A quantum‐inspired evolutionary hybrid intelligent approach for stock market prediction

DOI10.1108/17563781011028532MaRDI QIDQ3563718zbMATHOpenAlexFDO

Authors Ricardo de A. Araújo

Publication date 1 June 2010

Published in International Journal of Intelligent Computing and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/17563781011028532

zbMATH Keywords

stock marketstime series analysisneural netsfinancial forecastingprogramming and algorithm theory

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites work

• CO-EVOLVING NEURAL NETWORKS WITH EVOLUTIONARY STRATEGIES: A NEW APPLICATION TO DIVISIA MONEY
• Estimating the active dimension of the dynamics in a time series based on an information criterion
• Quantum-inspired evolutionary algorithm for numerical optimization
• Time series and dependent variables

Cited in

(7)

• A morphological-rank-linear evolutionary method for stock market prediction
• Swarm-based translation-invariant morphological prediction method for financial time series forecasting
• A multi-criteria approach to evolve sparse neural architectures for stock market forecasting
• A hybrid fuzzy quantum time series and linear programming model: special application on TAIEX index dataset
• FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH
• The optimized gate recurrent unit based on improved evolutionary algorithm to predict stock market returns
• A quantum artificial neural network for stock closing price prediction

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