Dynamic multi-criteria evaluation of co-evolution strategies for solving stock trading problems

Chang, Ying-Hua; Wu, Tz-Ting

doi:10.1016/j.amc.2011.09.032

Cited by 6 publications

(1 citation statement)

References 13 publications

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“…This work was supported by the National Natural Science Foundation of China (71272176;71302028), the Fundamental Scientific Research Funds for the Central Universities (HEUCF110914), and the Heilongjiang Postdoctoral Fund (3236310094). Now, there are already some research results on the dynamic evaluation [14][15][16]. References [17][18][19][20][21] focused on the impact of the weight variation on evaluation results.…”

Section: Introductionmentioning

confidence: 99%

Evaluation matrix with the speed feature based on double inspiriting control lines

Liu

Shi

2013

J. of Syst. Eng. Electron.

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Methods of the comprehensive evaluation have been studied for many years. However, the change speed of evaluated objects was rarely considered by the existing evaluation methods. An evaluation matrix is proposed to remedy this deficiency. Firstly, the change speed state (CSS) of the evaluated objects is analyzed based on double inspiriting control lines (DICLs), and a matrix of the CSS is constructed. Then, 72 elements in the matrix are analyzed, and formulas describing each CSS are given. The efficiency of the proposed evaluation matrix is proved when the CSS merges with the change speed trend (CST) in the dynamic comprehensive evaluation. Finally, a computing example shows that the proposed evaluation matrix is feasible in the dynamic comprehensive evaluation with the speed feature.

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