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AIPRF
2008
14 years 9 days ago
Internal vs. External Parameters in Fitness Functions
A fitness function is needed for a Genetic Algorithm (GA) to work, and it appears natural that the combination of objectives and constraints into a single scalar function using ar...
Pedro A. Diaz-Gomez, Dean F. Hougen
TEC
2002
94views more  TEC 2002»
13 years 10 months ago
Knowledge-intensive genetic discovery in foreign exchange markets
Abstract--This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-...
Siddhartha Bhattacharyya, Olivier V. Pictet, Gille...
SPAA
2010
ACM
14 years 3 months ago
Towards optimizing energy costs of algorithms for shared memory architectures
Energy consumption by computer systems has emerged as an important concern. However, the energy consumed in executing an algorithm cannot be inferred from its performance alone: i...
Vijay Anand Korthikanti, Gul Agha
DAGSTUHL
2008
14 years 9 days ago
Error Bounds for Lanczos Approximations of Rational Functions of Matrices
Abstract. Having good estimates or even bounds for the error in computing approximations to expressions of the form f(A)v is very important in practical applications. In this paper...
Andreas Frommer, Valeria Simoncini
MP
1998
83views more  MP 1998»
13 years 10 months ago
A modified layered-step interior-point algorithm for linear programming
The layered-step interior-point algorithm was introduced by Vavasis and Ye. The algorithm accelerates the path following interior-point algorithm and its arithmetic complexity dep...
Nimrod Megiddo, Shinji Mizuno, Takashi Tsuchiya