Hybrid LSTM-QCBM model outperforms classical LSTM on SSE Composite and CSI 300 volatility forecasting and supports quantum-assisted training followed by fully classical inference.
Supervised learning with quantum-enhanced feature spaces.Nature, 567(7747):209–212, 2019
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A Hybrid Quantum-Classical Framework for Financial Volatility Forecasting Based on Quantum Circuit Born Machines
Hybrid LSTM-QCBM model outperforms classical LSTM on SSE Composite and CSI 300 volatility forecasting and supports quantum-assisted training followed by fully classical inference.