Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
After an outline of the history of evolutionary algorithms, a new ( ) variant of the evolution strategies is introduced formally. Though not comprising all degrees of freedom, it i...
The dynamic optimization problem concerns finding an optimum in a changing environment. In the tracking problem, the optimizer should be able to follow the optimum’s changes ov...
Claudio Rossi, Antonio Barrientos, Jaime del Cerro
Self-adaptation of the mutation strengths is a powerful mechanism in evolution strategies (ES), but it can fail. As a consequence premature convergence or ending up in a local opt...
This paper introduces mirrored sampling into evolution strategies (ESs) with weighted multi-recombination. Two further heuristics are introduced: pairwise selection selects at mos...