Now showing 1 - 10 of 50
  • Publication
    GEVA : grammatical evolution in Java
    We are delighted to announce the release of GEVA an open source software implementation of Grammatical Evolution (GE) in Java. Grammatical Evolution in Java (GEVA) was developed at UCD’s Natural Computing Research & Applications group (http://ncra.ucd.ie).
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  • Publication
    A comparison of GE and TAGE in dynamic environments
    The lack of study of genetic programming in dynamic environments is recognised as a known issue in the field of genetic programming. This study compares the performance of two forms of genetic programming, grammatical evolution and a variation of grammatical evolution which uses tree-adjunct grammars, on a series of dynamic problems. Mean best fitness plots for the two representations are analysed and compared.
      449Scopus© Citations 3
  • Publication
    Evolving Interpolating Models of Net Ecosystem CO2 Exchange Using Grammatical Evolution
    Accurate measurements of Net Ecosystem Exchange of CO2 between atmosphere and biosphere are required in order to estimate annual carbon budgets. These are typically obtained with Eddy Covariance techniques. Unfortunately, these techniques are often both noisy and incomplete, due to data loss through equipment failure and routine maintenance, and require gap-filling techniques in order to provide accurate annual budgets. In this study, a grammar-based version of Genetic Programming is employed to generate interpolating models for flux data. The evolved models are robust, and their symbolic nature provides further understanding of the environmental variables involved.
      373Scopus© Citations 7
  • Publication
    Dynamic Index Trading using a Gene Regulatory Network Model
    This paper presents a realistic study of applying a gene regulatory model to financial prediction. The combined adaptation of evolutionary and developmental processes used in the model highlight its suitability to dynamic domains, and the results obtained show the potential of this approach for real-world trading.
      395Scopus© Citations 1
  • Publication
    Genotype representations in grammatical evolution
    Grammatical evolution (GE) is a form of grammar-based genetic programming. A particular feature of GE is that it adopts a distinction between the genotype and phenotype similar to that which exists in nature by using a grammar to map between the genotype and phenotype. Two variants of genotype representation are found in the literature, namely, binary and integer forms. For the first time we anal- yse and compare these two representations to determine if one has a performance advantage over the other. As such this study seeks to extend our understanding of GE by examining the impact of different genotypic representations in order to determine whether certain representations, and associated diversity-generation op- erators, improve GE’s efficiency and effectiveness. Four mutation operators using two different representations, binary and gray code representation respectively, are investigated. The differing combinations of representation and mutation operator are tested on three benchmark problems. The results provide support for the use of an integer-based genotypic representation as the alternative representations do not exhibit better performance, and the integer reprensentation provides a statistically significant advantage on one of the three benchmarks. In addition, a novel wrapping operator for the binary and gray code representations is examined, and it is found that across the three problems examined there is no general trend to recommend the adoption of an alternative wrapping operator. The results also back up earlier findings which support the adoption of wrapping.
      716Scopus© Citations 33
  • Publication
    An efficient customer search tool within an anti-money laundering application implemented on an internaitonal bank's dataset
    Today, money laundering (ML) poses a serious threat not only to financial institutions but also to the nations. This criminal activity is becoming more and more sophisticated and seems to have moved from the cliché of drug trafficking to financing terrorism and surely not forgetting personal gain. Most of the financial institutions internationally have been implementing anti-money laundering solutions (AML) to fight investment fraud activities. In AML, the customer identification is an important task which helps AML experts to monitor customer habits: some being customer domicile, transactions that they are involved in etc. However, simple query tools provided by current DBMS as well as naive approaches in customer searching may produce incorrect and ambiguous results and their processing time is also very high due to the complexity of the database system architecture. In this paper, we present a new approach for identifying customers registered in an investment bank. This approach is developed as a tool that allows AML experts to quickly identify customers who are managed independently across separate databases. It is tested on real-world datasets, which are real and large financial datasets. Some preliminary experimental results show that this new approach is efficient and effective.
