Applications of Genetic Programming to Finance and Economics: Past, Present, Future

While the origins of Genetic Programming (GP) stretch back over fifty years, the field of GP was invigorated by John Koza’s popularisation of the methodology in the 1990s. A particular feature of the GP literature since then has been a strong interest in the application of GP to real-world problem domains. One application domain which has attracted significant attention is that of finance and economics, with several hundred papers from this subfield being listed in the Genetic Programming Bibliography. In this article we outline why finance and economics has been a popular application area for GP and briefly indicate the wide span of this work. However, despite this research effort there is relatively scant evidence of the usage of GP by the mainstream finance community in academia or industry. We speculate why this may be the case, describe what is needed to make this research more relevant from a finance perspective, and suggest some future directions for the application of GP in finance and economics

A Quality-Diversity Approach to Evolving a Repertoire of Diverse Behaviour-Trees in Robot Swarms

Designing controllers for a swarm of robots such that collaborative behaviour emerges at the swarm level is known to be challenging. Evolutionary approaches have proved promising, with attention turning more recently to evolving repertoires of diverse behaviours that can be used to compose heterogeneous swarms or mitigate against faults. Here we extend existing work by combining a Quality-Diversity algorithm (MAP-Elites) with a Genetic-Programming (GP) algorithm to evolve repertoires of behaviour-trees that define the robot controllers. We compare this approach with two variants of GP, one of which uses an implicit diversity method. Our results show that the QD approach results in larger and more diverse repertoires than the other methods with no loss in quality with respect to the best solutions found. Given that behaviour-trees have the added advantage of being human-readable compared to neural controllers that are typically evolved, the results provide a solid platform for future work in composing heterogeneous swarms

Aplicaciones de la teoría de la información y la inteligencia artificial al testing de software

Tesis inédita de la Universidad Complutense de Madrid, Facultad de Informática, Departamento de Ingeniería de Sistemas lnformáticos y de Computación, leída el 4-05-2022Software Testing is a critical field for the software industry, as it has the main tools used to ensure the reliability of the produced software. Currently, mor then 50% of the time and resources for creating a software product are diverted to testing tasks, from unit testing to system testing. Moreover, there is a huge interest into automatising this field, as software gets bigger and the amount of required testing increases. however, software Testing is not only an industry oriented field; it is also a really interesting field with a noble goal (improving the reliability of software systems) that at the same tieme is full of problems to solve....Es Testing Software es un campo crítico para la industria del software, ya que éste contienen las principales herramientas que se usan para asegurar la fiabilidad del software producido. Hoy en día, más del 50% del tiempo y recursos necesarios para crear un producto software son dirigidos a tareas de testing, desde el testing unitario al testing a nivel de sistema. Más aún, hay un gran interés en automatizar este campo, ya que el software cada vez es más grande y la cantidad de testing requerido crece. Sin embargo, el Testing de Software no es solo un campo orientado a la industria; también es un campo muy interesante con un objetivo noble (mejorar la fiabilidad de los sistemas software) que al mismo tiempo está lleno de problemas por resolver...Fac. de InformáticaTRUEunpu

Automated retrieval and extraction of training course information from unstructured web pages

Web Information Extraction (WIE) is the discipline dealing with the discovery, processing and extraction of specific pieces of information from semi-structured or unstructured web pages. The World Wide Web comprises billions of web pages and there is much need for systems that will locate, extract and integrate the acquired knowledge into organisations practices. There are some commercial, automated web extraction software packages, however their success comes from heavily involving their users in the process of finding the relevant web pages, preparing the system to recognise items of interest on these pages and manually dealing with the evaluation and storage of the extracted results. This research has explored WIE, specifically with regard to the automation of the extraction and validation of online training information. The work also includes research and development in the area of automated Web Information Retrieval (WIR), more specifically in Web Searching (or Crawling) and Web Classification. Different technologies were considered, however after much consideration, Naïve Bayes Networks were chosen as the most suitable for the development of the classification system. The extraction part of the system used Genetic Programming (GP) for the generation of web extraction solutions. Specifically, GP was used to evolve Regular Expressions, which were then used to extract specific training course information from the web such as: course names, prices, dates and locations. The experimental results indicate that all three aspects of this research perform very well, with the Web Crawler outperforming existing crawling systems, the Web Classifier performing with an accuracy of over 95% and a precision of over 98%, and the Web Extractor achieving an accuracy of over 94% for the extraction of course titles and an accuracy of just under 67% for the extraction of other course attributes such as dates, prices and locations. Furthermore, the overall work is of great significance to the sponsoring company, as it simplifies and improves the existing time-consuming, labour-intensive and error-prone manual techniques, as will be discussed in this thesis. The prototype developed in this research works in the background and requires very little, often no, human assistance

Holistic, data-driven, service and supply chain optimisation: linked optimisation.

