Andrey Dik / 个人资料
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13+ 年
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88
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A group for communication on optimization and free product testing://t.me/+vazsAAcney4zYmZi
Attention! My Telegram doppelgangers have appeared, my real nickname is @JQS_aka_Joo
My github with optimization algorithms: https://github.com/JQSakaJoo/Population-optimization-algorithms-MQL5
All my publications: https://www.mql5.com/en/users/joo/publications
I have been developing systems based on machine learning technologies since 2007 and in the field of artificial
intelligence, optimization and forecasting.
I took an active part in the development of the MT5 platform, such as the introduction of support for universal parallel
computing on the GPU and CPU with OpenCL, testing and backtesting of distributed
computing in the LAN and cloud during optimization in MT5, my test functions are included in the standard delivery of the terminal.
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My Products:
https://www.mql5.com/en/users/joo/seller
Recommended Brokers:
https://rbfxdirect.com/ru/lk/?a=dnhp
The article presents an implementation of the Blue Monkey metaheuristic algorithm, which is based on a model of the social behavior of blue monkeys. The article examines the key mechanisms of the algorithm — the group structure of the population, following local leaders, and generational renewal through the replacement of the worst adults with the best offspring — and analyzes the test results.
The Crow Search Algorithm (CSA) is an elegant metaheuristic inspired by crows’ ability to hide food and find other crows' caches, solving optimization problems by balancing following successful solutions with random exploration of the search space. Let's find out how well the algorithm performs.
A new optimization method, the Bison Algorithm (BIA), uses two strategies, inspired by the behavior of bison, for solving continuous problems with a single objective function. The key features of BIA are two fundamental principles borrowed from the behavior of bison: the ability to move dynamically and a defensive strategy.
The custom modification of the Dingo algorithm presented in the article has raised the bar for finding the best optimization algorithm. Are even better results possible?
The article presents a new metaheuristic method based on the hunting strategies of Australian dingoes: group attack, chase, and scavenging. Let's see how the Dingo Optimization Algorithm (DOA) performs algorithmically.
A population-based optimization algorithm inspired by a controversial and little-studied phenomenon - the mechanism of human dreams. Agent groups with different "memory", cosine-wave modulation of motion, and an unusual 99/1 phase distribution — learn how these features affect the optimization efficiency of your trading strategies.
What if your trading strategies could learn from each other, like real fighters? Duelist Algorithm is a new optimization method where trading system parameters literally duel for the right to be called the best.
本文介绍如何在 MQL5 中实现人工原子算法(A3)—— 一种受化学过程启发的元启发式优化算法。该算法只有两个可调参数:紧凑性和较小的种群规模,这保证了较高的运行速度,同时保持了足够的解质量。
We resume the topic of optimization by the scientific community. CoSO should not be viewed as a ready-made solution, but as a promising research platform. With proper development, CoSO can find its niche in tasks where adaptability and resilience to change are important, and computation time is not critical.
元启发式方法中交易策略有效优化的秘诀。科学家群体优化算法是一种新型的基于种群的算法,其灵感来源于科学界的运作机制。与传统的自然启发式隐喻不同,CoSO 模型展现了人类科学活动的独特方面:在期刊上发表成果、竞争资助以及组建研究团队。
本文介绍了竞争性学习算法(CLA),这是一种基于模拟教育过程的新型元启发式优化方法。该算法将解的种群组织为若干班级,班级中包含学生,而每个班级中最优的学生充当教师。其中代理通过三种机制进行学习:跟随班级中的最优解、利用个人经验以及在班级之间共享知识。
本文介绍极值优化算法(EO),这是一种受Bak-Sneppen(巴克–斯内彭)自组织临界性模型启发的优化方法,通过淘汰系统中表现最差的组件来实现演化。该算法的改进种群版本表明,其设计已从理论原则转向更注重实际效率,由此构建出高效的计算工具。
本文对交易所市场算法(EMA)进行了详细分析,该算法的灵感来源于股票市场交易者的行为模式。算法模拟股票交易过程,市场中不同成功程度的参与者采用不同策略以实现利润最大化。
如果一款优化算法能够记住它过往的搜索路径,并利用这些记忆去找到更优解,会是怎样的效果?回溯搜索算法(BSA)正是这样做的 —— 在全局探索与重访已验证可靠区域之间取得平衡。本文将为您揭开该算法的原理奥秘,思路简洁、参数极少、结果稳定。
在本文中,我们将深入探讨 DEA 算法:一种受海豚利用回声定位捕食的独特能力启发而设计的元启发式优化方法。从数学基础到 MQL5 中的实际实现,从原理分析到与经典算法的对比,我们将详细剖析为什么这一相对较新的方法值得在面临优化问题的研究者工具箱中占有一席之地。
本文探讨了一种最有趣的非梯度优化算法,该算法能够学习理解目标函数的几何特性。我们将重点关注对 CMA-ES 的经典实现,并稍作修改 — 用幂律分布代替正态分布。我们将深入探究算法背后的数学原理以及实际实现方式,并验证 CMA-ES 在哪些方面无懈可击,以及在哪些方面应避免使用。
老鹰策略是一种模拟老鹰两阶段捕猎策略的算法:通过曼特尼亚(Mantegna)方法实现的莱维(Levy)飞行进行全局搜索,与利用萤火虫算法进行的密集局部开发交替进行,这是一种在数学上合理的探索与开发平衡方法,也是一种将两种自然现象融合为单一计算方法的生物启发式概念。
基于生物地理学的优化算法(BBO)是一种精巧的全局优化算法,灵感源自群岛中物种在各个岛屿间迁徙的自然规律。该算法的核心思路简洁且高效:优质解会主动共享自身特征,劣质解则主动吸纳新特征,信息天然从最优解向较差解传递。其独有的自适应变异算子能够很好地平衡算法的全局探索与局部利用能力。在各类优化任务中,BBO 算法均表现出较高的运算效率。
确定性振荡搜索(DOS)算法是一种创新的全局优化方法,它结合了梯度算法与群体算法的优点,且不使用任何随机数。适应度振荡与斜率机制使得DOS能够以确定性方式探索复杂的搜索空间。
骆驼算法(CA)于 2016 年被提出,该算法模拟沙漠中骆驼的行为特征来求解优化问题,同时考量温度、供给储备和耐力三大因素。本文还提出了该算法的改进版本(CAm),核心改进包括:在解的生成过程中引入高斯分布,并对绿洲效应参数进行优化。