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Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies

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Author Info
Waltman, L.R.
Eck, N.J.P. van
Dekker, R.
Kaymak, U. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)

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Abstract

We are concerned with evolutionary algorithms that are employed for economic modeling purposes. We focus in particular on evolutionary algorithms that use a binary encoding of strategies. These algorithms, commonly referred to as genetic algorithms, are popular in agent-based computational economics research. In many studies, however, there is no clear reason for the use of a binary encoding of strategies. We therefore examine to what extent the use of such an encoding may influence the results produced by an evolutionary algorithm. It turns out that the use of a binary encoding can have quite significant effects. Since these effects do not have a meaningful economic interpretation, they should be regarded as artifacts. Our findings indicate that in general the use of a binary encoding is undesirable. They also highlight the importance of employing evolutionary algorithms with a sensible economic interpretation.

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File URL: http://hdl.handle.net/1765/16014
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Publisher Info
Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2009-028-LIS Revision_Date: 2009-07-29.

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Date of creation: 20 May 2009
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Handle: RePEc:dgr:eureri:1765016014

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Related research
Keywords: agent-based computational economics; evolutionary algorithm; genetic algorithm; binary encoding; premature convergence;

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This page was last updated on 2009-11-18.


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