Abstract: In the Forex market, the price of the currencies increases and decreases rapidly based on many economic and political factors such as commercial balance, the growth index, the inflation rate, and the employment indicators. Having a good strategy to buy and sell can make a profit from the above changes. A successful strategy in Forex should take into consideration the relation between benefits and risks. In this work, we propose an intraweek foreign exchange speculation strategy for currency markets based on a combination of technical indicators. This system has a two-level decision and is composed of the Probit regression model and rules discovery using Random Forest. There are two minimum requirements for a trading strategy: a rule to enter the market and a rule to exit it. Our proposed system, to enter the currency market, should validate two conditions. First, it should validate Random Forest access rules over the following week while in the second one the predicted value of the next day using Probit should be positive. To exit the currency market just one negative warning from Probit or Random Forest is enough. This system was used to develop dynamic portfolio trading systems. The profitability of the model was examined for USD/(EUR, JYN, BRP) variation within the period from January 2014 to January 2016. The proposed system allows improving the prediction accuracy. This indicates a good prediction of the behavior market and it helps to identify the good times to enter it or to leave it. PubDate: Tue, 27 Aug 2019 00:05:12 +000

Abstract: Nowadays, parallel and distributed based environments are used extensively; hence, for using these environments effectively, scheduling techniques are employed. The scheduling algorithm aims to minimize the makespan (i.e., completion time) of a parallel program. Due to the NP-hardness of the scheduling problem, in the literature, several genetic algorithms have been proposed to solve this problem, which are effective but are not efficient enough. An effective scheduling algorithm attempts to minimize the makespan and an efficient algorithm, in addition to that, tries to reduce the complexity of the optimization process. The majority of the existing scheduling algorithms utilize the effective scheduling algorithm, to search the solution space without considering how to reduce the complexity of the optimization process. This paper presents a learner genetic algorithm (denoted by LAGA) to address static scheduling for processors in homogenous computing systems. For this purpose, we proposed two learning criteria named Steepest Ascent Learning Criterion and Next Ascent Learning Criterion where we use the concepts of penalty and reward for learning. Hence, we can reach an efficient search method for solving scheduling problem, so that the speed of finding a scheduling improves sensibly and is prevented from trapping in local optimal. It also takes into consideration the reuse idle time criterion during the scheduling process to reduce the makespan. The results on some benchmarks demonstrate that the LAGA provides always better scheduling against existing well-known scheduling approaches. PubDate: Sun, 03 Feb 2019 00:08:55 +000

Abstract: The requirement of the road services and transportation network development planning came into existence with the development of civilization. In the modern urban transport scenario with the forever mounting amount of vehicles, it is very much essential to tackle network congestion and to minimize the travel time. This work is based on determining the optimal wait time at traffic signals for the microscopic discrete model. The problem is formulated as a bilevel model. The upper layer optimizes the travel time by reducing the wait time at traffic signal and the lower layer solves the stochastic user equilibrium. Soft computing techniques like Genetic Algorithms, Ant Colony Optimization, and many other biologically inspired techniques prove to give good results for bilevel problems. Here this work uses Bat Intelligence to solve the transport network design problem. The results are compared with the existing techniques. PubDate: Tue, 01 Jan 2019 06:27:32 +000