Examples of evolve()

Examples of algorithms.genetic.Evolution.evolve()

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  public void deal(Card[] deck) {
    Log.write("Starting HandGA algorithm with parameters:" + popSize + "," + generationSize + "," + mutProb + "," + crossProb);
    Evolution evolution = new HandEvolution(deck, this.pointsLimits, this.cardLimits, popSize, generationSize, mutProb, crossProb);
    for (int i=0;i<num;i++){
      evolution.reset();
      evolution.evolve();
      HandIndividual best = (HandIndividual)evolution.getBest();
      if (best.isIdeal())
        answers[i] = this.putInMatrix(best.toHand());
      else
        i--;
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Examples of algorithms.genetic.HandEvolution.evolve()

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  public void deal(Card[] deck) {
    Log.write("Starting HandGA algorithm with parameters:" + popSize + "," + generationSize + "," + mutProb + "," + crossProb);
    Evolution evolution = new HandEvolution(deck, this.pointsLimits, this.cardLimits, popSize, generationSize, mutProb, crossProb);
    for (int i=0;i<num;i++){
      evolution.reset();
      evolution.evolve();
      HandIndividual best = (HandIndividual)evolution.getBest();
      if (best.isIdeal())
        answers[i] = this.putInMatrix(best.toHand());
      else
        i--;
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Examples of eas.users.students.benediktMueller.qswarm.evolution.IndiEvolution.evolve()

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        v.setTitle("QuickSwarmAL [ currently evolving without display ]");
      }

      while(v.evolutionRunning && v.isVisible())
      {
        evo.evolve(null);
        if(g%10000==0) netViewer.generate(evo.agents[0].net);
        if(g%10000==0) netViewer.repaint();
        g++;
      }
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Examples of eas.users.students.benediktMueller.qswarm.evolution.IndiEvolution.evolve()

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      }
     
      while(!(v.evolutionRunning) && v.isVisible())
      {
        long s = System.currentTimeMillis();
        evo.evolve(null);
        if(g%10000==0) netViewer.generate(evo.agents[0].net);
        if(g%10000==0) netViewer.repaint();
        g++;
        v.repaint();
        while(System.currentTimeMillis()-s < 100) {
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Examples of eas.users.students.benediktMueller.qswarm.evolution.SwarmEvolution.evolve()

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      }

      while(v.evolutionRunning && v.isVisible())
      {
        System.out.println("generation " + g + " of invisible evolution");
        evo.evolve();
        netViewer.generate(evo.swarms[0].getNet());
        netViewer.repaint();
//        evo.swarms[0].getNet().dump();
        g++;
      }
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Examples of org.apache.commons.math3.genetics.GeneticAlgorithm.evolve()

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        };

        System.out.println("Starting evolution ...");
       
        // run the algorithm
        Population finalPopulation = ga.evolve(initial, stoppingCondition);

        // Get the end time for the simulation.
        long endTime = System.currentTimeMillis();

        // best chromosome from the final population
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Examples of org.jquantlib.processes.GeneralizedBlackScholesProcess.evolve()

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        //The expectedValue = intialValue*exp(drift*dt)-----can be obtained by integrating----->dx/x= drift*dt
        System.out.println("Expected value = "+process.expectation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));

        //Calulating the exact value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The exact value = intialValue*exp(drift*dt)*exp(volatility*sqrt(dt))-----can be obtained by integrating----->dx/x= drift*dt+volatility*sqrt(dt)
        System.out.println("Exact value = "+process.evolve(process.time(date18.clone()), 6.7, .001, new NormalDistribution().op(Math.random())));

        //Calculating the drift of the stochastic process after time = 18th day from today with value of the stock as specified from the quote
        //The drift = (riskFreeForwardRate - dividendForwardRate) - (Variance/2)
        final Array drift = process.drift(process.time(date18.clone()), new Array(1).fill(5.6));
        System.out.println("The drift of the process after time = 18th day from today with value of the stock as specified from the quote");
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Examples of org.jquantlib.processes.GeneralizedBlackScholesProcess.evolve()

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        final Array expectation = process.expectation(process.time(date18.clone()), new Array(1).fill(5.6), 0.01);
        System.out.println("Expected value = "+expectation.first());

        //Calulating the exact value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The exact value = intialValue*exp(drift*dt)*exp(volatility*sqrt(dt))-----can be obtained by integrating----->dx/x= drift*dt+volatility*sqrt(dt)
        final Array evolve = process.evolve(process.time(date18.clone()), new Array(1).fill(6.7), .001, new Array(1).fill(new NormalDistribution().op(Math.random()) ));
        System.out.println("Exact value = "+evolve.first());

        //Calculating covariance of the process
        final Matrix covariance = process.covariance(process.time(date18.clone()),  new Array(1).fill(5.6), 0.01);
        System.out.println("Covariance = "+covariance.get(0, 0));
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Examples of org.jquantlib.processes.StochasticProcess1D.evolve()

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        //The expectedValue = intialValue*exp(drift*dt)-----can be obtained by integrating----->dx/x= drift*dt
        System.out.println("Expected value = "+process.expectation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));

        //Calulating the exact value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The exact value = intialValue*exp(drift*dt)*exp(volatility*sqrt(dt))-----can be obtained by integrating----->dx/x= drift*dt+volatility*sqrt(dt)
        System.out.println("Exact value = "+process.evolve(process.time(date18.clone()), 6.7, .001, new NormalDistribution().op(Math.random())));

        //Calculating the drift of the stochastic process after time = 18th day from today with value of the stock as specified from the quote
        //The drift = (riskFreeForwardRate - dividendForwardRate) - (Variance/2)
        final Array drift = process.drift(process.time(date18.clone()), new Array(1).fill(5.6));
        System.out.println("The drift of the process after time = 18th day from today with value of the stock as specified from the quote");
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Examples of org.jquantlib.processes.StochasticProcess1D.evolve()

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        final Array expectation = process.expectation(process.time(date18.clone()), new Array(1).fill(5.6), 0.01);
        System.out.println("Expected value = "+expectation.first());

        //Calulating the exact value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The exact value = intialValue*exp(drift*dt)*exp(volatility*sqrt(dt))-----can be obtained by integrating----->dx/x= drift*dt+volatility*sqrt(dt)
        final Array evolve = process.evolve(process.time(date18.clone()), new Array(1).fill(6.7), .001, new Array(1).fill(new NormalDistribution().op(Math.random()) ));
        System.out.println("Exact value = "+evolve.first());

        //Calculating covariance of the process
        final Matrix covariance = process.covariance(process.time(date18.clone()),  new Array(1).fill(5.6), 0.01);
        System.out.println("Covariance = "+covariance.get(0, 0));
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