aiQUANT

Seriously, Graphviz is such an excellent graph plotting tool.  I have used it on many occasions here and find myself using it more often than Visio.  Might be useful to some who have not come across it before:

http://www.graphviz.org/

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The current GA model we are experimenting with in Matlab is proving to be a pain in terms of simulation time. I find myself having to wait tens of minutes for a few hundred generations to evolve. Clearly this will not help when we move on to more sophisticated problems such as Evolving Trading Rules as we will be dealing with complicated objective functions. I feel it’s about time we moved on to a faster C++ model which would be beneficial in terms of execution time and portability across systems. I recently came across an open source Genetic Algorithm library written by a PhD student at MIT.

GAlib: http://lancet.mit.edu/ga/

From the documentation it appears to be pretty sophisticated with some great functionality. Most of the leg-work is already done which would reduce a lot of programming for problems we would like to solve.

I shall start by compiling example code supplied with it, but there are 2 options I have:

1. Compile it under MS Visual C++ 2008 Beta which would inevitably lead to some thorough compile-time debug
2. Compile it under UNIX using the g++ compiler which is a smarter compiler than MS Visual Studio

At present I’m undecided between the two but in any case will start to post my endeavours with the library over the next few days. In parallel we shall continue with the Forecasting via GA experiment and hopefully by the time we finish it we would have gained sufficient experience with GAlib in-order to do some serious work.

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