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

DOI10.1108/17563781011028532zbMath1188.91235OpenAlexW2018295715MaRDI QIDQ3563718

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

time series analysisneural netsstock marketsfinancial forecastingprogramming and algorithm theory

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

• Unnamed Item
• Time series and dependent variables
• 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

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