FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH
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Publication:5101557
DOI10.1142/S0218348X22401624OpenAlexW4226466954MaRDI QIDQ5101557
Manuel A. Fernández-Gámez, M. Belén Salas, David Alaminos
Publication date: 30 August 2022
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218348x22401624
forecastingquantum computingsystemic riskquantum neural networksstock market crashesquantum support vector regression
Mathematical economics (91Bxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)
Uses Software
Cites Work
- Global prediction of recessions
- Making best use of model evaluations to compute sensitivity indices
- Model averaging in Markov-switching models: predicting national recessions with regional data
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition
- A nonstandard finite difference scheme for the modeling and nonidentical synchronization of a novel fractional chaotic system
- A Quantum Adiabatic Evolution Algorithm Applied to Random Instances of an NP-Complete Problem
- Predicting recessions using trends in the yield spread
- Sobol Sensitivity: A Strategy for Feature Selection
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