On the design of state-of-the-art pseudorandom number generators by means of genetic programming

Congress on Evolutionary Computation. Portland, EEUU, 19-23 June 2004The design of pseudorandom number generators by means of evolutionary computation is a classical problem. Today, it has been mostly and better accomplished by means of cellular automata and not many proposals, inside or outside this paradigm could claim to be both robust (passing all the statistical tests, including the most demanding ones) and fast, as is the case of the proposal we present here. Furthermore, for obtaining these generators, we use a radical approach, where our fitness function is not at all based in any measure of randomness, as is frequently the case in the literature, but of nonlinearity. Efficiency is assured by using only very efficient operators (both in hardware and software) and by limiting the number of terminals in the genetic programming implementation

PhysicsGP: A Genetic Programming Approach to Event Selection

We present a novel multivariate classification technique based on Genetic Programming. The technique is distinct from Genetic Algorithms and offers several advantages compared to Neural Networks and Support Vector Machines. The technique optimizes a set of human-readable classifiers with respect to some user-defined performance measure. We calculate the Vapnik-Chervonenkis dimension of this class of learning machines and consider a practical example: the search for the Standard Model Higgs Boson at the LHC. The resulting classifier is very fast to evaluate, human-readable, and easily portable. The software may be downloaded at: http://cern.ch/~cranmer/PhysicsGP.htmlComment: 16 pages 9 figures, 1 table. Submitted to Comput. Phys. Commu

Modelling and trading the Greek stock market with gene expression and genetic programing algorithms

This paper presents an application of the gene expression programming (GEP) and integrated genetic programming (GP) algorithms to the modelling of ASE 20 Greek index. GEP and GP are robust evolutionary algorithms that evolve computer programs in the form of mathematical expressions, decision trees or logical expressions. The results indicate that GEP and GP produce significant trading performance when applied to ASE 20 and outperform the well-known existing methods. The trading performance of the derived models is further enhanced by applying a leverage filter