English

Volatility time series modeling by single-qubit quantum circuit learning

Computational Finance 2026-04-29 v2

Abstract

We employ single-qubit quantum circuit learning (QCL) to model the dynamics of volatility time series. To assess its effectiveness, we generate synthetic data using the Rational GARCH model, which is specifically designed to capture volatility asymmetry. Our results show that QCL-based volatility predictions preserve the negative return-volatility correlation, a hallmark of asymmetric volatility dynamics. Moreover, analysis of the Hurst exponent and multifractal characteristics indicates that the predicted series, like the original synthetic data, exhibits anti-persistent behavior and retains its multifractal structure.

Keywords

Cite

@article{arxiv.2512.10584,
  title  = {Volatility time series modeling by single-qubit quantum circuit learning},
  author = {Tetsuya Takaishi},
  journal= {arXiv preprint arXiv:2512.10584},
  year   = {2026}
}

Comments

9 pages, 10 figures, accepted for 14th International Conference on Mathematical Modeling in Physical Sciences

R2 v1 2026-07-01T08:20:30.098Z