An Analysis of the Micro-Macroscopic Interaction in Evolutionary Computation and its Application to Economical Systems
Project/Area Number |
20500215
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Sensitivity informatics/Soft computing
|
Research Institution | Nihon University |
Principal Investigator |
MATSUI Kazuhiro Nihon University, 工学部, 講師 (30303530)
|
Project Period (FY) |
2008 – 2010
|
Project Status |
Completed (Fiscal Year 2010)
|
Budget Amount *help |
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2009: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
|
Keywords | 遺伝的アルゴリズム / 進化計算 / 近傍評価 / マクロ適応度 / 進化計算法 / 経済指標予測 |
Research Abstract |
The objective of this work is to develop a new model of evolutionary computation (EC) which involves a kind of interaction among individuals. Since each individual is evaluated independently in conventional EC models, they are not effective in acquiring strategies for artificial markets. In this work, the neighborhood evaluation is introduced. This method evaluates not only the individual at the point of interest in the fitness landscape but also the neighboring ones. The empirical results show that the neighborhood evaluation outperforms the conventional one.
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Report
(4 results)
Research Products
(12 results)