Studying Properties of Multipopulation Heuristic Approach to Non-Stationary Optimisation Tasks.

Krzysztof Trojanowski Slawomir T. Wierzchon

Published in: IIS (2003)

Keyphrases

non stationary
temporal evolution
adaptive algorithms
autoregressive
stock price
fractional brownian motion
genetic algorithm
optimal solution
search algorithm
random fields
multi component
concept drift
financial time series
white noise