Title :
Combinatorial optimization using FOA and GA in futures market technical analysis
Author :
Zhang, Yuwen ; Fang, Chen
Author_Institution :
Sch. of Aerosp. Eng., Beijing Inst. of Technol., Beijing, China
Abstract :
This paper presents a combination of the Fruit Fly Optimization Algorithm (FOA) and Genetic Algorithm(GA) for multi-objective combinatorial optimization(MOCO). The goal of the combination is to combine the advantages of FOA for its good ability in fast convergence and GA for its good performance in combinatorial optimization. In the last part of the paper, the new combination method was applied to the combinatorial optimization of futures market technical analysis. It shows good performance in finding a best combination and good suitability when data has been changed.
Keywords :
combinatorial mathematics; commodity trading; convergence; genetic algorithms; FOA; GA; MOCO; convergence; fruit fly optimization algorithm; futures market technical analysis; genetic algorithm; multiobjective combinatorial optimization; Algorithm design and analysis; Classification algorithms; Genetic algorithms; Optimization; Sociology; Standards; Statistics; Combinatorial Optimization; FOA; Futures Technical Analysis; GA;
Conference_Titel :
Control, Automation and Systems (ICCAS), 2012 12th International Conference on
Conference_Location :
JeJu Island
Print_ISBN :
978-1-4673-2247-8
