective Big Data Optimization with jMetal and Spark

Big Data Optimization is the term used to refer to optimization problems which have to manage very large amounts of data. In this paper, we focus on the parallelization of metaheuristics with the Apache Spark cluster computing system for solving multi-objective Big Data Optimization problems. Our purpose is to study the influence of accessing data stored in the Hadoop File System (HDFS) in each evaluation step of a metaheuristic and to provide a software tool to solve these kinds of problems. This tool combines the jMetal multi-objective optimization framework with Apache Spark. We have carried out experiments to measure the performance of the proposed parallel infrastructure in an environment based on virtual machines in a local cluster comprising up to 100 cores. We obtained interesting results for computational e ort and propose guidelines to face multi-objective Big Data Optimization problems.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

Pipelined genetic propagation

© 2015 IEEE.Genetic Algorithms (GAs) are a class of numerical and combinatorial optimisers which are especially useful for solving complex non-linear and non-convex problems. However, the required execution time often limits their application to small-scale or latency-insensitive problems, so techniques to increase the computational efficiency of GAs are needed. FPGA-based acceleration has significant potential for speeding up genetic algorithms, but existing FPGA GAs are limited by the generational approaches inherited from software GAs. Many parts of the generational approach do not map well to hardware, such as the large shared population memory and intrinsic loop-carried dependency. To address this problem, this paper proposes a new hardware-oriented approach to GAs, called Pipelined Genetic Propagation (PGP), which is intrinsically distributed and pipelined. PGP represents a GA solver as a graph of loosely coupled genetic operators, which allows the solution to be scaled to the available resources, and also to dynamically change topology at run-time to explore different solution strategies. Experiments show that pipelined genetic propagation is effective in solving seven different applications. Our PGP design is 5 times faster than a recent FPGA-based GA system, and 90 times faster than a CPU-based GA system

Efficient methods of automatic calibration for rainfall-runoff modelling in the Floreon+ system

Calibration of rainfall-runoff model parameters is an inseparable part of hydrological simulations. To achieve more accurate results of these simulations, it is necessary to implement an efficient calibration method that provides sufficient refinement of the model parameters in a reasonable time frame. In order to perform the calibration repeatedly for large amount of data and provide results of calibrated model simulations for the flood warning process in a short time, the method also has to be automated. In this paper, several local and global optimization methods are tested for their efficiency. The main goal is to identify the most accurate method for the calibration process that provides accurate results in an operational time frame (typically less than 1 hour) to be used in the flood prediction Floreon(+) system. All calibrations were performed on the measured data during the rainfall events in 2010 in the Moravian-Silesian region (Czech Republic) using our in-house rainfall-runoff model.Web of Science27441339