Author: Pan, Wen-Tsao; Huang, Qiu-Yu; Yang, Zi-Yin; Zhu, Fei-Yan; Pang, Yu-Ning; Zhuang, Mei-Er
Title: Determinants of Tourism Stocks During the COVID-19: Evidence From the Deep Learning Models Cord-id: lfzlrrq9 Document date: 2021_4_9
ID: lfzlrrq9
Snippet: This paper examines the determinants of tourism stock returns in China from October 25, 2018, to October 21, 2020, including the COVID-19 era. We propose four deep learning prediction models based on the Back Propagation Neural Network (BPNN): Quantum Swarm Intelligence Algorithms (QSIA), Quantum Step Fruit-Fly Optimization Algorithm (QSFOA), Quantum Particle Swarm Optimization Algorithm (QPSO) and Quantum Genetic Algorithm (QGA). Firstly, the rough dataset is used to reduce the dimension of the
Document: This paper examines the determinants of tourism stock returns in China from October 25, 2018, to October 21, 2020, including the COVID-19 era. We propose four deep learning prediction models based on the Back Propagation Neural Network (BPNN): Quantum Swarm Intelligence Algorithms (QSIA), Quantum Step Fruit-Fly Optimization Algorithm (QSFOA), Quantum Particle Swarm Optimization Algorithm (QPSO) and Quantum Genetic Algorithm (QGA). Firstly, the rough dataset is used to reduce the dimension of the indices. Secondly, the number of neurons in the multilayer of BPNN is optimized by QSIA, QSFOA, QPSO, and QGA, respectively. Finally, the deep learning models are then used to establish prediction models with the best number of neurons under these three algorithms for the non-linear real stock returns. The results indicate that the QSFOA-BPNN model has the highest prediction accuracy among all models, and it is defined as the most effective feasible method. This evidence is robust to different sub-periods.
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