      173
  • Publication
    Dynamic environments can speed up evolution with genetic programming
    (University College Dublin. School of Computer Science and Informatics, 2011) ; ;
    We present a study of dynamic environments with genetic programming to ascertain if a dynamic environment can speed up evolution when compared to an equivalent static environment. We present an analysis of the types of dynamic variation which can occur with a variable-length representation such as adopted in genetic programming identifying modular varying, structural varying and incremental varying goals. An empirical investigation comparing these three types of varying goals on dynamic symbolic regression benchmarks reveals an advantage for goals which vary in terms of increasing structural complexity. This provides evidence to support the added difficulty variable length representations incur due to their requirement to search structural and parametric space concurrently, and how directing search through varying structural goals with increasing complexity can speed up search with genetic programming.
      522
  • Publication
    Evolutionary design using grammatical evolution and shape grammars : designing a shelter
    A new evolutionary design tool is presented, which uses shape grammars and a grammar-based form of evolutionary computation, grammatical evolution (GE). Shape grammars allow the user to specify possible forms, and GE allows forms to be iteratively selected, recombined and mutated: this is shown to be a powerful combination of techniques. The potential of GE and shape grammars for evolutionary design is examined by attempting to design a single-person shelter to be evaluated by collaborators from the University College Dublin School of Architecture, Landscape, and Engineering. The team was able to successfully generate conceptual shelter designs based on scrutiny from the collaborators. A number of avenues for future work are highlighted arising from the case study.
      1910
  • Publication
    Evolving dynamic trade execution strategies using grammatical evolution
    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 these methods for efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. Grammatical Evolution (GE) is an evolutionary automatic programming methodology which can be used to evolve rule sets. In this paper we use a GE algorithm to discover dynamic, efficient, trade execution strategies which adapt to changing market conditions. The strategies are tested in an artificial limit order market. GE was found to be able to evolve quality trade execution strategies which are highly competitive with two benchmark trade execution strategies.
      2511Scopus© Citations 6
  • Publication
    Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather-derivatives
    The last ten years has seen the introduction and rapid growth of a market in weather derivatives, financial instruments whose payoffs are determined by the outcome of an underlying weather metric. These instruments allow organisations to protect themselves against the commercial risks posed by weather fluctuations and also provide investment opportunities for financial traders. The size of the market for weather derivatives is substantial, with a survey suggesting that the market size exceeded $45.2 Billion in 2005/2006 with most contracts being written on temperature-based metrics. A key problem faced by buyers and sellers of weather derivatives is the determination of an appropriate pricing model (and resulting price) for the financial instrument. A critical input into the pricing model is an accurate forecast of the underlying weather metric. In this study we induce seasonal forecasting temperature models by means of a Machine Learning algorithm. Genetic Programming (GP) is applied to learn an accurate, localised, long-term forecast of a temperature profile as part of the broader process of determining appropriate pricing model for weather-derivatives. Two different approaches for GP-based time-series modelling are adopted. The first is based on a simple system identification approach whereby the temporal index of the time-series is used as the sole regressor of the evolved model. The second is based on iterated single-step prediction that resembles autoregressive and moving average models in statistical time-series modelling. The major issue of effective model generalisation is tackled though the use of an ensemble learning technique that allows a family of forecasting models to be evolved using different training sets, so that predictions are formed by averaging the diverse model outputs. Empirical results suggest that GP is able to successfully induce seasonal forecasting models, and that search-based autoregressive models compose a more stable unit of evolution in terms of generalisation performance for the three datasets considered. In addition, the use of ensemble learning of 5-model predictors enhanced the generalisation ability of the system as opposed to single-model prediction systems. On a more general note, there is an increasing recognition of the utility of evolutionary methodologies for the modelling of meteorological, climatic and ecological phenomena, and this work also contributes to this literature.
      3226Scopus© Citations 12