Vol.8, No.3, August 2019.                                                                                                                                                                                ISSN: 2217-8309

                                                                                                                                                                                                                        eISSN: 2217-8333


TEM Journal



Association for Information Communication Technology Education and Science


Determination of the Control Parameters of Evolutionary Techniques Utilizing
Analysis of Variance


Zuzana Čičková, Mária Vojtková, Marian Reiff


© 2019 Marian Reiff, published by UIKTEN. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License. (CC BY-NC-ND 4.0)


Citation Information: TEM Journal. Volume 8, Issue 3, Pages 951-958, ISSN 2217-8309, DOI: 10.18421/TEM83-37, August 2019.


Received: 10 January 2019.

Revised:   06 June 2019.
Accepted: 15 June 2019.
Published:28 August 2019.




Evolutionary techniques are considered to be an alternative to the effective solution of many, especially non-standard optimization problems. However, these algorithms are controlled by a special set of control parameters according to algorithm type and these settings radically affect the quality of the results. Paper focuses on the possibility of using selected statistical methods to determine the effective values of control parameters, while algorithm of differential evolution has been chosen as an evolutionary technique representative. The analysis has been elucidated on an illustrative example of Sortino ratio maximization problem which is one of the nonlinear measures of portfolio performance.


Keywords – Evolutionary techniques, Differential evolution, Sortino ratio, Control parameters, Analysis of variance.



Full text PDF >  



Copyright © 2012-2019 UIKTEN, All Rights reserved
Copyright licence: All articles are licenced via Creative Commons CC BY-NC-ND 4.0 licence