Stock exchange trading optimization algorithm: a human-inspired method for global optimization

A Hybrid Nonlinear Whale Optimization Algorithm with Sine Cosine for Global Optimization

The whale optimization algorithm (WOA) is constructed on a whale's bubble-net scavenging pattern and emulates encompassing prey, bubble-net devouring prey, and stochastic capturing for prey to establish the global optimal values. Nevertheless, the WOA has multiple deficiencies, such as restricted precision, sluggish convergence acceleration, insufficient population variety, easy premature convergence, and restricted operational efficiency. The sine cosine algorithm (SCA) constructed on the oscillation attributes of the cosine and sine coefficients in mathematics is a stochastic optimization methodology. The SCA upgrades population variety, amplifies the search region, and accelerates international investigation and regional extraction. Therefore, a hybrid nonlinear WOA with SCA (SCWOA) is emphasized to estimate benchmark functions and engineering designs, and the ultimate intention is to investigate reasonable solutions. Compared with other algorithms, such as BA, CapSA, MFO, MVO, SAO, MDWA, and WOA, SCWOA exemplifies a superior convergence effectiveness and greater computation profitability. The experimental results emphasize that the SCWOA not only integrates investigation and extraction to avoid premature convergence and realize the most appropriate solution but also exhibits superiority and practicability to locate greater computation precision and faster convergence speed.

CGJO: a novel complex-valued encoding golden jackal optimization

Golden jackal optimization (GJO) is inspired by mundane characteristics and collaborative hunting behaviour, which mimics foraging, trespassing and encompassing, and capturing prey to refresh a jackal's position. However, the GJO has several limitations, such as a slow convergence rate, low computational accuracy, premature convergence, poor solution efficiency, and weak exploration and exploitation. To enhance the global detection ability and solution accuracy, this paper proposes a novel complex-valued encoding golden jackal optimization (CGJO) to achieve function optimization and engineering design. The complex-valued encoding strategy deploys a dual-diploid organization to encode the real and imaginary portions of the golden jackal and converts the dual-dimensional encoding region to the single-dimensional manifestation region, which increases population diversity, restricts search stagnation, expands the exploration area, promotes information exchange, fosters collaboration efficiency and improves convergence accuracy. CGJO not only exhibits strong adaptability and robustness to achieve supplementary advantages and enhance optimization efficiency but also balances global exploration and local exploitation to promote computational precision and determine the best solution. The CEC 2022 test suite and six real-world engineering designs are utilized to evaluate the effectiveness and feasibility of CGJO. CGJO is compared with three categories of existing optimization algorithms: (1) WO, HO, NRBO and BKA are recently published algorithms; (2) SCSO, GJO, RGJO and SGJO are highly cited algorithms; and (3) L-SHADE, LSHADE-EpsSin and CMA-ES are highly performing algorithms. The experimental results reveal that the effectiveness and feasibility of CGJO are superior to those of other algorithms. The CGJO has strong superiority and reliability to achieve a quicker convergence rate, greater computation precision, and greater stability and robustness.

Greater cane rat algorithm (GCRA): A nature-inspired metaheuristic for optimization problems

This paper introduces a new metaheuristic technique known as the Greater Cane Rat Algorithm (GCRA) for addressing optimization problems. The optimization process of GCRA is inspired by the intelligent foraging behaviors of greater cane rats during and off mating season. Being highly nocturnal, they are intelligible enough to leave trails as they forage through reeds and grass. Such trails would subsequently lead to food and water sources and shelter. The exploration phase is achieved when they leave the different shelters scattered around their territory to forage and leave trails. It is presumed that the alpha male maintains knowledge about these routes, and as a result, other rats modify their location according to this information. Also, the males are aware of the breeding season and separate themselves from the group. The assumption is that once the group is separated during this season, the foraging activities are concentrated within areas of abundant food sources, which aids the exploitation. Hence, the smart foraging paths and behaviors during the mating season are mathematically represented to realize the design of the GCR algorithm and carry out the optimization tasks. The performance of GCRA is tested using twenty-two classical benchmark functions, ten CEC 2020 complex functions, and the CEC 2011 real-world continuous benchmark problems. To further test the performance of the proposed algorithm, six classic problems in the engineering domain were used. Furthermore, a thorough analysis of computational and convergence results is presented to shed light on the efficacy and stability levels of GCRA. The statistical significance of the results is compared with ten state-of-the-art algorithms using Friedman's and Wilcoxon's signed rank tests. These findings show that GCRA produced optimal or nearly optimal solutions and evaded the trap of local minima, distinguishing it from the rival optimization algorithms employed to tackle similar problems. The GCRA optimizer source code is publicly available at: https://www.mathworks.com/matlabcentral/fileexchange/165241-greater-cane-rat-algorithm-gcra.

