Solved

Genetic Algorithm to Control Sub GA's at Different Time Frames

Posted on 2011-09-22
4
333 Views
Last Modified: 2012-05-12
Is it possible/appropriate to use a master genetic algorithm (boolean) to crunch output from sub algorithms. The sub algorithms may generate boolean, integer, or float value outputs. The other major consideration is that these sub algorithms operate at different time scales. The proposal is to use ABC style algorithms to minimise pitfalls and limitations of standard Genetic Algorithms. Queen Bee Evolution which is significantly more efficient and advanced over standard Artificial Bee Colony Algorithms.
0
Comment
Question by:XGIS
  • 2
4 Comments
 
LVL 84

Expert Comment

by:ozo
ID: 36579266
it may be, depending on the problem
0
 
LVL 7

Author Comment

by:XGIS
ID: 36579917
The master algorithm is required to make buy and sell decisions on a financial time series. The
Sub algorithms are designed to learn a number of tasks;

eg One GA to determine optimal entry and exits without conventional indicators.
eg One GA may be assigned to determining the best time to enter a trade at the 15 minute time-frame, that dynamically assesses the most probable entry at smaller time frames.
eg A larger scale GA may look at 24 hourly or fortnightly cycles.  Longer cycles may feed a basic buy/sell signal.
eg Another GA may be used to manage a neural network to classify data based on time period.

Artificial Bee Colonies can use multiple unrelated datasets without the need for rigid structure and pre treatment like ANN's. If the newer Queen Bee Evolution algorithms are the most powerful (up to 200x faster than normal GA) then should ALL of the algorithms be Queen Bees.  Weighting may need to be considered also as data at longer time frames results in more significant moves than at smaller timeframes.

Thankyou
Aaron

This should help define the problem a bit more.

0
 
LVL 2

Accepted Solution

by:
derduff earned 250 total points
ID: 36891142
If I understand you correctly, you ask if it is possible to use genetic algorithms inside the fitness function of another genetic algorithm. Yes, this is possible and has been already done under the name meta-evolution in order to optimize parameters of genetic algorithms (e.g. population size, selection strategies, crossover operators..).

Having said this, you should really start with an exact formulation of you fitness function. What are the variables you want to optimize, how do you evaluate success, etc What you are describing in you second post is a really complicated strategy, which will most probably lead to a system you can not really trust.

And lastly: There are really few differences between all the different kinds of bioinspired optimization. This research field produces a plethora of algorithms with fancy names, but there is really not much innovation. I suggest you start with the simple ones, e.g. Differential Evolution, a standard Genetic Algorithms and maybe Evolution Strategies.

It is far more important that you understand the problem, and choose a good formulation.

0
 
LVL 7

Author Closing Comment

by:XGIS
ID: 36923521
Thanks for the advice. After more research I should be able to compile a more workable concept.
0

Featured Post

Problems using Powershell and Active Directory?

Managing Active Directory does not always have to be complicated.  If you are spending more time trying instead of doing, then it's time to look at something else. For nearly 20 years, AD admins around the world have used one tool for day-to-day AD management: Hyena. Discover why

Question has a verified solution.

If you are experiencing a similar issue, please ask a related question

Okay. So what exactly is the problem here? How often have we come across situations where we need to know if two strings are 'similar' but not necessarily the same? I have, plenty of times. Until recently, I thought any functionality like that wo…
Iteration: Iteration is repetition of a process. A student who goes to school repeats the process of going to school everyday until graduation. We go to grocery store at least once or twice a month to buy products. We repeat this process every mont…
Microsoft Active Directory, the widely used IT infrastructure, is known for its high risk of credential theft. The best way to test your Active Directory’s vulnerabilities to pass-the-ticket, pass-the-hash, privilege escalation, and malware attacks …
With Secure Portal Encryption, the recipient is sent a link to their email address directing them to the email laundry delivery page. From there, the recipient will be required to enter a user name and password to enter the page. Once the recipient …

770 members asked questions and received personalized solutions in the past 7 days.

Join the community of 500,000 technology professionals and ask your questions.

Join & Ask a Question