A modified model of optimal investment port folio in a random market with risk constraints is presented. An improved genetic algorithm (GA) is proposed to solve this nonlinear optimal problem. The numerical simulation...A modified model of optimal investment port folio in a random market with risk constraints is presented. An improved genetic algorithm (GA) is proposed to solve this nonlinear optimal problem. The numerical simulation of a large-scale investment combination for Shanghai stock market shows that GA has the advantage of faster convergence and wider adaptability than traditional optimization algorithm. This result alsodemonstrates that the improved GA performs better than the basic GA.展开更多
Abstract Objective To develop a new technique for assessing the risk of birth defects, which are a major cause of infant mortality and disability in many parts of the world. Methods The region of interest in this stud...Abstract Objective To develop a new technique for assessing the risk of birth defects, which are a major cause of infant mortality and disability in many parts of the world. Methods The region of interest in this study was Heshun County, the county in China with the highest rate of neural tube defects （NTDs）. A hybrid particle swarm optimization/ant colony optimization （PSO/ACO） algorithm was used to quantify the probability of NTDs occurring at villages with no births. The hybrid PSO/ACO algorithm is a form of artificial intelligence adapted for hierarchical classification. It is a powerful technique for modeling complex problems involving impacts of causes. Results The algorithm was easy to apply, with the accuracy of the results being 69.5%＋7.02% at the 95% confidence level. Conclusion The proposed method is simple to apply, has acceptable fault tolerance, and greatly enhances the accuracy of calculations.展开更多
This paper describes a routing algorithm for risk scanning agents using ant colony algorithm in P2P（peerto peer） network. Every peer in the P2P network is capable of updating its routing table in a real-time way, wh...This paper describes a routing algorithm for risk scanning agents using ant colony algorithm in P2P（peerto peer） network. Every peer in the P2P network is capable of updating its routing table in a real-time way, which enables agents to dynamically and automatically select, according to current traffic condition of the network, the global optimal traversal path. An adjusting mechanism is given to adjust the routing table when peers join or leave. By means of exchanging pheromone intensity of part of paths, the algorithm provides agents with more choices as to which one to move and avoids prematurely reaching local optimal path. And parameters of the algorithm are determined by lots of simulation testing. And we also compare with other routing algorithms in unstructured P2P network in the end.展开更多
The shape parameter and scale parameter of generalized Pareto distribution are estimated by hybrid of genetic algorithm and pattern search.The volality of the return is obtained by GARCH model.VaR and CVaR are compute...The shape parameter and scale parameter of generalized Pareto distribution are estimated by hybrid of genetic algorithm and pattern search.The volality of the return is obtained by GARCH model.VaR and CVaR are computed respectively under GPD model and GARCH-GPD model.The experimental results show that VaR and CVaR based on GARCH-GPD are more effectively measure the financial risks.展开更多
A new algorithm is proposed, which immolates the optimality of control policies potentially to obtain the robnsticity of solutions. The robnsticity of solutions maybe becomes a very important property for a learning s...A new algorithm is proposed, which immolates the optimality of control policies potentially to obtain the robnsticity of solutions. The robnsticity of solutions maybe becomes a very important property for a learning system when there exists non-matching between theory models and practical physical system, or the practical system is not static, or the availability of a control action changes along with the variety of time. The main contribution is that a set of approximation algorithms and their convergence results are given. A generalized average operator instead of the general optimal operator max （or rain） is applied to study a class of important learning algorithms, dynamic prOgramming algorithms, and discuss their convergences from theoretic point of view. The purpose for this research is to improve the robnsticity of reinforcement learning algorithms theoretically.展开更多
文摘A modified model of optimal investment port folio in a random market with risk constraints is presented. An improved genetic algorithm (GA) is proposed to solve this nonlinear optimal problem. The numerical simulation of a large-scale investment combination for Shanghai stock market shows that GA has the advantage of faster convergence and wider adaptability than traditional optimization algorithm. This result alsodemonstrates that the improved GA performs better than the basic GA.
基金supported by National Natural Science Foundation of China(No.41101431)the fourth installment special funding of China Postdoctoral Science Foundation(No.201104003)+1 种基金China Postdoctoral Science Foundation(No.20100470004)the State Key Funds of Social Science Project(Research on Disability Prevention Measurement in China,No.09&ZD072)
文摘Abstract Objective To develop a new technique for assessing the risk of birth defects, which are a major cause of infant mortality and disability in many parts of the world. Methods The region of interest in this study was Heshun County, the county in China with the highest rate of neural tube defects （NTDs）. A hybrid particle swarm optimization/ant colony optimization （PSO/ACO） algorithm was used to quantify the probability of NTDs occurring at villages with no births. The hybrid PSO/ACO algorithm is a form of artificial intelligence adapted for hierarchical classification. It is a powerful technique for modeling complex problems involving impacts of causes. Results The algorithm was easy to apply, with the accuracy of the results being 69.5%＋7.02% at the 95% confidence level. Conclusion The proposed method is simple to apply, has acceptable fault tolerance, and greatly enhances the accuracy of calculations.
基金Supported by the National Natural Science Foun-dation of China (60403027) Natural Science Foundation of HubeiProvince (2005ABA258) the Opening Foundation of State KeyLaboratory of Software Engineering (SKLSE05-07)
文摘This paper describes a routing algorithm for risk scanning agents using ant colony algorithm in P2P（peerto peer） network. Every peer in the P2P network is capable of updating its routing table in a real-time way, which enables agents to dynamically and automatically select, according to current traffic condition of the network, the global optimal traversal path. An adjusting mechanism is given to adjust the routing table when peers join or leave. By means of exchanging pheromone intensity of part of paths, the algorithm provides agents with more choices as to which one to move and avoids prematurely reaching local optimal path. And parameters of the algorithm are determined by lots of simulation testing. And we also compare with other routing algorithms in unstructured P2P network in the end.
文摘The shape parameter and scale parameter of generalized Pareto distribution are estimated by hybrid of genetic algorithm and pattern search.The volality of the return is obtained by GARCH model.VaR and CVaR are computed respectively under GPD model and GARCH-GPD model.The experimental results show that VaR and CVaR based on GARCH-GPD are more effectively measure the financial risks.
基金Project supported by the National Natural Science Foundation of China (Nos. 10471088 and 60572126)
文摘A new algorithm is proposed, which immolates the optimality of control policies potentially to obtain the robnsticity of solutions. The robnsticity of solutions maybe becomes a very important property for a learning system when there exists non-matching between theory models and practical physical system, or the practical system is not static, or the availability of a control action changes along with the variety of time. The main contribution is that a set of approximation algorithms and their convergence results are given. A generalized average operator instead of the general optimal operator max （or rain） is applied to study a class of important learning algorithms, dynamic prOgramming algorithms, and discuss their convergences from theoretic point of view. The purpose for this research is to improve the robnsticity of reinforcement learning algorithms theoretically.
