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Vol.8, No.3, August 2019. ISSN: 2217-8309 eISSN: 2217-8333
TEM Journal
TECHNOLOGY, EDUCATION, MANAGEMENT, INFORMATICS Association for Information Communication Technology Education and Science |
Determination of the Control Parameters
of Evolutionary Techniques Utilizing
Zuzana Čičková, Mária Vojtková, Marian Reiff
© 2019 Marian Reiff, published by UIKTEN. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License. (CC BY-NC-ND 4.0)
Citation Information: TEM Journal. Volume 8, Issue 3, Pages 951-958, ISSN 2217-8309, DOI: 10.18421/TEM83-37, August 2019.
Received: 10 January 2019. Revised: 06 June 2019.
Abstract:
Evolutionary techniques are considered to be an alternative to the effective solution of many, especially non-standard optimization problems. However, these algorithms are controlled by a special set of control parameters according to algorithm type and these settings radically affect the quality of the results. Paper focuses on the possibility of using selected statistical methods to determine the effective values of control parameters, while algorithm of differential evolution has been chosen as an evolutionary technique representative. The analysis has been elucidated on an illustrative example of Sortino ratio maximization problem which is one of the nonlinear measures of portfolio performance.
Keywords – Evolutionary techniques, Differential evolution, Sortino ratio, Control parameters, Analysis of variance. |
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