In this paper, we try to improve the performance of the particle swarm optimizer by incorporating the linkage concept, which is an essential mechanism in genetic algorithms, and design a new linkage identification technique called dynamic linkage discovery to address the linkage problem in real-parameter optimization problems. Dynamic linkage discovery is a costless and effective linkage recognition technique that adapts the linkage configuration by employing only the selection operator without extra judging criteria irrelevant to the objective function. Moreover, a recombination operator that utilizes the discovered linkage configuration to promote the cooperation of particle swarm optimizer and dynamic linkage discovery is accordingly developed. By integrating the particle swarm optimizer, dynamic linkage discovery, and recombination operator, we propose a new hybridization of optimization methodologies called particle swarm optimization with recombination and dynamic linkage discovery (PSO-RDL). In order to study the capability of PSO-RDL, numerical experiments were conducted on a set of benchmark functions as well as on an important real-world application. The benchmark functions used in this paper were proposed in the 2005 institute of electrical and electronics engineers congress on evolutionary computation. The experimental results on the benchmark functions indicate that PSO-RDL can provide a level of performance comparable to that given by other advanced optimization techniques. In addition to the benchmark, PSO-RDL was also used to solve the economic dispatch (ED) problem for power systems, which is a real-world problem and highly constrained. The results indicate that PSO-RDL can successfully solve the ED problem for the three-unit power system and obtain the currently known best solution for the 40-unit system.

A pairs trading strategy (PTS) constructs and monitors a stationary portfolio by shorting (longing) when the portfolio is adequately over- (under-)priced measured by a predetermined open threshold. We close this position to earn the price differences when the portfolio’s value reverts back to the mean level. When the portfolio is significantly over- (under-)priced measured by another predetermined stop-loss threshold, we close the position to stop loss. This paper develops a two-stage deep learning method to improve the investment performance of a PTS. Note that the literature executes a PTS by selecting the best trigger threshold (a combination of open and stop-loss thresholds) from a restricted, heuristically-determined set of trigger thresholds. Such a design significantly degrades investment performance. However, selecting the best threshold from all possible thresholds yields a non-converged training problem. To resolve this dilemma, we propose in the first stage of our method a representative label mechanism by which to construct a set of candidate trigger thresholds based on all possible thresholds and then train a deep learning (DL) model to select the best from the set. Experiments demonstrate that the proposed first-stage method avoids the non-converged training problem and outperforms most state-of-the-art methods. To further reduce the trading risk, the second stage trains another DL with the profitability of each trade labeled by executing the PTS with trigger thresholds recommended in the first-stage mechanism to remove unprofitable trades. Compared to models that indirectly judge profitability by price movement similarity without considering the quality of the recommended trigger thresholds, our model produces higher win rates and average profits. Furthermore, we find that training with the PTS portfolio value process exhibiting time invariance clearly outperforms training with only time-varying stock/return processes, even though the latter training set contains more information. This is because unpredictable changes in market trends cause the model to learn time-varying patterns from the training set that may not apply to the testing set.

Creative behavior is one of the most fascinating areas in intelligence. The development of specific styles is the most characteristic feature of creative behavior. All important creators, such as Picasso and Beethoven, have their own distinctive styles that even non-professional art lovers can easily recognize. Hence, in the present work, attempting to achieve cantus firmus composition and style development as well as inspired by the behavior of natural ants and the mechanism of ant colony optimization (ACO), this paper firstly proposes a meta-framework, called ants on multiple graphs (AntsOMG), mainly for roughly modeling creation activities and then presents an implementation derived from AntsOMG for composing cantus firmi, one of the essential genres in music. Although the mechanism in ACO is adopted for simulating ant behavior, AntsOMG is not designed as an optimization framework. Implementations can be built upon AntsOMG in order to automate creation behavior and realize autonomous development on different subjects in various disciplines. In particular, an implementation for composing cantus firmi is shown in this paper as a demonstration. Ants walk on multiple graphs to form certain trails that are composed of the interaction among the graph topology, the cost on edges, and the concentration of pheromone. The resultant graphs with the distribution of pheromone can be interpreted as a representation of cantus firmus style developed autonomously. Our obtained results indicate that the proposal has an intriguing effect, because significantly different styles may be autonomously developed from an identical initial configuration in separate runs, and cantus firmi of a certain style can be created in batch simply by using the corresponding outcome. The contribution of this paper is twofold. First, the presented implementation is immediately applicable to the creation of cantus firmi and possibly other music genres with slight modifications. Second, AntsOMG, as a meta-framework, may be employed for other kinds of autonomous development with appropriate implementations.

Recently, MapReduce has been widely employed by many companies/organizations to tackle data-intensive problems over a large-scale MapReduce cluster. To solve machine/node failure which is inevitable in a MapReduce cluster, MapReduce employs several policies, such as input-data replication and intermediate-data replication policies. To speed up job execution, MapReduce allows reduce tasks to early fetch their required intermediate data. However, the impact of these policy combinations on the job completion reliability (JCR for short) and job energy consumption (JEC for short) of a MapReduce cluster was not clear, where JCR is the reliability with which a MapReduce job can be completed by the cluster, whereas JEC is the energy consumed by the cluster to complete the job. Therefore, in this study, we analyze the JCR and JEC of a MapReduce cluster on four policy combinations (POCs for short) derived from two typical intermediate-data replication policies and two typical reduce-task assignment policies. The four POCs are further compared in extensive scenarios, which not only consider jobs at different scales with various parameters, but also give a MapReduce cluster two extreme parallel execution capabilities and diverse bandwidths. The analytical results enable MapReduce managers to comprehend how these POCs impact the JCR and JEC of a cluster and then select an appropriate POC based on the characteristics of their own MapReduce jobs and clusters.