{"id":618,"date":"2016-07-18T18:17:25","date_gmt":"2016-07-18T21:17:25","guid":{"rendered":"https:\/\/sbia.org.br\/lnlm\/?page_id=618"},"modified":"2016-07-18T18:17:25","modified_gmt":"2016-07-18T21:17:25","slug":"vol10-no3-art6","status":"publish","type":"page","link":"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/","title":{"rendered":"A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting"},"content":{"rendered":"

T\u00edtulo:<\/strong> A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting<\/p>\n

Autores:<\/strong> Ara\u00fajo, Ricardo de A.; Oliveira, Adriano L. I.; Soares, S\u00e9rgio; Meira, Silvio<\/p>\n

Resumo:<\/strong> Financial forecasting problems are rather difficult to be solved due to many complex features present in these time series. Several techniques have been proposed in the literature to solve this kind of problem. However, a dilemma arises from them, known as random walk dilemma, where the forecasts generated show a characteristic one step delay with respect to the real time series data. In this sense, this work presents a quantum-inspired evolutionary learning process to design the dilation-erosion perceptron (DEP) in order to overcome the random walk dilemma for financial forecasting. Furthermore, an experimental anal- ysis is presented using the Dow Jones Industrial Average Index, where five well-known performance metrics and an evaluation function are used to assess forecasting performance.<\/p>\n

Palavras-chave:<\/strong> Dilation-Erosion Perceptron; Quantum-Inspired Evolutionary Learning; Financial Time Series Forecasting; Random Walk Dilemma<\/p>\n

P\u00e1ginas:<\/strong> 10<\/p>\n

C\u00f3digo DOI:<\/strong> 10.21528\/lmln-vol10-no3-art6<\/a><\/p>\n

Artigo em PDF:<\/strong> vol10-no3-art6.pdf<\/a><\/p>\n

Arquivo BibTex:<\/strong> vol10-no3-art6.bib<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

T\u00edtulo: A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting Autores: Ara\u00fajo, Ricardo de A.; Oliveira, Adriano L. I.; Soares, S\u00e9rgio; Meira, Silvio Resumo: Financial forecasting problems are rather difficult to be solved due to many complex Read More …<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":603,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-618","page","type-page","status-publish","hentry"],"yoast_head":"\nA Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting - Learning and NonLinear Models<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/\" \/>\n<meta property=\"og:locale\" content=\"pt_BR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting - Learning and NonLinear Models\" \/>\n<meta property=\"og:description\" content=\"T\u00edtulo: A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting Autores: Ara\u00fajo, Ricardo de A.; Oliveira, Adriano L. I.; Soares, S\u00e9rgio; Meira, Silvio Resumo: Financial forecasting problems are rather difficult to be solved due to many complex Read More ...\" \/>\n<meta property=\"og:url\" content=\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/\" \/>\n<meta property=\"og:site_name\" content=\"Learning and NonLinear Models\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Est. tempo de leitura\" \/>\n\t<meta name=\"twitter:data1\" content=\"1 minuto\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/\",\"url\":\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/\",\"name\":\"A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting - Learning and NonLinear Models\",\"isPartOf\":{\"@id\":\"https:\/\/sbia.org.br\/lnlm\/#website\"},\"datePublished\":\"2016-07-18T21:17:25+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/#breadcrumb\"},\"inLanguage\":\"pt-BR\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Browse issues\",\"item\":\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Learning & Nonlinear Models – L&NLM – Volume 10 – N\u00famero 3\",\"item\":\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/\"},{\"@type\":\"ListItem\",\"position\":3,\"name\":\"A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/sbia.org.br\/lnlm\/#website\",\"url\":\"https:\/\/sbia.org.br\/lnlm\/\",\"name\":\"Learning and NonLinear Models\",\"description\":\"\",\"publisher\":{\"@id\":\"https:\/\/sbia.org.br\/lnlm\/#organization\"},\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/sbia.org.br\/lnlm\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"pt-BR\"},{\"@type\":\"Organization\",\"@id\":\"https:\/\/sbia.org.br\/lnlm\/#organization\",\"name\":\"Learning and NonLinear Models\",\"url\":\"https:\/\/sbia.org.br\/lnlm\/\",\"logo\":{\"@type\":\"ImageObject\",\"inLanguage\":\"pt-BR\",\"@id\":\"https:\/\/sbia.org.br\/lnlm\/#\/schema\/logo\/image\/\",\"url\":\"https:\/\/sbia.org.br\/lnlm\/wp-content\/uploads\/2021\/07\/logo-lnlm.png\",\"contentUrl\":\"https:\/\/sbia.org.br\/lnlm\/wp-content\/uploads\/2021\/07\/logo-lnlm.png\",\"width\":398,\"height\":94,\"caption\":\"Learning and NonLinear Models\"},\"image\":{\"@id\":\"https:\/\/sbia.org.br\/lnlm\/#\/schema\/logo\/image\/\"}}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting - Learning and NonLinear Models","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol10-no3\/vol10-no3-art6\/","og_locale":"pt_BR","og_type":"article","og_title":"A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting - Learning and NonLinear Models","og_description":"T\u00edtulo: A Quantum-Inspired Evolutionary Learning Process to Design Dilation-Erosion Perceptrons for Financial Forecasting Autores: Ara\u00fajo, Ricardo de A.; Oliveira, Adriano L. 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