A Quantum Reservoir Computing Approach to Quantum Stock Movement Forecasting in Quantum-Invested Markets
Abstract
We present a quantum reservoir computing (QRC) framework based on a small-scale quantum system comprising at most six interacting qubits, designed for nonlinear financial time-series forecasting. We apply the model to predict future daily closing trading volumes of 20 quantum-sector publicly traded companies over the period from April 11, 2020, to April 11, 2025, as well as minute-by-minute trading volumes during out-of-market hours on July 7, 2025. Our analysis identifies optimal reservoir parameters that yield stock trend (up/down) classification accuracies exceeding . Importantly, the QRC model is platform-agnostic and can be realized across diverse physical implementations of qubits, including superconducting circuits and trapped ions. These results demonstrate the expressive power and robustness of small-scale quantum reservoirs for modeling complex temporal correlations in financial data, highlighting their potential applicability to real-world forecasting tasks on near-term quantum hardware.
Keywords
Cite
@article{arxiv.2602.13094,
title = {A Quantum Reservoir Computing Approach to Quantum Stock Movement Forecasting in Quantum-Invested Markets},
author = {Wendy Otieno and Alexandre Zagoskin and Alexander G. Balanov and Juan Totero Gongora and Sergey E. Savel'ev},
journal= {arXiv preprint arXiv:2602.13094},
year = {2026}
}
Comments
16 pages, 9 figures