18,247 research outputs found

    A quantum genetic algorithm with quantum crossover and mutation operations

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    In the context of evolutionary quantum computing in the literal meaning, a quantum crossover operation has not been introduced so far. Here, we introduce a novel quantum genetic algorithm which has a quantum crossover procedure performing crossovers among all chromosomes in parallel for each generation. A complexity analysis shows that a quadratic speedup is achieved over its classical counterpart in the dominant factor of the run time to handle each generation.Comment: 21 pages, 1 table, v2: typos corrected, minor modifications in sections 3.5 and 4, v3: minor revision, title changed (original title: Semiclassical genetic algorithm with quantum crossover and mutation operations), v4: minor revision, v5: minor grammatical corrections, to appear in QI

    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

    Multiuser MIMO-OFDM for Next-Generation Wireless Systems

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    This overview portrays the 40-year evolution of orthogonal frequency division multiplexing (OFDM) research. The amelioration of powerful multicarrier OFDM arrangements with multiple-input multiple-output (MIMO) systems has numerous benefits, which are detailed in this treatise. We continue by highlighting the limitations of conventional detection and channel estimation techniques designed for multiuser MIMO OFDM systems in the so-called rank-deficient scenarios, where the number of users supported or the number of transmit antennas employed exceeds the number of receiver antennas. This is often encountered in practice, unless we limit the number of users granted access in the base station’s or radio port’s coverage area. Following a historical perspective on the associated design problems and their state-of-the-art solutions, the second half of this treatise details a range of classic multiuser detectors (MUDs) designed for MIMO-OFDM systems and characterizes their achievable performance. A further section aims for identifying novel cutting-edge genetic algorithm (GA)-aided detector solutions, which have found numerous applications in wireless communications in recent years. In an effort to stimulate the cross pollination of ideas across the machine learning, optimization, signal processing, and wireless communications research communities, we will review the broadly applicable principles of various GA-assisted optimization techniques, which were recently proposed also for employment inmultiuser MIMO OFDM. In order to stimulate new research, we demonstrate that the family of GA-aided MUDs is capable of achieving a near-optimum performance at the cost of a significantly lower computational complexity than that imposed by their optimum maximum-likelihood (ML) MUD aided counterparts. The paper is concluded by outlining a range of future research options that may find their way into next-generation wireless systems

    Evolutionary algorithm-based analysis of gravitational microlensing lightcurves

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    A new algorithm developed to perform autonomous fitting of gravitational microlensing lightcurves is presented. The new algorithm is conceptually simple, versatile and robust, and parallelises trivially; it combines features of extant evolutionary algorithms with some novel ones, and fares well on the problem of fitting binary-lens microlensing lightcurves, as well as on a number of other difficult optimisation problems. Success rates in excess of 90% are achieved when fitting synthetic though noisy binary-lens lightcurves, allowing no more than 20 minutes per fit on a desktop computer; this success rate is shown to compare very favourably with that of both a conventional (iterated simplex) algorithm, and a more state-of-the-art, artificial neural network-based approach. As such, this work provides proof of concept for the use of an evolutionary algorithm as the basis for real-time, autonomous modelling of microlensing events. Further work is required to investigate how the algorithm will fare when faced with more complex and realistic microlensing modelling problems; it is, however, argued here that the use of parallel computing platforms, such as inexpensive graphics processing units, should allow fitting times to be constrained to under an hour, even when dealing with complicated microlensing models. In any event, it is hoped that this work might stimulate some interest in evolutionary algorithms, and that the algorithm described here might prove useful for solving microlensing and/or more general model-fitting problems.Comment: 14 pages, 3 figures; accepted for publication in MNRA
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