证券交易所交易优化算法:一种人类启发的全局优化方法。

IF 2.5 3区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Journal of Supercomputing Pub Date : 2022-01-01 DOI:10.1007/s11227-021-03943-w
Hojjat Emami
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引用次数: 1

摘要

本文介绍了一种用于解决数值和工程问题的人为优化算法——证券交易优化算法(SETO)。该优化器的灵感来源是股票市场中交易者的行为和股票价格的变化。交易者使用各种基本和技术分析方法来获得最大的利润。SETO对交易者的技术交易策略进行数学建模,以实现最优化。它包含三个主要的执行机构,包括上升、下降和交换。这些操作符引导搜索代理向全局最优方向搜索。针对40个单目标无约束数值函数和4个工程设计问题,与7种常用的元启发式优化算法进行了比较。对测试问题的统计结果表明,与同类算法相比,SETO算法在解决不同维数的优化问题,特别是1000维优化问题上具有较强的竞争力和较好的性能。在40个数值函数中,SETO算法在36个函数上实现了全局最优,在4个工程问题中,SETO算法在3个问题上获得了最佳结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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Stock exchange trading optimization algorithm: a human-inspired method for global optimization.

In this paper, a human-inspired optimization algorithm called stock exchange trading optimization (SETO) for solving numerical and engineering problems is introduced. The inspiration source of this optimizer is the behavior of traders and stock price changes in the stock market. Traders use various fundamental and technical analysis methods to gain maximum profit. SETO mathematically models the technical trading strategy of traders to perform optimization. It contains three main actuators including rising, falling, and exchange. These operators navigate the search agents toward the global optimum. The proposed algorithm is compared with seven popular meta-heuristic optimizers on forty single-objective unconstraint numerical functions and four engineering design problems. The statistical results obtained on test problems show that SETO is capable of providing competitive and promising performances compared with counterpart algorithms in solving optimization problems of different dimensions, especially 1000-dimension problems. Out of 40 numerical functions, the SETO algorithm has achieved the global optimum on 36 functions, and out of 4 engineering problems, it has obtained the best results on 3 problems.

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来源期刊
Journal of Supercomputing
Journal of Supercomputing 工程技术-工程:电子与电气
CiteScore
6.30
自引率
12.10%
发文量
734
审稿时长
13 months
期刊介绍: The Journal of Supercomputing publishes papers on the technology, architecture and systems, algorithms, languages and programs, performance measures and methods, and applications of all aspects of Supercomputing. Tutorial and survey papers are intended for workers and students in the fields associated with and employing advanced computer systems. The journal also publishes letters to the editor, especially in areas relating to policy, succinct statements of paradoxes, intuitively puzzling results, partial results and real needs. Published theoretical and practical papers are advanced, in-depth treatments describing new developments and new ideas. Each includes an introduction summarizing prior, directly pertinent work that is useful for the reader to understand, in order to appreciate the advances being described.
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