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Yayın An automatic calibration procedure of driving behaviour parameters in the presence of high bus volume(Faculty of Transport and Traffic Engineering, 2019-11) Dadashzadeh, Nima; Ergün, Murat; Kesten, Ali Sercan; Zura, MarijanMost of the microscopic traffic simulation programs used today incorporate car-following and lane-change models to simulate driving behaviour across a given area. The main goal of this study has been to develop an automatic calibration process for the parameters of driving behaviour models using metaheuristic algorithms. Genetic Algorithm (GA), Particle Swarm Optimization (PSO), and a combination of GA and PSO (i.e. hybrid GAPSO and hybrid PSOGA) were used during the optimization stage. In order to verify our proposed methodology, a suitable study area with high bus volume on-ramp from the 0-1 Highway in Istanbul has been modelled in VISSIM. Traffic data have been gathered through detectors. The calibration procedure has been coded using MATLAB and implemented via the VISSIM-MATLAB COM interface. Using the proposed methodology, the results of the calibrated model showed that hybrid GAPSO and hybrid PSOGA techniques outperformed the GA-only and PSO-only techniques during the calibration process. Thus, both are recommended for use in the calibration of microsimulation traffic models, rather than GA-only and PSO-only techniques.Yayın Comparison of evolutionary techniques for Value-at-Risk calculation(Springer-Verlag Berlin, 2007) Uludağ, Gönül; Etaner Uyar, Ayşe Şima; Senel, Kerem; Dağ, HasanThe Value-at-Risk (VaR) approach has been used for measuring and controlling the market risks in financial institutions. Studies show that the t-distribution is more suited to representing the financial asset returns in VaR calculations than the commonly used normal distribution. The frequency of extremely positive or extremely negative financial asset returns is higher than that is suggested by normal distribution. Such a leptokurtic distribution can better be approximated by a t-distribution. The aim of this study is to asses the performance of a real coded Genetic Algorithm (CA) with Evolutionary Strategies (ES) approach for Maximum Likelihood (ML) parameter estimation. Using Monte Carlo (MC) simulations, we compare the test results of VaR simulations using the t-distribution, whose optimal parameters are generated by the Evolutionary Algorithms (EAs), to that of the normal distribution. It turns out that the VaR figures calculated with the assumption of normal distribution significantly understate the VaR figures computed from the actual historical distribution at high confidence levels. On the other hand, for the same confidence levels, the VaR figures calculated with the assumption of t-distribution are very close to the results found using the actual historical distribution. Finally, in order to speed up the MC simulation technique, which is not commonly preferred in financial applications due to its time consuming algorithm, we implement a parallel version of it.
