Abstract. The price of electrical energy in Spain has not been regulated by the government since 1998, but determined by the supply from the generators in a competitive market, the so-called "electrical pool". A genetic method for analyzing data from this new market is presented in this paper. The eventual objective is to determine the individual supply curves of the competitive agents. Adopting the point of view of the game theory, different genetic algorithm configurations using coevolutionary and non-coevolutionary strategies combined with scalar and multi-objective fitness are compared. The results obtained are the first step toward solving the induction of the optimal individual strategies into the Spanish electrical market from data in terms of perfect oligopolistic behavior.
The principle objective of this paper is to obtain trading rules with a low risk level which are also capable of obtaining high returns. To that purpose a methodology has been defined, based on the design of a genetic algorithm GAP and an incremental training technique adapted to the learning of series of stock market values. The GAP technique consists in a fusion of GP and GA. In GAP a chromosome is composed of a tree with language operators and a vector with numeric values. The GAP algorithm implements the automatic search for trading rules taking as objectives of the training both the optimization of the return obtained and the minimization of the assumed risk. In order to diminish high over-fitting, a technique of incremental training has been used. Applying the proposed methodology, rules have been obtained for a period of eight years of the S&P500 index. The achieved adjustment of the relation return-risk has generated rules with returns very superior in the testing period to those obtained applying habitual methodologies and even clearly superior to Buy&Hold. Insert your abstract here. Include keywords, PACS and mathematical subject classification numbers as needed.
Fall detection (FD) is a challenging task that has received the attention of the research community in the recent years. This study focuses on FD using data gathered from wearable devices with tri-axial accelerometers (3DACC), developing a solution centered in elderly people living autonomously. This research includes three different ways to improve a FD method: (i) an analysis of the event detection stage, comparing several alternatives, (ii) an evaluation of features to extract for each detected event and (iii) an appraisal of up to 6 different clustering scenarios to split the samples in subsets that might enhance the classification. For each clustering scenario, a specific classification stage is defined. The experimentation includes publicly available simulated fall data sets. Results show the guidelines for defining a more robust and efficient FD method for on-wrist 3DACC wearable devices.
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