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Application of grammatical evolution to stock price prediction

Kita E., Sugiura H., Zuo Y., Mizuno T.

Computer Assisted Methods in Engineering and Science

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2017

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Vol. 24, no. 1

67--81

EN

Grammatical evolution (GE) is one of evolutionary computation techniques. The aim of GE is to find the function or the executable program or program fragment that will find the optimal solution for the design objective such as the function for representing the set of given data, the robot control algorithm and so on. Candidate solutions are described in bit string. The mapping process from the genotype (bitstring) to the phenotype (function or program or program fragment) is defined according to the list of production rules of terminal and non-terminal symbols. Candidate solutions are evolved according to the search algorithm based on genetic algorithm (GA). There are three main issues in GE: genotype definition, production rules, and search algorithm. Grammatical evolution with multiple chromosomes (GEMC) is one of the improved algorithms of GE. In GEMC, the convergence property of GE is improved by modifying the genotype definition. The aim of this study is to improve convergence property by changing the search algorithm based on GA with the search algorithm based on stochastic schemata exploiter (SSE) in GE and GEMC. SSE is designed to find the optimal solution of the function, which is the same as GA. The convergence speed of SSE is much higher than that of GA. Moreover, the selection and crossover operators are not necessary for SSE. When GA is replaced with SSE, the improved algorithms of GE and GEM Care named “grammatical evolution by using stochastic schemata exploiter (GE-SSE)” and “grammatical evolution with multiple chromosome by using stochastic schemata exploiter (GEMC-SSE)”, respectively. In this study, GE-SSE is compared with GE in the symbolic regression problem of polynomial function. The results show that the convergence speed of GE-SSE is higher than that of original GE. Next, GE-SSE and GEMC-SSE are compared in stock price prediction problem. The results show that the convergence speed of GEMC-SSE is slightly higher than that of GE-SSE.

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Application of grammatical evolution to coefficient identification problem in two-dimensional elastic problem

Kuroda T., Sugiura H., Kita E.

Computer Assisted Methods in Engineering and Science

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2013

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Vol. 20, no. 1

3--13

EN

Grammatical evolution (GE), which is a kind of evolutionary algorithms, is designed to find a function, an executable program or program fragment that will achieve a good fitness value for the given objective function to be minimized. In this study, GE is applied for the coefficient identification problem of the stiffness matrix in the two-dimensional elastic problem. Finite element analysis of the plate with a circular hole is performed for determining the set of the stress and the strain components. Grammatical evolution determines the coefficient matrix of the relationship between the stress and strain components. The coefficient matrix is compared with Hooke's law in order to confirm the validity of the algorithm. After that, three algorithms are shown for improving the convergence speed of the original GE algorithm.

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Pressure Induced Phase Transitions and EOS Derived for Laves Phase Deuterides ErFe2Dx (x = 1.35, 1.9 and 3.4)

Sugiura H., Filipek S. M., Paul-Boncour V., Marchuk I.

Polish Journal of Chemistry

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2008

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Vol. 82, nr 10

1959-1972

EN

The energy dispersive X-ray diffraction patterns of ErFe2Dx deuterides [where x = 1.35 (alfa1 phase), x = 1.9 (alfa2 phase) and x = 3.4 (beta phase)] have been measured under pressure up to 31 GPa. Compression curves and equation of state (EOS) parameters were determined us ing ex per i men tal data. ErFe2D1.35 and ErFe2D1.9 de com posed into phases with low (alfa1 ,, alfa 2 ,) and high (alfa1 ,, alfa 2 ,,) deuterium concentrations around 8 GPa. As the pressure was raised above 8 GPa, the D con cen tra tion in the alfa1 ,, alfa 2 , phases re mained close to about x = 0.2 whereas in the alfa1 " alfa 2 ,, phases it in creased from x = 2.1 to a max i mum of x = 4.6 at about 20 GPa. This was accompanied with a progres sive distortion of the alfa1 ,, alfa 2 ,, phases from a cubic to wards an orthorhombic structure. This decomposi tion process occurs with a large hysteresis effect between loading and unloading cycles. A similar decomposition into beta , and beta ,, phases seem ingly oc curs also for ErFe2D3.4 at 11 GPa being accompanied with a change of initial rhombohedral (R3m) symmetry to another one. The D content in this new beta" phase (x ~4.6) be comes close to that of orthorhombic ErFe2H5. These processes have character of spinodal decomposition and are related to a lowering of its critical temperature upon applied pressure.

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High pressures studies on hydrides of selected manganese alloys

Sugiura H., Filipek S., Paul-Boncour V., Marchuk I., Liu R., Pyun S.

Nukleonika

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2006

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Vol. 51,suppl.1

73-77

EN

Specific behavior found in hydrides formed in manganese, Mn-Ni and YMn2 under high pressure is presented and discussed. The synthesis of ferromagnetic fcc-manganese was proved. Parameters of the equations of state (EOS) derived from measurements in the diamond anvil cell (DAC) are summarized for manganese hydrides and for hydrides derived from YMn2 Laves phase. It was found that the compression behavior of recently discovered YMn2H6 is different from YMn2-based hydrides with lower hydrogen content.