Production scheduling is one of the most important problems to be considered in the effective performance of the automatic manufacturing system.It is the typical kind of NP-complete problem. The methods commonly used ...Production scheduling is one of the most important problems to be considered in the effective performance of the automatic manufacturing system.It is the typical kind of NP-complete problem. The methods commonly used are not suitable to solve complicated problems because the calculating time rises exponentially with the increase of the problem size. In this paper, a new algorithm - immune based scheduling algorithm (IBSA) is proposed. After the description of the mathematics model and the calculating procedure of immune based scheduling,some examples are tested in the software system called HM IM& C that is developed usingVC+ +6.0. The testing results show that IBSA has high efficiency to solve scheduling problem.展开更多
Trading rules performing well on a given data set seldom lead to promising out-of-sample results, a problem which is a consequence of the in-sample data snooping bias. Efforts to justify the selection of trading rules...Trading rules performing well on a given data set seldom lead to promising out-of-sample results, a problem which is a consequence of the in-sample data snooping bias. Efforts to justify the selection of trading rules by assessing the out-of-sample performance will not really remedy this predica- ment either, because they are prone to be trapped in what is known as the out-of-sample data-snooping bias. Our approach to curb the data-snooping bias consists of constructing a framework for trading rule selection using a-priori robustness strategies, where robustness is gauged on the basis of time- series bootstrap and multi-objective criteria. This approach focuses thus on building robustness into the process of trading rule selection at an early stage, rather than on an ex-post assessment of trading rule fitness. Intra-day FX market data constitute the empirical basis of the proposed investigations. Trading rules are selected from a wide universe created by evolutionary computation tools. The authors show evidence of the benefit of this approach in terms of indirect forecasting accuracy when investing in FX markets.展开更多
基金Shanghai Natural Science Foundation (01ZF14004) National Technology Innovation Project (02CJ-14 -05 -01)
文摘Production scheduling is one of the most important problems to be considered in the effective performance of the automatic manufacturing system.It is the typical kind of NP-complete problem. The methods commonly used are not suitable to solve complicated problems because the calculating time rises exponentially with the increase of the problem size. In this paper, a new algorithm - immune based scheduling algorithm (IBSA) is proposed. After the description of the mathematics model and the calculating procedure of immune based scheduling,some examples are tested in the software system called HM IM& C that is developed usingVC+ +6.0. The testing results show that IBSA has high efficiency to solve scheduling problem.
文摘Trading rules performing well on a given data set seldom lead to promising out-of-sample results, a problem which is a consequence of the in-sample data snooping bias. Efforts to justify the selection of trading rules by assessing the out-of-sample performance will not really remedy this predica- ment either, because they are prone to be trapped in what is known as the out-of-sample data-snooping bias. Our approach to curb the data-snooping bias consists of constructing a framework for trading rule selection using a-priori robustness strategies, where robustness is gauged on the basis of time- series bootstrap and multi-objective criteria. This approach focuses thus on building robustness into the process of trading rule selection at an early stage, rather than on an ex-post assessment of trading rule fitness. Intra-day FX market data constitute the empirical basis of the proposed investigations. Trading rules are selected from a wide universe created by evolutionary computation tools. The authors show evidence of the benefit of this approach in terms of indirect forecasting accuracy when investing in FX markets.
