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A quantum neuron and ASVM hybrid algorithm for fund price forecasting

  • Xin Jin*
  • , Xuefeng Wang
  • *Corresponding author for this work
  • School of Management, Harbin Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

In order to optimize the structure of traditional support vector machine, quantum-neuron-based adaptive support vector machine is applied to fund price prediction in the paper. Quantum-neuron-based adaptive support vector machine has a strong generalization ability by introducing quantum-neuron. The experimental study indicates that the number of input nodes of the prediction models has a great influence on the prediction effects. Then, the QN-ASVM models with the 2~6 input nodes respectively are trained and used to predict fund price. The experimental results indicate that the testing results of the QN-ASVM model with 5 input nodes have the best prediction effects among the QN-ASVM models with the 2~6 input nodes and the QN-ASVM model has a higher prediction accuracy than ASVM and SVM. It can be seen that the QN-ASVM model has a good application prospect in the fund price prediction.

Original languageEnglish
Pages (from-to)239-245
Number of pages7
JournalJournal of Information and Computational Science
Volume9
Issue number1
StatePublished - Jan 2012
Externally publishedYes

Keywords

  • ASVM
  • Forecasting algorithm
  • Fund price
  • Quantum neuron

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