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In the past decade, the field of quantum machine learning has drawn significant attention due to the prospect of bringing genuine computational advantages to now widespread algorithmic methods. However, not all domains of machine learning…

This study first reconstructs three deep learning powered stock trading models and their associated strategies that are representative of distinct approaches to the problem and established upon different aspects of the many theories evolved…

Trading and Market Microstructure · Quantitative Finance 2021-04-07 Haohan Zhang

Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

Computational Engineering, Finance, and Science · Computer Science 2025-02-07 Zhiming Li , Junzhe Jiang , Yushi Cao , Aixin Cui , Bozhi Wu , Bo Li , Yang Liu , Danny Dongning Sun

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

Portfolio Management · Quantitative Finance 2021-02-15 Kumar Yashaswi

A central aspect for operating future quantum computers is quantum circuit optimization, i.e., the search for efficient realizations of quantum algorithms given the device capabilities. In recent years, powerful approaches have been…

Quantum Physics · Physics 2021-03-16 Thomas Fösel , Murphy Yuezhen Niu , Florian Marquardt , Li Li

Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we…

Machine Learning · Computer Science 2026-02-03 Junqiao Wang , Zhaoyang Guan , Guanyu Liu , Tianze Xia , Xianzhi Li , Shuo Yin , Xinyuan Song , Chuhan Cheng , Tianyu Shi , Alex Lee

For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning…

Statistical Finance · Quantitative Finance 2022-09-27 Jatin Nainani , Nirman Taterh , Md Ausaf Rashid , Ankit Khivasara

In this paper, we apply quantum machine learning (QML) to predict the stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond…

Machine Learning · Computer Science 2026-02-17 Sharan Mourya , Hannes Leipold , Bibhas Adhikari

Quantum computing exploits basic quantum phenomena such as state superposition and entanglement to perform computations. The Quantum Approximate Optimization Algorithm (QAOA) is arguably one of the leading quantum algorithms that can…

Machine Learning · Computer Science 2022-06-16 Sami Khairy , Ruslan Shaydulin , Lukasz Cincio , Yuri Alexeev , Prasanna Balaprakash

Quantum convolutional neural networks (QCNNs) offer a promising architecture for near-term quantum machine learning by combining hierarchical feature extraction with modest parameter growth. However, any QCNN operating on classical data…

Quantum Physics · Physics 2025-12-16 Xingyun Feng

Quantum algorithms have the potential to enhance machine learning across a variety of domains and applications. In this work, we show how quantum machine learning can be used to improve financial forecasting. First, we use classical and…

Statistical Finance · Quantitative Finance 2024-04-05 Sohum Thakkar , Skander Kazdaghli , Natansh Mathur , Iordanis Kerenidis , André J. Ferreira-Martins , Samurai Brito

Quantum machine learning (QML) as combination of quantum computing with machine learning (ML) is a promising direction to explore, in particular due to the advances in realizing quantum computers and the hoped-for quantum advantage. A field…

Real-world reinforcement learning tasks often involve some form of partial observability where the observations only give a partial or noisy view of the true state of the world. Such tasks typically require some form of memory, where the…

Machine Learning · Computer Science 2022-11-11 Kevin Esslinger , Robert Platt , Christopher Amato

Traditional quantum system control methods often face different constraints, and are easy to cause both leakage and stochastic control errors under the condition of limited resources. Reinforcement learning has been proved as an efficient…

Emerging Technologies · Computer Science 2024-05-14 Wenjie Liu , Bosi Wang , Jihao Fan , Yebo Ge , Mohammed Zidan

This study presents a comprehensive empirical comparison between quantum machine learning (QML) and classical machine learning (CML) approaches in Automated Market Makers (AMM) and Decentralized Finance (DeFi) trading strategies through…

Statistical Finance · Quantitative Finance 2025-10-21 Chi-Sheng Chen , Aidan Hung-Wen Tsai

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

In this research, we extend the universal reinforcement learning (URL) agent models of artificial general intelligence to quantum environments. The utility function of a classical exploratory stochastic Knowledge Seeking Agent, KL-KSA, is…

Quantum Physics · Physics 2021-12-08 Aritra Sarkar , Zaid Al-Ars , Harshitta Gandhi , Koen Bertels

To realize the full potential of quantum technologies, finding good strategies to control quantum information processing devices in real time becomes increasingly important. Usually these strategies require a precise understanding of the…

We showcase how Quantile Regression (QR) can be applied to forecast financial returns using Limit Order Books (LOBs), the canonical data source of high-frequency financial time-series. We develop a deep learning architecture that…

Trading and Market Microstructure · Quantitative Finance 2019-06-13 Zihao Zhang , Stefan Zohren , Stephen Roberts

The \textit{Temporal Fusion Transformer} (TFT), proposed by Lim \textit{et al.}, published in \textit{International Journal of Forecasting} (2021), is a state-of-the-art attention-based deep neural network architecture specifically designed…

Machine Learning · Computer Science 2025-10-27 Krishnakanta Barik , Goutam Paul
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