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A memory scheme for genetic network programming with adaptive mutation

Published: 12 July 2011 Publication History

Abstract

Recently, a new approach named Genetic Network Programming (GNP) has been proposed for especially solving complex problems in dynamic environments. In this paper, we propose a memory scheme for GNP to enhance the performance of GNP and use SARSA learning based adaptive mutation mechanism to guide the GNP evolution process.

References

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F. Ye, S. Mabu, L. Wang, S. Eto, and K. Hirasawa. Genetic network programming with reconstructed individuals. SICE Journal of Control, Measurement, and System Integration, 2(2):121--129, 2010.

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  1. A memory scheme for genetic network programming with adaptive mutation

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    cover image ACM Conferences
    GECCO '11: Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
    July 2011
    1548 pages
    ISBN:9781450306904
    DOI:10.1145/2001858

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    Association for Computing Machinery

    New York, NY, United States

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    Published: 12 July 2011

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    Author Tags

    1. adaptive stock selection
    2. genetic network programming
    3. portfolio selection
    4. risk management
    5. stock markets

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