Antonio Muñoz García

Discovering causes of financial distress by combining evolutionary algorithms and artificial neural networks

In this work we compare two soft-computing methods for producing models that are able to predict whether a company is going to have book losses: artificial neural networks (ANNs) and genetic programming (GP). In order to build prediction models that can be applied to an extensive number of practical cases, we need simple models which require a small amount of data. Kohonens self-organizing map (SOM) is a non-supervised neural network that is usually used as a clustering tool. In our case a SOM has been used to reduce the dimensions of the prediction problem. Traditionally, ANNs have been considered able to produce better classifier structures than GP. In this work we merge the capability of GP for generating classification trees and the feature extraction abilities of SOM, obtaining a classification tool that beats the results yielded using an evolutionary ANN method.

Adapting evolutionary algorithms to the concurrent functional language Erlang

In this paper we describe how the usual sequential and procedural Evolutionary Algorithm is mapped to a concurrent and functional framework using the Erlang language. The design decisions, as well as some early results, are shown.

Improving evolutionary solutions to the game of mastermind using an entropy-based scoring method

Solving the MasterMind puzzle, that is, finding out a hidden combination by using hints that tell you how close some strings are to that one is a combinatorial optimization problem that becomes increasingly difficult with string size and the number of symbols used in it. Since it does not have an exact solution, heuristic methods have been traditionally used to solve it; these methods scored each combination using a heuristic function that depends on comparing all possible solutions with each other. In this paper we first optimize the implementation of previous evolutionary methods used for the game of mastermind, obtaining up to a 40% speed improvement over them. Then we study the behavior of an entropy-based score, which has previously been used but not checked exhaustively and compared with previous solutions. The combination of these two strategies obtain solutions to the game of Mastermind that are competitive, and in some cases beat, the best solutions obtained so far. All data and programs have also been published under an open source license.