A Review of Artificial Neural Networks Application to Stock Market Predictions

The purpose of this paper is to review artificial neural network applications used in the field of stock price forecasting. The field of stock price forecasting has increasingly grown to be an important subject matter for researchers, everyday investors and practitioners in the finance domain as it aids financial decision making. This study brings to attention some of the neural network applications used in stock price forecasting focusing on application comparisons on different stock market data and the gaps that can be worked on in the foreseeable future. This work makes an introduction of neural network applications to those novels in the field of artificial intelligence. Keywords: Neural Networks, Forecasting Stock Price. Financial Markets, Complexity, Error Measures, Decision Makin

Quantum Neural Networks for Forecasting Inflation Dynamics

103–106Inflation is a key indicator in the economy that measures the average level of prices of goods and services, being an important ratio in public and private decision-making, so predicting it with precision has always been a concern of economists. This paper makes inflation predictions with different time horizons applying quantum theory through Quantum Neural Networks. The results obtained teach that Quantum Neural Networks overcome the predictive power of the existing models in the previous literature and yields a low-level of errors when predicting any change in the direction of the forecast trend

Interpreting Housing Prices with a MultidisciplinaryApproach Based on Nature-Inspired Algorithms and Quantum Computing

Current technology still does not allow the use of quantum computers for broader and individual uses; however, it is possible to simulate some of its potentialities through quantum computing. Quantum computing can be integrated with nature-inspired algorithms to innovatively analyze the dynamics of the real estate market or any other economic phenomenon. With this main aim, this study implements a multidisciplinary approach based on the integration of quantum computing and genetic algorithms to interpret housing prices. Starting from the principles of quantum programming, the work applies genetic algorithms for the marginal price determination of relevant real estate characteristics for a particular segment of Naples’ real estate market. These marginal prices constitute the quantum program inputs to provide, as results, the purchase probabilities corresponding to each real estate characteristic considered. The other main outcomes of this study consist of a comparison of the optimal quantities for each real estate characteristic as determined by the quantum program and the average amounts of the same characteristics but relative to the real estate data sampled, as well as the weights of the same characteristics obtained with the implementation of genetic algorithms. With respect to the current state of the art, this study is among the first regarding the application of quantum computing to interpretation of selling prices in local real estate markets

Quantum diffusion beyond slow-roll: implications for primordial black-hole production

Primordial black-holes (PBH) can be produced in single-field models of inflation with a quasi-inflection point in the potential. In these models, a large production of PBHs requires a deviation from the slow-roll (SR) trajectory. In turn, this SR violation can produce an exponential growth of quantum fluctuations. We study the back-reaction of these quantum modes on the inflationary dynamics using stochastic inflation in the Hamilton-Jacobi formalism. We develop a methodology to solve quantum diffusion beyond SR in terms of the statistical moments of the probability distribution. We apply these techniques to a toy model potential with a quasi-inflection point. We find that there is an enhancement of the power spectrum due to the dominance of the stochastic noise in the phase beyond SR. Moreover, non-Gaussian corrections become as well relevant with a large positive kurtosis. Altogether, this produces a significant boost of PBH production. We discuss how our results extend to other single-field models with similar dynamics. We conclude that the abundance of PBHs in this class of models should be revisited including quantum diffusion.Comment: 17+7 pages, 5 figures. Matches JCAP versio

Competition and collaboration in cooperative coevolution of Elman recurrent neural networks for time - series prediction

Collaboration enables weak species to survive in an environment where different species compete for limited resources. Cooperative coevolution (CC) is a nature-inspired optimization method that divides a problem into subcomponents and evolves them while genetically isolating them. Problem decomposition is an important aspect in using CC for neuroevolution. CC employs different problem decomposition methods to decompose the neural network training problem into subcomponents. Different problem decomposition methods have features that are helpful at different stages in the evolutionary process. Adaptation, collaboration, and competition are needed for CC, as multiple subpopulations are used to represent the problem. It is important to add collaboration and competition in CC. This paper presents a competitive CC method for training recurrent neural networks for chaotic time-series prediction. Two different instances of the competitive method are proposed that employs different problem decomposition methods to enforce island-based competition. The results show improvement in the performance of the proposed methods in most cases when compared with standalone CC and other methods from the literature

User Trajectory Prediction in Mobile Wireless Networks Using Quantum Reservoir Computing

This paper applies a quantum machine learning technique to predict mobile users' trajectories in mobile wireless networks using an approach called quantum reservoir computing (QRC). Mobile users' trajectories prediction belongs to the task of temporal information processing and it is a mobility management problem that is essential for self-organizing and autonomous 6G networks. Our aim is to accurately predict the future positions of mobile users in wireless networks using QRC. To do so, we use a real-world time series dataset to model mobile users' trajectories. The QRC approach has two components: reservoir computing (RC) and quantum computing (QC). In RC, the training is more computational-efficient than the training of simple recurrent neural networks (RNN) since, in RC, only the weights of the output layer are trainable. The internal part of RC is what is called the reservoir. For the RC to perform well, the weights of the reservoir should be chosen carefully to create highly complex and nonlinear dynamics. The QC is used to create such dynamical reservoir that maps the input time series into higher dimensional computational space composed of dynamical states. After obtaining the high-dimensional dynamical states, a simple linear regression is performed to train the output weights and thus the prediction of the mobile users' trajectories can be performed efficiently. In this paper, we apply a QRC approach based on the Hamiltonian time evolution of a quantum system. We simulate the time evolution using IBM gate-based quantum computers and we show in the experimental results that the use of QRC to predict the mobile users' trajectories with only a few qubits is efficient and is able to outperform the classical approaches such as the long short-term memory (LSTM) approach and the echo-state networks (ESN) approach.Comment: 10 pages, 12 figures, 1 table. This paper is a preprint of a paper submitted to IET Quantum Communication. If accepted, the copy of record will be available at the IET Digital Librar