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

DOI10.1108/17563781011028532zbMATH Open1188.91235OpenAlexW2018295715MaRDI QIDQ3563718FDOQ3563718

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)

Cites Work

• Estimating the active dimension of the dynamics in a time series based on an information criterion
• Time series and dependent variables
• Title not available (Why is that?)
• CO-EVOLVING NEURAL NETWORKS WITH EVOLUTIONARY STRATEGIES: A NEW APPLICATION TO DIVISIA MONEY

Cited In (3)

• 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
• Swarm-based translation-invariant morphological prediction method for financial time series forecasting

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