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Introducing an Age-Varying Fitness Estimation Function

  • Babak Hodjat
  • Hormoz Shahrzad
Chapter
Part of the Genetic and Evolutionary Computation book series (GEVO)

Abstract

We present a method for estimating fitness functions that are computationally expensive for an exact evaluation. The proposed estimation method applies a number of partial evaluations based on incomplete information or uncertainties. We show how this method can yield results that are close to similar methods where fitness is measured over the entire dataset, but at a fraction of the speed or memory usage, and in a parallelizable manner. We describe our experience in applying this method to a real world application in the form of evolving equity trading strategies.

Key words

Evolutionary Computation Genetic Algorithms Fitness Functions Distribution Large Data 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Genetic Finance LLCSan FranciscoUSA

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