Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing

Abstract We propose and experimentally demonstrate an innovative weighted optical reservoir computing system for market index prediction. By integrating fundamental market data with macroeconomic indicators and technical metrics, we capture the broader dynamics of the stock market. Our system shows...

Full description

Saved in:
Bibliographic Details
Main Authors: Fang Wang, Ting Bu, Yuping Huang
Format: Article
Language:English
Published: Springer 2025-07-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Online Access:https://doi.org/10.1007/s44196-025-00906-4
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Abstract We propose and experimentally demonstrate an innovative weighted optical reservoir computing system for market index prediction. By integrating fundamental market data with macroeconomic indicators and technical metrics, we capture the broader dynamics of the stock market. Our system shows significantly higher performance than the state-of-the-art methods such as linear regression, decision trees, and neural network architectures including long short-term memory. It effectively captures the market’s high volatility and nonlinear behaviors under limited data conditions, demonstrating strong potential for real-time, parallel, multi-dimensional data processing, and prediction.
ISSN:1875-6883