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

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to capture the broader behavior of the stock market. Our approach shows significant higher performance than state-of-the-art methods such as linear regression, decision trees, and neural network architectures including long short-term memory. It captures well the market's high volatility and nonlinear behaviors despite limited data, demonstrating great potential for real-time, parallel, multi-dimensional data processing and predictions.

Efficient Reservoir Computing using Field Programmable Gate Array and Electro-optic Modulation

We experimentally demonstrate a hybrid reservoir computing system consisting of an electro-optic modulator and field programmable gate array (FPGA). It implements delay lines and filters digitally for flexible dynamics and high connectivity, while supporting a large number of reservoir nodes. To evaluate the system's performance and versatility, three benchmark tests are performed. The first is the 10th order Nonlinear Auto-Regressive Moving Average test (NARMA-10), where the predictions of 1000 and 25,000 steps yield impressively low normalized root mean square errors (NRMSE's) of 0.142 and 0.148, respectively. Such accurate predictions over into the far future speak to its capability of large sample size processing, as enabled by the present hybrid design. The second is the Santa Fe laser data prediction, where a normalized mean square error (NMSE) of 6.73x10-3 is demonstrated. The third is the isolate spoken digit recognition, with a word error rate close to 0.34%. Accurate, versatile, flexibly reconfigurable, and capable of long-term prediction, this reservoir computing system could find a wealth of impactful applications in real-time information processing, weather forecasting, and financial analysis.

Robust and Efficient Single-Pixel Image Classificationwith Nonlinear Optics

We present a hybrid image classifier by mode-selective image upconversion, single pixel photodetection, and deep learning, aiming at fast processing a large number of pixels. It utilizes partial Fourier transform to extract the signature features of images in both the original and Fourier domains, thereby significantly increasing the classification accuracy and robustness. Tested on the MNIST handwritten digit images, it boosts the accuracy from 81.25% to 99.23%, and achieves an 83% accuracy for highly contaminated images whose signal-to-noise ratio is only -17 dB. Our approach could prove useful for fast lidar data processing, high resolution image recognition, occluded target identification, atmosphere monitoring, and so on.