A Quantum-Inspired Intelligent Hybrid method for stock market forecasting.
Ricardo de A. AraújoAranildo Rodrigues Lima JuniorTiago Alessandro Espínola FerreiraPublished in: IEEE Congress on Evolutionary Computation (2008)
Keyphrases
- hybrid method
- stock market
- quantum inspired
- short term
- financial time series
- garch model
- binary gravitational search algorithm
- long term
- foreign exchange
- stock price
- quantum computing
- stock exchange
- stock index futures
- immune clonal
- hybrid algorithm
- financial data
- stock returns
- forecasting model
- financial markets
- exchange rate
- trading rules
- support vector machine
- genetic algorithm
- market data
- data mining
- trading systems
- mutation operator
- binary particle swarm optimization
- stock trading
- artificial neural networks
- feature extraction