Evolutionary Optimization of Control Strategies for Non-Stationary Immersion Environments

Alexander Musaev, Andrey Makshanov, Dmitry Grigoriev
2022 Mathematics  
We consider the problem of evolutionary self-organization of control strategies using the example of speculative trading in a non-stationary immersion market environment. The main issue that obstructs obtaining real profit is the extremely high instability of the system component of observation series which implement stochastic chaos. In these conditions, traditional techniques for increasing the stability of control strategies are ineffective. In particular, the use of adaptive computational
more » ... hemes is difficult due to the high volatility and non-stationarity of observation series. That leads to significant statistical errors of both kinds in the generated control decisions. An alternative approach based on the use of dynamic robustification technologies significantly reduces the effectiveness of the decisions. In the current work, we propose a method based on evolutionary modeling, which supplies structural and parametric self-organization of the control model.
doi:10.3390/math10111797 fatcat:ojntiqteabd45fwxspvu7xuipm