The intensity of competition and technological advancements in the business environment has made companies collaborate and cooperate together as a means of survival. This creates a chain of companies and business components with unified business objectives. However, managing the decision-making process (like scheduling, ordering, delivering and allocating) at the various business components and maintaining a holistic objective is a huge business challenge, as these operations are complex and dynamic. This is because the overall chain of business processes is widely distributed across all the supply chain participants; therefore, no individual collaborator has a complete overview of the processes. Increasingly, such decisions are automated and are strongly supported by optimisation algorithms - manufacturing optimisation, B2B ordering, financial trading, transportation scheduling and allocation. However, most of these algorithms do not incorporate the complexity associated with interacting decision-making systems like supply chains. It is well-known that decisions made at one point in supply chains can have significant consequences that ripple through linked production and transportation systems. Recently, global shocks to supply chains (COVID-19, climate change, blockage of the Suez Canal) have demonstrated the importance of these interdependencies, and the need to create supply chains that are more resilient and have significantly reduced impact on the environment. Such interacting decision-making systems need to be considered through an optimisation process. However, the interactions between such decision-making systems are not modelled. We therefore believe that modelling such interactions is an opportunity to provide computational extensions to current optimisation paradigms. This research study aims to develop a general framework for formulating and solving holistic, data-driven optimisation problems in service and supply chains. This research achieved this aim and contributes to scholarship by firstly considering the complexities of supply chain problems from a linked problem perspective. This leads to developing a formalism for characterising linked optimisation problems as a model for supply chains. Secondly, the research adopts a method for creating a linked optimisation problem benchmark by linking existing classical benchmark sets. This involves using a mix of classical optimisation problems, typically relating to supply chain decision problems, to describe different modes of linkages in linked optimisation problems. Thirdly, several techniques for linking supply chain fragmented data have been proposed in the literature to identify data relationships. Therefore, this thesis explores some of these techniques and combines them in specific ways to improve the data discovery process. Lastly, many state-of-the-art algorithms have been explored in the literature and these algorithms have been used to tackle problems relating to supply chain problems. This research therefore investigates the resilient state-of-the-art optimisation algorithms presented in the literature, and then designs suitable algorithmic approaches inspired by the existing algorithms and the nature of problem linkages to address different problem linkages in supply chains. Considering research findings and future perspectives, the study demonstrates the suitability of algorithms to different linked structures involving two sub-problems, which suggests further investigations on issues like the suitability of algorithms on more complex structures, benchmark methodologies, holistic goals and evaluation, processmining, game theory and dependency analysis

Recent trends in robot learning and evolution for swarm robotics

Swarm robotics is a promising approach to control large groups of robots. However, designing the individual behavior of the robots so that a desired collective behavior emerges is still a major challenge. In recent years, many advances in the automatic design of control software for robot swarms have been made, thus making automatic design a promising tool to address this challenge. In this article, I highlight and discuss recent advances and trends in offline robot evolution, embodied evolution, and offline robot learning for swarm robotics. For each approach, I describe recent design methods of interest, and commonly encountered challenges. In addition to the review, I provide a perspective on recent trends and discuss how they might influence future research to help address the remaining challenges of designing robot swarms

Evolutionary design of deep neural networks

Mención Internacional en el título de doctorFor three decades, neuroevolution has applied evolutionary computation to the optimization of the topology of artificial neural networks, with most works focusing on very simple architectures. However, times have changed, and nowadays convolutional neural networks are the industry and academia standard for solving a variety of problems, many of which remained unsolved before the discovery of this kind of networks. Convolutional neural networks involve complex topologies, and the manual design of these topologies for solving a problem at hand is expensive and inefficient. In this thesis, our aim is to use neuroevolution in order to evolve the architecture of convolutional neural networks. To do so, we have decided to try two different techniques: genetic algorithms and grammatical evolution. We have implemented a niching scheme for preserving the genetic diversity, in order to ease the construction of ensembles of neural networks. These techniques have been validated against the MNIST database for handwritten digit recognition, achieving a test error rate of 0.28%, and the OPPORTUNITY data set for human activity recognition, attaining an F1 score of 0.9275. Both results have proven very competitive when compared with the state of the art. Also, in all cases, ensembles have proven to perform better than individual models. Later, the topologies learned for MNIST were tested on EMNIST, a database recently introduced in 2017, which includes more samples and a set of letters for character recognition. Results have shown that the topologies optimized for MNIST perform well on EMNIST, proving that architectures can be reused across domains with similar characteristics. In summary, neuroevolution is an effective approach for automatically designing topologies for convolutional neural networks. However, it still remains as an unexplored field due to hardware limitations. Current advances, however, should constitute the fuel that empowers the emergence of this field, and further research should start as of today.This Ph.D. dissertation has been partially supported by the Spanish Ministry of Education, Culture and Sports under FPU fellowship with identifier FPU13/03917. This research stay has been partially co-funded by the Spanish Ministry of Education, Culture and Sports under FPU short stay grant with identifier EST15/00260.Programa Oficial de Doctorado en Ciencia y Tecnología InformáticaPresidente: María Araceli Sanchís de Miguel.- Secretario: Francisco Javier Segovia Pérez.- Vocal: Simon Luca

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