QGANs with quantum generators and classical discriminators generate financial time series matching target distributions and desired temporal correlations, with quality varying by circuit depth, bond dimension, and simulation method.
Generative adversarial networks in finance: An overview,
2 Pith papers cite this work. Polarity classification is still indexing.
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quant-ph 2years
2025 2verdicts
UNVERDICTED 2representative citing papers
Fully hybrid quantum-classical GANs with VQCs in both generator and discriminator outperform classical baselines in image quality and metrics, with placement effects on convergence and sustained performance on reduced datasets.
citing papers explorer
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Quantum generative modeling for financial time series with temporal correlations
QGANs with quantum generators and classical discriminators generate financial time series matching target distributions and desired temporal correlations, with quality varying by circuit depth, bond dimension, and simulation method.
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Hybrid Quantum-Classical Generative Adversarial Networks with Transfer Learning
Fully hybrid quantum-classical GANs with VQCs in both generator and discriminator outperform classical baselines in image quality and metrics, with placement effects on convergence and sustained performance on reduced datasets.