Financial Analysis with HeuristicLab (Part 2)

Back in September Gabriel Kronberger posted about financial analysis over at the HeuristicLab Blog and showed some preliminary results for modelling the European interest rate swap yield with genetic programming. After many months of algorithm tweaking and refinement he presented the completed analysis and generated prognosis models to scientific peers at the ERCIM11 conference in London last weekend. ERCIM11 was organized by the London School of Economics, Queen Mary University of London and Birkbeck University of London.

Michael Affenzeller as Guest Lecturer in Las Palmas

Michael Affenzeller spent the better part of last week at the Universidad de Las Palmas de Gran Canaria, Spain. He was invited by Carmen Paz Suárez Araujo, the university’s vice head of internationalization, to hold a guest lecture in her PhD seminar and discuss future collaboration opportunities between our research groups.

Carmen Paz and her group conduct research in the area of artificial neural networks (ANN) with a special focus on (bio-)medical applications and hybrid algorithmic variants. We found that their research on modeling Alzheimer's Disease and related forms of dementia via ANN might tie in nicely with the heuristic dementia models developed by researchers around long-term HEAL member and bioinformatics research group head Stephan Winkler. Our groups are currently preparing a joint research proposal in that area, which will be submitted to the funding agency within the next couple of months. As usual, we will keep you posted about new developments on our homepage.

Erik Pitzer in Riga

Riga Technical University is a long-term scientific partner of our group. So far, two PhD students from Latvia have visited us in Hagenberg: Tatjana Lagzdina in 2008 and Vitaly Bolshakov in the summer of 2011.

During his stay in Austria, Vitaly and Erik Pitzer indentified a common research interests in the area of fitness landscape analysis, which led to a joint publication on vehicle scheduling problems. Due to the positive and fruitful collaboration, Erik is currently staying in Riga for a reciprocal visit. This time, they will tackle the vehicle routing problem and perform a rigorous fitness landscape analysis on representative problem instances. We will keep you updated about the results on our homepage, as usual.

2nd Workshop on Young Academics' Management Science

HEAL memeber Stefan Vonolfen went to Graz to attend the 2nd Workshop on Young Academics' Management Science last weekend. The workshop is organized each year by Dr. Peter Greistorfer and Dr. Marc Reimann from the University of Graz with the aim to encourage networking between young post-docs and grad students in the fields of metaheuristics and operations research. Stefan presented some recent research results in his paper "An Online Genetic Algorithm for Solving Dynamic Pickup and Delivery Problems".

Large Experiments in HeuristicLab

Andreas Beham recently had to run some large parameter experiments in HeuristicLab - and by large we mean about 400 configurations per experiment and more than 27,000 individual runs. The goal of this experiment was to test several parameter configurations on a number of problem instances in order to find the configuration that performed best in those instances.
Andreas shares his thoughts on the design of large parameter experiments and how you can make them as memory-friendly as possible on the HeuristicLab Blog. The blog entry also comes with a helpful code sample that should get you started, if you face a similar problem. Comments and questions are of course always welcome, either directly via mail or in our google group!


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