Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations

The motivation of this paper is to introduce a hybrid Rolling Genetic Algorithm-Support Vector Regression (RG-SVR) model for optimal parameter selection and feature subset combination. The algorithm is applied to the task of forecasting and trading the EUR/USD, EUR/GBP and EUR/JPY exchange rates. The proposed methodology genetically searches over a feature space (pool of individual forecasts) and then combines the optimal feature subsets (SVR forecast combinations) for each exchange rate. This is achieved by applying a fitness function specialized for financial purposes and adopting a sliding window approach. The individual forecasts are derived from several linear and non-linear models. RG-SVR is benchmarked against genetically and non-genetically optimized SVRs and SVMs models that are dominating the relevant literature, along with the robust ARBF-PSO neural network. The statistical and trading performance of all models is investigated during the period of 1999–2012. As it turns out, RG-SVR presents the best performance in terms of statistical accuracy and trading efficiency for all the exchange rates under study. This superiority confirms the success of the implemented fitness function and training procedure, while it validates the benefits of the proposed algorithm

Integrating Evolutionary Computation with Neural Networks

There is a tremendous interest in the development of the evolutionary computation techniques as they are well suited to deal with optimization of functions containing a large number of variables. This paper presents a brief review of evolutionary computing techniques. It also discusses briefly the hybridization of evolutionary computation and neural networks and presents a solution of a classical problem using neural computing and evolutionary computing technique

Evolutionary cellular configurations for designing feed-forward neural networks architectures

Proceeding of: 6th International Work-Conference on Artificial and Natural Neural Networks, IWANN 2001 Granada, Spain, June 13–15, 2001In the recent years, the interest to develop automatic methods to determine appropriate architectures of feed-forward neural networks has increased. Most of the methods are based on evolutionary computation paradigms. Some of the designed methods are based on direct representations of the parameters of the network. These representations do not allow scalability, so to represent large architectures, very large structures are required. An alternative more interesting are the indirect schemes. They codify a compact representation of the neural network. In this work, an indirect constructive encoding scheme is presented. This scheme is based on cellular automata representations in order to increase the scalability of the method

Detection of Lying Electrical Vehicles in Charging Coordination Application Using Deep Learning

The simultaneous charging of many electric vehicles (EVs) stresses the distribution system and may cause grid instability in severe cases. The best way to avoid this problem is by charging coordination. The idea is that the EVs should report data (such as state-of-charge (SoC) of the battery) to run a mechanism to prioritize the charging requests and select the EVs that should charge during this time slot and defer other requests to future time slots. However, EVs may lie and send false data to receive high charging priority illegally. In this paper, we first study this attack to evaluate the gains of the lying EVs and how their behavior impacts the honest EVs and the performance of charging coordination mechanism. Our evaluations indicate that lying EVs have a greater chance to get charged comparing to honest EVs and they degrade the performance of the charging coordination mechanism. Then, an anomaly based detector that is using deep neural networks (DNN) is devised to identify the lying EVs. To do that, we first create an honest dataset for charging coordination application using real driving traces and information revealed by EV manufacturers, and then we also propose a number of attacks to create malicious data. We trained and evaluated two models, which are the multi-layer perceptron (MLP) and the gated recurrent unit (GRU) using this dataset and the GRU detector gives better results. Our evaluations indicate that our detector can detect lying EVs with high accuracy and low false positive rate