Mid Sweden University

miun.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Improving the Convergence and Diversity in Differential Evolution Through a Stock Market Criterion
Show others and affiliations
2022 (English)In: Applications of Evolutionary Computation, Springer Nature , 2022Conference paper, Published paper (Refereed)
Abstract [en]

Most of the Evolutionary Algorithms (EA) use a population of candidate solutions to explore the search space following specific rules during an iterative process. These algorithms are designed expecting a good balance between exploration and exploitation during the search process. Besides, the diversity of the population is crucial to properly explore the search space. This article introduces an improved version of the Differential Evolution (DE) algorithm, which employs the moving average (MA) to determine when the population should diversify or intensify by using additional operators. The MA is one of the most used stock market indicators, providing recommendations for selling or buying stocks based on historical data. Here, the MA of the historical fitness and dimension-wise diversity is analyzed to determine if the DE continues operating normally or should diversify or intensify the search using additional operators. An exhaustive benchmark involving 37 optimization functions with different complexity levels confirmed the effectiveness of the proposed approach.

Place, publisher, year, edition, pages
Springer Nature , 2022.
National Category
Computer Engineering
Identifiers
URN: urn:nbn:se:miun:diva-52367DOI: 10.1007/978-3-031-02462-7_11Scopus ID: 2-s2.0-85129250438ISBN: 978-3-031-02461-0 (print)OAI: oai:DiVA.org:miun-52367DiVA, id: diva2:1894873
Conference
International Conference on the Applications of Evolutionary Computation (Part of EvoStar)
Available from: 2024-09-04 Created: 2024-09-04 Last updated: 2024-09-05Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Seyed Jalaleddin, Mousavirad

Search in DiVA

By author/editor
Seyed Jalaleddin, Mousavirad
Computer Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 10 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf