11.5 Review
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the search when the price approaches the competition price and meets
a specific price point value.
➏ Breed a New Population of Hedge Expectancy
Configurations
If a termination condition is not satisfied, a new population of hedge
expectancy configurations is created from the current population. Some
portion of the best chromosomes is retained, some of the chromosomes
are bred through crossover to produce new chromosomes, and a few
chromosome genomes are randomly mutated to produce new varieties of
models in the population.
11.5 Review
This chapter extends the evolutionary strategy concepts introduced in the
previous chapter by focusing on the optimal tuning or reconfiguration of
a fuzzy system created through the rule induction algorithm. The ...