Cartesian genetic programming for trading: a preliminary investigation

In this paper, a preliminary investigation of Cartesian Genetic Programming (CGP) for algorithmic intraday trading is conducted. CGP is a recent new variant of genetic programming that differs from traditional approaches in a number of ways, including being able to evolve programs with limited size and with multiple outputs. CGP is used to evolve a predictor for intraday price movements, and trading strategies using the evolved predictors are evaluated along three dimensions (return, maximum drawdown and recovery factor) and against four different financial datasets (the Euro/US dollar exchange rate and the Dow Jones Industrial Average during periods from 2006 and 2010). We show that CGP is capable in many instances of evolving programs that, when used as trading strategies, lead to modest positive returns

Self-repair ability of evolved self-assembling systems in cellular automata

Self-repairing systems are those that are able to reconfigure themselves following disruptions to bring them back into a defined normal state. In this paper we explore the self-repair ability of some cellular automata-like systems, which differ from classical cellular automata by the introduction of a local diffusion process inspired by chemical signalling processes in biological development. The update rules in these systems are evolved using genetic programming to self-assemble towards a target pattern. In particular, we demonstrate that once the update rules have been evolved for self-assembly, many of those update rules also provide a self-repair ability without any additional evolutionary process aimed specifically at self-repair

"Going back to our roots": second generation biocomputing

Researchers in the field of biocomputing have, for many years, successfully "harvested and exploited" the natural world for inspiration in developing systems that are robust, adaptable and capable of generating novel and even "creative" solutions to human-defined problems. However, in this position paper we argue that the time has now come for a reassessment of how we exploit biology to generate new computational systems. Previous solutions (the "first generation" of biocomputing techniques), whilst reasonably effective, are crude analogues of actual biological systems. We believe that a new, inherently inter-disciplinary approach is needed for the development of the emerging "second generation" of bio-inspired methods. This new modus operandi will require much closer interaction between the engineering and life sciences communities, as well as a bidirectional flow of concepts, applications and expertise. We support our argument by examining, in this new light, three existing areas of biocomputing (genetic programming, artificial immune systems and evolvable hardware), as well as an emerging area (natural genetic engineering) which may provide useful pointers as to the way forward.Comment: Submitted to the International Journal of Unconventional Computin

Born to learn: The inspiration, progress, and future of evolved plastic artificial neural networks

Biological plastic neural networks are systems of extraordinary computational capabilities shaped by evolution, development, and lifetime learning. The interplay of these elements leads to the emergence of adaptive behavior and intelligence. Inspired by such intricate natural phenomena, Evolved Plastic Artificial Neural Networks (EPANNs) use simulated evolution in-silico to breed plastic neural networks with a large variety of dynamics, architectures, and plasticity rules: these artificial systems are composed of inputs, outputs, and plastic components that change in response to experiences in an environment. These systems may autonomously discover novel adaptive algorithms, and lead to hypotheses on the emergence of biological adaptation. EPANNs have seen considerable progress over the last two decades. Current scientific and technological advances in artificial neural networks are now setting the conditions for radically new approaches and results. In particular, the limitations of hand-designed networks could be overcome by more flexible and innovative solutions. This paper brings together a variety of inspiring ideas that define the field of EPANNs. The main methods and results are reviewed. Finally, new opportunities and developments are presented

Modeling Life as Cognitive Info-Computation

This article presents a naturalist approach to cognition understood as a network of info-computational, autopoietic processes in living systems. It provides a conceptual framework for the unified view of cognition as evolved from the simplest to the most complex organisms, based on new empirical and theoretical results. It addresses three fundamental questions: what cognition is, how cognition works and what cognition does at different levels of complexity of living organisms. By explicating the info-computational character of cognition, its evolution, agent-dependency and generative mechanisms we can better understand its life-sustaining and life-propagating role. The info-computational approach contributes to rethinking cognition as a process of natural computation in living beings that can be applied for cognitive computation in artificial systems.Comment: Manuscript submitted to Computability in Europe CiE 201