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Record W4362518777 · doi:10.1142/s0219477523400060

A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction

2023· article· en· W4362518777 on OpenAlexaff
Caifeng Wang, Yukun Yang, Linlin Xu, Alexander Wong

Bibliographic record

VenueFluctuation and Noise Letters · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsComputer scienceHilbert–Huang transformArtificial neural networkArtificial intelligenceMachine learningTelecommunications

Abstract

fetched live from OpenAlex

Financial time series are nonlinear, volatile and chaotic. Inspired by quantum computing, this paper proposed a new model, called primary ensemble empirical mode decomposition combined with quantum neural network (PEEMD-QNN) in predicting the stock index. PEEMD-QNN takes the advantages of the PEEMD which retains the main component of modal component and QNN. To demonstrate that our PEEMD-QNN model is robust, we used the new model to predict six major stock index time series in China at a specific time. Detailed experiments are implemented for both of the proposed prediction models, in which empirical mode decomposition combined with QNN (EMD-QNN), QNN and BP neural network are compared. The results demonstrate that the proposed PEEMD-QNN model has higher accuracy than BP neural network, QNN model and EMD-QNN model in stock market prediction.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.010
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.067
GPT teacher head0.371
Teacher spread0.304 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations6
Published2023
Admission routes1
Has abstractyes

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