scholarly journals Stock Price forecasting based on Quantum Particle swarm optimization

Author(s):  
Guohui Huang ◽  

The stock market is very volatile, so the change of the stock price is also widely concerned by investors. In this paper, a new stock price forecasting model based on Quantum Particle Swarm Optimization(QPSO) , Quantum Bee Colony Optimization Algorithm(QABC) and Quantum Fruit Fly Optimization Algorithm (QFOA) is proposed. The three methods all use BP neural network to adjust the parameters of particle swarm, bee colony and Drosophila to reach the optimal parameters. Taking the daily closing price of CITIC Securities and Tianfeng Securities, a large-scale and a small-scale securities company, as the object of empirical analysis, comparing the accuracy of the three methods in predicting stocks, it also analyzes whether the size of the company has an effect on the accuracy of the model. The results show that the prediction effect of qpso is the best, and the size of the company has some influence on the prediction effect.

2016 ◽  
Vol 2016 ◽  
pp. 1-8
Author(s):  
Zhehuang Huang

Quantum particle swarm optimization (QPSO) is a population based optimization algorithm inspired by social behavior of bird flocking which combines the ideas of quantum computing. For many optimization problems, traditional QPSO algorithm can produce high-quality solution within a reasonable computation time and relatively stable convergence characteristics. But QPSO algorithm also showed some unsatisfactory issues in practical applications, such as premature convergence and poor ability in global optimization. To solve these problems, an improved quantum particle swarm optimization algorithm is proposed and implemented in this paper. There are three main works in this paper. Firstly, an improved QPSO algorithm is introduced which can enhance decision making ability of the model. Secondly, we introduce synergetic neural network model to mangroves classification for the first time which can better handle fuzzy matching of remote sensing image. Finally, the improved QPSO algorithm is used to realize the optimization of network parameter. The experiments on mangroves classification showed that the improved algorithm has more powerful global exploration ability and faster convergence speed.


2013 ◽  
Vol 475-476 ◽  
pp. 956-959 ◽  
Author(s):  
Hao Teng ◽  
Shu Hui Liu ◽  
Yue Hui Chen

In the model of flexible neural tree (FNT), parameters are usually optimized by particle swarm optimization algorithm (PSO). Because PSO has many shortcomings such as being easily trapped in local optimal solution and so on, an improved algorithm based on quantum-behaved particle swarm optimization (QPSO) is presented. It is combined with the factor of speed, gather and disturbance, so as to be used to optimize the parameters of FNT. This paper applies the improved quantum particle swarm optimization algorithm to the neural tree, and compares it with the standard particle swarm algorithm in the optimization of FNT. The result shows that the proposed algorithm is with a better expression, thus improves the performance of the FNT.


2011 ◽  
Vol 63-64 ◽  
pp. 106-110 ◽  
Author(s):  
Yu Fa Xu ◽  
Jie Gao ◽  
Guo Chu Chen ◽  
Jin Shou Yu

Based on the problem of traditional particle swarm optimization (PSO) easily trapping into local optima, quantum theory is introduced into PSO to strengthen particles’ diversities and avoid the premature convergence effectively. Experimental results show that this method proposed by this paper has stronger optimal ability and better global searching capability than PSO.


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