<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>47</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">M. G. Epitropakis</style></author><author><style face="normal" font="default" size="100%">V. P. Plagianakos</style></author><author><style face="normal" font="default" size="100%">M. N. Vrahatis</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Evolutionary Adaptation of the Differential Evolution Control Parameters</style></title><secondary-title><style face="normal" font="default" size="100%">IEEE Congress on Evolutionary Computation, 2009. CEC 2009</style></secondary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">adaptive control</style></keyword><keyword><style  face="normal" font="default" size="100%">differential evolution control parameter</style></keyword><keyword><style  face="normal" font="default" size="100%">evolutionary adaptation</style></keyword><keyword><style  face="normal" font="default" size="100%">evolutionary computation</style></keyword><keyword><style  face="normal" font="default" size="100%">optimisation</style></keyword><keyword><style  face="normal" font="default" size="100%">optimization</style></keyword><keyword><style  face="normal" font="default" size="100%">self-adaptive differential evolution algorithm</style></keyword><keyword><style  face="normal" font="default" size="100%">self-adjusting systems</style></keyword><keyword><style  face="normal" font="default" size="100%">user-defined parameter tuning</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2009</style></year><pub-dates><date><style  face="normal" font="default" size="100%">May</style></date></pub-dates></dates><pub-location><style face="normal" font="default" size="100%">Trondheim, Norway</style></pub-location><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">This paper proposes a novel self-adaptive scheme for the evolution of crucial control parameters in evolutionary algorithms. More specifically, we suggest to utilize the differential evolution algorithm to endemically evolve its own control parameters. To achieve this, two simultaneous instances of Differential Evolution are used, one of which is responsible for the evolution of the crucial user-defined mutation and recombination constants. This self-adaptive differential evolution algorithm alleviates the need of tuning these user-defined parameters while maintains the convergence properties of the original algorithm. The evolutionary self-adaptive scheme is evaluated through several well-known optimization benchmark functions and the experimental results indicate that the proposed approach is promising.</style></abstract></record><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>47</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">M. G. Epitropakis</style></author><author><style face="normal" font="default" size="100%">V. P. Plagianakos</style></author><author><style face="normal" font="default" size="100%">M. N. Vrahatis</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Balancing the exploration and exploitation capabilities of the Differential Evolution Algorithm</style></title><secondary-title><style face="normal" font="default" size="100%">IEEE Congress on Evolutionary Computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence)</style></secondary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">differential evolution algorithm</style></keyword><keyword><style  face="normal" font="default" size="100%">evolutionary computation</style></keyword><keyword><style  face="normal" font="default" size="100%">optimization</style></keyword><keyword><style  face="normal" font="default" size="100%">search problems</style></keyword><keyword><style  face="normal" font="default" size="100%">self-balancing hybrid mutation operator</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2008</style></year><pub-dates><date><style  face="normal" font="default" size="100%">June</style></date></pub-dates></dates><pub-location><style face="normal" font="default" size="100%">Hong Kong</style></pub-location><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">The hybridization and composition of different Evolutionary Algorithms to improve the quality of the solutions and to accelerate execution is a common research practice. In this paper we propose a hybrid approach that combines differential evolution mutation operators in an attempt to balance their exploration and exploitation capabilities. Additionally, a self-balancing hybrid mutation operator is presented, which favors the exploration of the search space during the first phase of the optimization, while later opts for the exploitation to aid convergence to the optimum. Extensive experimental results indicate that the proposed approaches effectively enhance DEpsilas ability to accurately locate solutions in the search space.</style></abstract></record><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>47</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">N. G. Pavlidis</style></author><author><style face="normal" font="default" size="100%">E. G. Pavlidis</style></author><author><style face="normal" font="default" size="100%">M. G. Epitropakis</style></author><author><style face="normal" font="default" size="100%">V. P. Plagianakos</style></author><author><style face="normal" font="default" size="100%">M. N. Vrahatis</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Computational Intelligence Algorithms For Risk-Adjusted Trading Strategies</style></title><secondary-title><style face="normal" font="default" size="100%">IEEE Congress on Evolutionary Computation, 2007. CEC 2007</style></secondary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">computational intelligence algorithm</style></keyword><keyword><style  face="normal" font="default" size="100%">differential evolution</style></keyword><keyword><style  face="normal" font="default" size="100%">financial market</style></keyword><keyword><style  face="normal" font="default" size="100%">foreign exchange market</style></keyword><keyword><style  face="normal" font="default" size="100%">foreign exchange trading</style></keyword><keyword><style  face="normal" font="default" size="100%">generalized moving average rule</style></keyword><keyword><style  face="normal" font="default" size="100%">genetic algorithms</style></keyword><keyword><style  face="normal" font="default" size="100%">genetic programming</style></keyword><keyword><style  face="normal" font="default" size="100%">optimization</style></keyword><keyword><style  face="normal" font="default" size="100%">pattern detection</style></keyword><keyword><style  face="normal" font="default" size="100%">risk analysis</style></keyword><keyword><style  face="normal" font="default" size="100%">risk-adjusted trading strategy</style></keyword><keyword><style  face="normal" font="default" size="100%">statistical testing</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2007</style></year><pub-dates><date><style  face="normal" font="default" size="100%">September</style></date></pub-dates></dates><pub-location><style face="normal" font="default" size="100%">Singapore</style></pub-location><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">This paper investigates the performance of trading strategies identified through computational intelligence techniques. We focus on trading rules derived by genetic programming, as well as, generalized moving average rules optimized through differential evolution. The performance of these rules is investigated using recently proposed risk-adjusted evaluation measures and statistical testing is carried out through simulation. Overall, the moving average rules proved to be more robust, but genetic programming seems more promising in terms of generating higher profits and detecting novel patterns in the data.</style></abstract></record></records></xml>