Evolutionary modeling in a problem of operating strategy optimization
The problem of an applicability assessment of basic operating strategy based on the analysis of trend is considered. As the data examples are used long intervals of observations over currency quotations in the electronic market Forex. For an advantageous strategy formation is used the evolutionary modeling. In essence, evolutionary modeling is based on the principles of iterative casual search. Significant difference is the mechanism of variability introduction, including both small variations of optimized parameters, and the considerable jumps of values imitating a parametrical mutation. Other important difference is saving of intermediate non-optimal decisions. Such approach allows to realize the principle of the system analysis according to which the final optimum decision is reached by sequence of intermediate non-optimal decisions. Important aspect of evolutionary modeling is the preliminary estimate of initial estimates realistic values. The description of computing experiments is provided in article for these values estimation. As a result of the researches it is established that there is a basic possibility of advantageous strategy creation for conditional game on retrospective data. But even very positive result on retrospective data in the conditions of chaotic dynamics doesn't give steady decisions on the subsequent groups of observations. This feature is characteristic for control in chaotic environments and is caused by formed decisions instability for acyclic oscillatory processes. Nevertheless, the established fact of the existence of advantageous strategy speaks about existence of the regular components in chaos, allowing basic possibility of advantageous decisions implementation.