An Inclusive Survey on Marine Predators Algorithm: Variants and Applications

Marine Predators Algorithm (MPA) is the existing population-based meta-heuristic algorithms that falls under the category of Nature-Inspired Optimization Algorithm (NIOA) enthused by the foraging actions of the marine predators that principally pursues Levy or Brownian approach as its foraging strategy. Furthermore, it employs the optimal encounter rate stratagem involving both the predator as well as prey. Since its introduction by Faramarzi in the year 2020, MPA has gained enormous popularity and has been employed in numerous application areas ranging from Mathematical and Engineering Optimization problems to Fog Computing to Image Processing to Photovoltaic System to Wind-Solar Generation System for resolving continuous optimization problems. Such huge interest from the research fraternity or the massive recognition of MPA is due to several factors such as its simplicity, ease of application, realistic execution time, superior convergence acceleration rate, soaring effectiveness, its ability to unravel continuous, multi-objective and binary problems when compared with other renowned optimization algorithms existing in the literature. This paper offers a detailed summary of the Marine Predators Algorithm (MPA) and its variants. Furthermore, the applications of MPA in a number of spheres such as Image processing, classification, electrical power system, Photovoltaic models, structural damage detection, distribution networks, engineering applications, Task Scheduling, optimization problems etc., are illustrated. To conclude, the paper highlights and thereby advocates few of the potential future research directions for MPA.

Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods

The present paper deals with optimizing the stock portfolio of active companies listed on the Tehran Stock Exchange based on the forecast price. This paper is based on a combination of different filtering methods such as optimization of trading rules based on technical analysis (ROC, SMA, EMA, WMA, and MACD at six levels—Very Very Weak (VVW), Very Weak (VW), Weak (W), Strong (S), Very Strong (VS), and Very Very Strong (VVS)), Markov Chains, and Machine Learning (Random Forest and Support Vector Machine) Filter stock exchanges and provide buy signals between 2011 and 2020. In proportion to each combination of filtering methods, a buy signal is issued and based on the mean-variance (M-V) model, the stock portfolio is optimized based on increasing the portfolio return and minimizing the stock portfolio risk. Based on this, out of 480 companies listed on the Tehran Stock Exchange, 85 active companies have been selected and stock portfolio optimization is based on two algorithms, MOGWO and NSGA II. The analysis results show that the use of SVM learning machine leads to minor correlation error than the random forest method. Therefore, this method was used to predict stock prices. Based on the results, it was observed that if the shares of companies are filtered, the risk of transactions decreases, and the return on the stock portfolio increases. Also, if two filtering methods are applied simultaneously, the stock portfolio returns slightly and the risk increases. In the analysis, MOGWO algorithm has obtained 133.13% stock return rate with a risk of 3.346%, while the stock portfolio returns in NSGA II algorithm 107.73, with a risk of 1.459%. Comparison of solution methods shows that the MOGWO algorithm has high efficiency in stock portfolio optimization.

Human-Inspired Optimization Algorithms: Theoretical Foundations, Algorithms, Open-Research Issues and Application for Multi-Level Thresholding

Humans take immense pride in their ability to be unpredictably intelligent and despite huge advances in science over the past century; our understanding about human brain is still far from complete. In general, human being acquire the high echelon of intelligence with the ability to understand, reason, recognize, learn, innovate, retain information, make decision, communicate and further solve problem. Thereby, integrating the intelligence of human to develop the optimization technique using the human problem-solving ability would definitely take the scenario to next level thus promising an affluent solution to the real world optimization issues. However, human behavior and evolution empowers human to progress or acclimatize with their environments at rates that exceed that of other nature based evolution namely swarm, bio-inspired, plant-based or physics-chemistry based thus commencing yet additional detachment of Nature-Inspired Optimization Algorithm (NIOA) i.e. Human-Inspired Optimization Algorithms (HIOAs). Announcing new meta-heuristic optimization algorithms are at all times a welcome step in the research field provided it intends to address problems effectively and quickly. The family of HIOA is expanding rapidly making it difficult for the researcher to select the appropriate HIOA; moreover, in order to map the problems alongside HIOA, it requires proper understanding of the theoretical fundamental, major rules governing HIOAs as well as common structure of HIOAs. Common challenges and open research issues are yet another important concern in HIOA that needs to be addressed carefully. With this in mind, our work distinguishes HIOAs on the basis of a range of criteria and discusses the building blocks of various algorithms to achieve aforementioned objectives. Further, this paper intends to deliver an acquainted survey and analysis associated with modern compartment of NIOA engineered upon the perception of human behavior and intelligence i.e. Human-Inspired Optimization Algorithms (HIOAs) stressing on its theoretical foundations, applications, open research issues and their implications on color satellite image segmentation to further develop Multi-Level Thresholding (MLT) models utilizing Tsallis and t-entropy as objective functions to judge their efficacy.

Anti-coronavirus optimization algorithm

This paper introduces a new swarm intelligence strategy, anti-coronavirus optimization (ACVO) algorithm. This algorithm is a multi-agent strategy, in which each agent is a person that tries to stay healthy and slow down the spread of COVID-19 by observing the containment protocols. The algorithm composed of three main steps: social distancing, quarantine, and isolation. In the social distancing phase, the algorithm attempts to maintain a safe physical distance between people and limit close contacts. In the quarantine phase, the algorithm quarantines the suspected people to prevent the spread of disease. Some people who have not followed the health protocols and infected by the virus should be taken care of to get a full recovery. In the isolation phase, the algorithm cared for the infected people to recover their health. The algorithm iteratively applies these operators on the population to find the fittest and healthiest person. The proposed algorithm is evaluated on standard multi-variable single-objective optimization problems and compared with several counterpart algorithms. The results show the superiority of ACVO on most test problems compared with its counterparts.