Examinando por Materia "Genetic Algorithms"
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Publicación Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds(Universidad EAFIT, 2023) Taimal Yepes, Carlos Alberto; Suárez Sierra, Biviana MarcelaAlthough the applications of Non-Homogeneous Poisson Processes (NHPP) to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an eficient and automatic diagnostic technique to establish the location of the change-points, which, when taken into account, make the estimated model it poorly in regards of the information contained in the real one. Because of this, a new method is proposed to solve the segmentation uncertainty of the time series of measurements, where the generating distribution of exceedances of a specific threshold is the focus of investigation. One of the great contributions of the present algorithm is that all the days that trespassed are candidates to be a change-point, so all the possible configurations of overflow days under the heuristics of a genetic algorithm are the possible chromosomes, which will unite to produce new solutions. Also, such methods will be guarantee to non-local and the best possible one solution, reducing wasted machine time evaluating the least likely chromosomes to be a feasible solution. The analytical evaluation technique will be by means of the Minimum Description Length (MDL) as the objective function, which is the joint posterior distribution function of the parameters of the NHPP of each regime and the change-points that determines them and which account as well for the influence of the presence of said times. Thus, one of the practical implications of the present work comes in terms of overcoming the need of modeling the time series of measurements, where the distributions of exceedances of certain thresholds, or where the counting of certain events involving abrupt changes, is the main focus with applications in phenomena such as climate change, information security and epidemiology, to name a few.Ítem Optimal reinforcing of reticular structures(Universidad EAFIT, 2006-12-01) García, Manuel Julio; Mejía, Juan Santiago; Universidad EAFITPublicación Optimización de portafolios : un análisis comparativo de estrategias convencionales vs. algoritmos genéticos para los mercados de Estados Unidos y Colombia(Universidad EAFIT, 2024) Vélez Bunzl, Juan José; Botero Ramírez, Juan CarlosInvestment portfolio optimization is an aspect of vital interest for investors; considering there are different methods for achieving this goal, the question arises about which of them allows to obtain the optimal portfolio. The purpose of this thesis is to perform a comparison between different approaches such as Markowitz and inverse variance, among others, with an optimization technique using genetic algorithms. Furthermore, it is intended to analyze the results obtained by these methodologies in a developed market like the United States and in a less developed one like Colombia. To do this, historical data on 10 of the leading stocks from the S&P500 and Colcap indexes were collected, while portfolios were constructed using Matlab and Phyton; with this, it is expected to demonstrate whether the use of artificial intelligence (AI) techniques such as genetic algorithms, can generate portfolios with a better performance than those produced through other methodologies. Also, it is important to assess the influence of the type of market we are dealing with in this outcome.Ítem A Proposal to increase by genetic algorithm the discriminatory(Universidad EAFIT, 2011-06-01) Martínez, Dúber; Loaiza C, Humberto; Caicedo B, Eduardo; Universidad del Valle