A quantum-inspired hybrid methodology for financial time series prediction

Proceedings of the International Joint Conference on Neural Networks

Volumn , Issue , 2010, Pages

  Araújo, Ricardo De A ^a   De Oliveira, Adriano L I ^b   Soares, Sergio C B ^c  

^a gm2 Intelligent Systems   (Brazil)

^b UNIVERSIDADE FEDERAL RURAL DE PERNAMBUCO   (Brazil)

^c FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

EVOLUTIONARY ALGORITHMS; FINANCE; FINANCIAL DATA PROCESSING; FORECASTING; PARAMETER ESTIMATION; TIME SERIES; TIME SERIES ANALYSIS;

FINANCIAL TIME SERIES; FINANCIAL TIME SERIES PREDICTIONS; HYBRID METHODOLOGIES; HYBRID MODEL; PERCEPTRON ARCHITECTURE; QUANTUM INSPIRED EVOLUTIONARY ALGORITHM; QUBIT MULTILAYER PERCEPTRON; RANDOM WALK DILEMMAS; TIME LAG; TIMES SERIES;

MULTILAYERS;

EID: 79959385816     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IJCNN.2010.5604601     Document Type: Conference Paper

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