MathWorks Webinar: Using Genetic Algorithms in Financial Applications

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26 Dec 2007 (Updated )

Presentation and M-Files for MathWorks Webinar

crossoverNcK(parents,options,GenomeLength,FitnessFcn,unused,thisPopulation)
function xoverKids  = crossoverNcK(parents,options,GenomeLength,FitnessFcn,unused,thisPopulation)
% Oren Rosen
% The MathWorks
% 8/29/2007
%
% This custom crossover function is written to work on a population of
% vectors of zeros and ones with the same amount of ones in each vector.
% The children that are produced from 2 parents will have the same genes
% for every element they agree on, and random choices of zerps and ones for
% the elements they don't agree on. The number of each is set so that all
% children have the same number of ones as their parents. All children
% automatically satisfy this constraint so there is no need to impose these
% constraints.

% How many children to produce?
nKids = length(parents)/2;

% Allocate space for the kids
xoverKids = zeros(nKids,GenomeLength);

% To move through the parents twice as fast as thekids are
% being produced, a separate index for the parents is needed
index = 1;

% *** Initialize ***
% Assumes all members of thisPopulation have the same number of ones.
num1s = sum(thisPopulation(1,:));
indexVec = 1:GenomeLength;
    
% for each kid...
for i=1:nKids
    
    % *** Get parents ***
    r1 = parents(index);
    index = index + 1;
    r2 = parents(index);
    index = index + 1;
    
    p1 = thisPopulation(r1,:);
    p2 = thisPopulation(r2,:);
    
    % *** Find Matching 1's and 0's ***
    % Ex: If           p1 == [ 1 0 1 0 0 1 1 0 0 0 ]
    %                  p2 == [ 1 0 0 1 0 0 1 0 1 0 ]
    %     Then matching1s == [ 1 0 0 0 0 0 1 0 0 0 ]
    %     Then matching0s == [ 0 1 0 0 1 0 0 1 0 1 ]
    matching1s = ~xor(p1,p2) & (p1 == 1);
    matching0s = ~xor(p1,p2) & (p1 == 0);
    
    % *** Find Matching Indices ***
    %     If       matching1s == [ 1 0 0 0 0 0 1 0 0 0 ]
    %              matching0s == [ 0 1 0 0 1 0 0 1 0 1 ]
    %     Then matching1sIndx == [ 1 7 ]
    %          matching0sIndx == [ 2 5 8 10 ]
    %         nonmatchingIndx == [ 3 4 6 9 ]
    matching1sIndx = indexVec(matching1s);
    matching0sIndx = indexVec(matching0s);
    nonmatchingIndx = setdiff(indexVec,[matching0sIndx,matching1sIndx]);

    % *** Create Child ***
    % Ex: If   num1s == 4
    %          matching1sIndx == [ 1 7 ]
    %          nonmatchingIndx == [ 3 4 6 9 ]
    %     Then numMatching1s == 2
    %     num1sToFill == 2
    %     Indx1sToFill == 2 random choices from [ 3 4 6 9 ]
    numMatching1s = numel(matching1sIndx);
    num1sToFill = num1s - numMatching1s;
    Indx1sToFill = randsample(nonmatchingIndx,num1sToFill);

    % *** Fill in 1s ***
    % Ex: If               p1 == [ 1 0 1 0 0 1 1 0 0 0 ]
    %                      p2 == [ 1 0 0 1 0 0 1 0 1 0 ]
    %     Then xoverKids(i,:) == [ 1 0 ? ? 0 ? 1 0 ? 0 ]
    %     With exactly 2 of the '?' equal to 1, the rest 0.
    xoverKids(i,matching1sIndx) = 1;
    xoverKids(i,Indx1sToFill) = 1;
end

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