15 May 2024 Time series analysis for financial indices using optical reservoir computing
Yuan Qu, Hengyu Lian, Rongjun Shao, Jiahao Liu, Linxian Liu, Jiamiao Yang
Author Affiliations +
Abstract

The previous demonstrations of optical reservoir computing (ORC) primarily utilized theoretical dynamic systems. Here, we explore the practical application of ORC in analyzing real-world financial datasets. In terms of prediction accuracy, a comparative analysis is conducted between ORC and its conventional counterpart implemented on a desktop. The results indicate that both models exhibit similar performance levels. Notably, the ORC model, equipped with a reasonably sized reservoir state, demonstrates commendable prediction accuracy. We provide valuable insights into the feasibility and effectiveness of ORC in handling real-world time series data, contributing to the broader understanding of its practical applications.

© 2024 Society of Photo-Optical Instrumentation Engineers (SPIE)
Yuan Qu, Hengyu Lian, Rongjun Shao, Jiahao Liu, Linxian Liu, and Jiamiao Yang "Time series analysis for financial indices using optical reservoir computing," Optical Engineering 63(5), 054108 (15 May 2024). https://doi.org/10.1117/1.OE.63.5.054108
Received: 15 February 2024; Accepted: 3 May 2024; Published: 15 May 2024
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KEYWORDS
Time series analysis

Reservoir computing

Systems modeling

Computing systems

Data modeling

Dynamical systems

Optical engineering

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