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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Optimizing Macd Parameters Via Genetic Algorithms For Soybean Futures, Phoebe S. Wiles, David Lee Enke
Optimizing Macd Parameters Via Genetic Algorithms For Soybean Futures, Phoebe S. Wiles, David Lee Enke
Engineering Management and Systems Engineering Faculty Research & Creative Works
To create profits, traders must time the market correctly and enter and exit positions at ideal times. Finding the optimal time to enter the market can be quite daunting. The soybean market can be volatile and complex. Weather, sentiment, supply, and demand can all affect the price of soybeans. Traders typically use either fundamental analysis or technical analysis to predict the market for soybean futures' contracts. Every agricultural future's contract or security contract is different in its nature, volatility, and structure. Therefore, the purpose of this research is to optimize the moving average convergence divergence parameter values from traditionally used …
A Computational Intelligence Approach To System-Of-Systems Architecting Incorporating Multi-Objective Optimization, David M. Curry, Cihan H. Dagli
A Computational Intelligence Approach To System-Of-Systems Architecting Incorporating Multi-Objective Optimization, David M. Curry, Cihan H. Dagli
Engineering Management and Systems Engineering Faculty Research & Creative Works
A computational intelligence approach to system-of-systems architecting is developed using multi-objective optimization. Such an approach yields a set of optimal solutions (the Pareto set) which has both advantages and disadvantages. The primary benefit is that a set of solutions provides a picture of the optimal solution space that a single solution cannot. The primary difficulty is making use of a potentially infinite set of solutions. Therefore, a significant part of this approach is the development of a method to model the solution set with a finite number of points allowing the architect to intelligently choose a subset of optimal solutions …