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...
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| Format: | Article |
| Language: | English |
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Springer
2025-07-01
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| Series: | International Journal of Computational Intelligence Systems |
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| Online Access: | https://doi.org/10.1007/s44196-025-00906-4 |
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| _version_ | 1849389573559287808 |
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| author | Fang Wang Ting Bu Yuping Huang |
| author_facet | Fang Wang Ting Bu Yuping Huang |
| author_sort | Fang Wang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-5e46f6308be44524a0471ff79ca3231e |
| institution | Kabale University |
| issn | 1875-6883 |
| language | English |
| publishDate | 2025-07-01 |
| publisher | Springer |
| record_format | Article |
| series | International Journal of Computational Intelligence Systems |
| spelling | doaj-art-5e46f6308be44524a0471ff79ca3231e2025-08-20T03:41:56ZengSpringerInternational Journal of Computational Intelligence Systems1875-68832025-07-0118111710.1007/s44196-025-00906-4Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir ComputingFang Wang0Ting Bu1Yuping Huang2Department of Physics, Stevens Institute of TechnologyQuantum Computing Inc.Department of Physics, Stevens Institute of TechnologyAbstract 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.https://doi.org/10.1007/s44196-025-00906-4Optical reservoir computingParallel data processingMultivariate forecastingMultistep prediction |
| spellingShingle | Fang Wang Ting Bu Yuping Huang Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing International Journal of Computational Intelligence Systems Optical reservoir computing Parallel data processing Multivariate forecasting Multistep prediction |
| title | Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing |
| title_full | Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing |
| title_fullStr | Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing |
| title_full_unstemmed | Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing |
| title_short | Enhanced Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing |
| title_sort | enhanced multistep prediction of multivariate market indices using weighted optical reservoir computing |
| topic | Optical reservoir computing Parallel data processing Multivariate forecasting Multistep prediction |
| url | https://doi.org/10.1007/s44196-025-00906-4 |
| work_keys_str_mv | AT fangwang enhancedmultisteppredictionofmultivariatemarketindicesusingweightedopticalreservoircomputing AT tingbu enhancedmultisteppredictionofmultivariatemarketindicesusingweightedopticalreservoircomputing AT yupinghuang enhancedmultisteppredictionofmultivariatemarketindicesusingweightedopticalreservoircomputing |