Series:

SpringerBriefs in Applied Sciences and Technology

7 total works

Cover of AIDA-CMK: Multi-Algorithm Optimization Kernel Applied to Analog IC Sizing
This work addresses the research and development of an innovative optimization kernel applied to analog integrated circuit (IC) design. Particularly, this works describes the modifications inside the AIDA Framework, an electronic design automation framework fully developed by at the Integrated Circuits Group-LX of the Instituto de Telecomunicações, Lisbon. It focusses on AIDA-CMK, by enhancing AIDA-C, which is the circuit optimizer component of AIDA, with a new multi-objective multi-constraint optimization module that constructs a base for multiple algorithm implementations. The proposed solution implements three approaches to multi-objective multi-constraint optimization, namely, an evolutionary approach with NSGAII, a swarm intelligence approach with MOPSO and stochastic hill climbing approach with MOSA. Moreover, the implemented structure allows the easy hybridization between kernels transforming the previous simple NSGAII optimization module into a more evolved and versatile module supporting multiple single and multi-kernel algorithms. The three multi-objective optimization approaches were validated with CEC2009 benchmarks to constrained multi-objective optimization and tested with real analog IC design problems. The achieved results were compared in terms of performance, using statistical results obtained from multiple independent runs. Finally, some hybrid approaches were also experimented, giving a foretaste to a wide range of opportunities to explore in future work.

Cover of Identifying Patterns in Financial Markets
This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors.

Cover of Investment Strategies Optimization based on a SAX-GA Methodology
This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.

Cover of Electronic Design Automation of Analog ICs combining Gradient Models with Multi-Objective Evolutionary Algorithms
This book applies to the scientific area of electronic design automation (EDA) and addresses the automatic sizing of analog integrated circuits (ICs). Particularly, this book presents an approach to enhance a state-of-the-art layout-aware circuit-level optimizer (GENOM-POF), by embedding statistical knowledge from an automatically generated gradient model into the multi-objective multi-constraint optimization kernel based on the NSGA-II algorithm. The results showed allow the designer to explore the different trade-offs of the solution space, both through the achieved device sizes, or the respective layout solutions.

Cover of Generating Analog IC Layouts with LAYGEN II

This book presents an innovative methodology for the automatic generation of analog integrated circuits (ICs) layout, based on template descriptions and on evolutionary computational techniques. A design automation tool, LAYGEN II was implemented to validate the proposed approach giving special emphasis to reusability of expert design knowledge and to efficiency on retargeting operations.     

Cover of Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage

Cover of Using Artificial Neural Networks for Analog Integrated Circuit Design Automation
This book addresses the automatic sizing and layout of analog integrated circuits (ICs) using deep learning (DL) and artificial neural networks (ANN). It explores an innovative approach to automatic circuit sizing where ANNs learn patterns from previously optimized design solutions. In opposition to classical optimization-based sizing strategies, where computational intelligence techniques are used to iterate over the map from devices' sizes to circuits' performances provided by design equations or circuit simulations, ANNs are shown to be capable of solving analog IC sizing as a direct map from specifications to the devices' sizes. Two separate ANN architectures are proposed: a Regression-only model and a Classification and Regression model. The goal of the Regression-only model is to learn design patterns from the studied circuits, using circuit's performances as input features and devices' sizes as target outputs. This model can size a circuit given its specifications for a single topology. The Classification and Regression model has the same capabilities of the previous model, but it can also select the most appropriate circuit topology and its respective sizing given the target specification. The proposed methodology was implemented and tested on two analog circuit topologies.