871 resultados para Vasicek interest rate model


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Genetic algorithms (GAs) are search methods that are being employed in a multitude of applications with extremely large search spaces. Recently, there has been considerable interest among GA researchers in understanding and formalizing the working of GAs. In an earlier paper, we have introduced the notion of binomially distributed populations as the central idea behind an exact ''populationary'' model of the large-population dynamics of the GA operators for objective functions called ''functions of unitation.'' In this paper, we extend this populationary model of GA dynamics to a more general class of objective functions called functions of unitation variables. We generalize the notion of a binomially distributed population to a generalized binomially distributed population (GBDP). We show that the effects of selection, crossover, and mutation can be exactly modelled after decomposing the population into GBDPs. Based on this generalized model, we have implemented a GA simulator for functions of two unitation variables-GASIM 2, and the distributions predicted by GASIM 2 match with those obtained from actual GA runs. The generalized populationary model of GA dynamics not only presents a novel and natural way of interpreting the workings of GAs with large populations, but it also provides for an efficient implementation of the model as a GA simulator. (C) Elsevier Science Inc. 1997.