2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA)最新文献

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Constrained multi-objective evolutionary algorithm based on decomposition for environmental/economic dispatch 基于分解的环境经济调度约束多目标进化算法
2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA) Pub Date : 2014-12-01 DOI: 10.1109/CICA.2014.7013241
Jianping Yin, Chixin Xiao, Xun Zhou, Zhigang Xue, M. Yi, Wenjie Shu
{"title":"Constrained multi-objective evolutionary algorithm based on decomposition for environmental/economic dispatch","authors":"Jianping Yin, Chixin Xiao, Xun Zhou, Zhigang Xue, M. Yi, Wenjie Shu","doi":"10.1109/CICA.2014.7013241","DOIUrl":"https://doi.org/10.1109/CICA.2014.7013241","url":null,"abstract":"The Environmental/Economic Dispatch EED puzzle of power system is actually a classic constrained multi-objective optimization problem in evolutionary optimization category. However, most of its properties have not been researched by its aboriginal Pateto Front. In a meanwhile, the multi-objective evolutionary algorithm based on decomposition(MOEA/D) is a well-known new rising yet powerful method in multi-objective evolutionary optimization domain, but how to run it under constrained conditions has not been testified sufficiently because it is not easy to embed traditional skills to process constraints in such special frame as MOEA/D. Different from non-dominated sorting relationship as well as simply aggregation, this paper proposes a new multi-objective evolutionary approach motivated by decomposition idea and some equality constrained optimization approaches to handle EED problem. The standard IEEE 30 bus six-generator test system is adopted to test the performance of the new algorithm with several simple parameter setting. Experimental results have shown the new method surpasses or performs similarly to many state-of-the-art multi-objective evolutionary algorithms. The high-quality experimental results have validated the efficiency and applicability of the proposed approach. It has good reason to believe that the new algorithm has a promising space over the real-world multi-objective optimization problems.","PeriodicalId":340740,"journal":{"name":"2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129265755","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Speculative dynamical systems: How technical trading rules determine price dynamics 投机动态系统:技术交易规则如何决定价格动态
Li-Xin Wang
{"title":"Speculative dynamical systems: How technical trading rules determine price dynamics","authors":"Li-Xin Wang","doi":"10.2139/ssrn.2508276","DOIUrl":"https://doi.org/10.2139/ssrn.2508276","url":null,"abstract":"We use fuzzy systems theory to convert the technical trading rules commonly used by stock practitioners into excess demand functions which are then used to drive the price dynamics. First, we define fuzzy sets to represent the fuzzy terms in the technical trading rules; second, we translate each technical trading heuristic into a group of fuzzy IF-THEN rules; third, we combine the fuzzy IF-THEN rules in a group into a fuzzy system; and finally, the linear combination of these fuzzy systems is used as the excess demand function in the price dynamic equation. We transform moving average rules, support and resistance rules, and trend line rules into fuzzy systems. Simulation results show that the price dynamics driven by these technical trading rules are complex and chaotic, and some common phenomena in real stock prices such as jumps, trending and self-fulfilling appear naturally.","PeriodicalId":340740,"journal":{"name":"2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115267715","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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