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Volatility models of price fluctuations are well studied in the econometrics literature, with more than 50 years of theoretical and empirical findings. The recent advancements in neural networks (NN) in the deep learning field have…

Computational Finance · Quantitative Finance 2022-05-17 German Rodikov , Nino Antulov-Fantulin

We propose a hybrid method combining the deep long short-term memory (LSTM) model with the inexact empirical model of dynamical systems to predict high-dimensional chaotic systems. The deep hierarchy is encoded into the LSTM by…

Signal Processing · Electrical Eng. & Systems 2020-02-04 Youming Lei , Jian Hu , Jianpeng Ding

Current climate models often struggle with accuracy because they lack sufficient resolution, a limitation caused by computational constraints. This reduces the precision of weather forecasts and long-term climate predictions. To address…

Atmospheric and Oceanic Physics · Physics 2024-10-03 Adib Bazgir , Yuwen Zhang

The modern power grid is facing increasing complexities, primarily stemming from the integration of renewable energy sources and evolving consumption patterns. This paper introduces an innovative methodology that harnesses Convolutional…

Machine Learning · Computer Science 2023-10-26 Aneesh Sathe , Wen Ren Yang

Quantum Machine Learning (QML) presents as a revolutionary approach to weather forecasting by using quantum computing to improve predictive modeling capabilities. In this study, we apply QML models, including Quantum Gated Recurrent Units…

Quantum Physics · Physics 2025-09-15 Saiyam Sakhuja , Shivanshu Siyanwal , Abhishek Tiwari , Britant , Savita Kashyap

The quantum circuit Born machine (QCBM) is a quantum physics inspired implicit generative model naturally suitable for learning binary images, with a potential advantage of modeling discrete distributions that are hard to simulate…

Quantum Physics · Physics 2022-11-21 Pengyuan Zhai

Multi-output time-series forecasting in energy systems is challenging because of nonlinear dynamics, multi-scale seasonality, and strong dependencies across correlated series. In this work, we investigate two hybrid quantum-classical…

The Quantum Lattice Boltzmann Method (QLBM) is one of the most promising approaches for realizing the potential of quantum computing in simulating computational fluid dynamics. Many recent works mostly focus on classical simulation, and…

Quantum Physics · Physics 2025-04-23 Apurva Tiwari , Jason Iaconis , Jezer Jojo , Sayonee Ray , Martin Roetteler , Chris Hill , Jay Pathak

Quantum computing offers the potential for superior computational capabilities, particularly for data-intensive tasks. However, the current state of quantum hardware puts heavy restrictions on input size. To address this, hybrid transfer…

A hybrid quantum-classical algorithm is a computational scheme in which quantum circuits are used to extract information that is then processed by a classical routine to guide subsequent quantum operations. These algorithms are especially…

Quantum Physics · Physics 2025-09-03 Alon Levi , Ziv Ossi , Eliahu Cohen , Amit Te'eni

The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…

Quantum Physics · Physics 2025-10-23 Fernando Alonso , Álvaro Leitao , Carlos Vázquez

The emergence of quantum computing poses significant risks to the security of modern communication networks as it breaks today's public-key cryptographic algorithms. Quantum Key Distribution (QKD) offers a promising solution by harnessing…

Cryptography and Security · Computer Science 2026-02-23 Ali Al-kuwari , Noureldin Mohamed , Saif Al-kuwari , Ahmed Farouk , Bikash K. Behera

The LIBOR Market Model (LMM) is a widely used model for pricing interest rate derivatives. While the Black-Scholes model is well-known for pricing stock derivatives such as stock options, a larger portion of derivatives are based on…

Quantum Physics · Physics 2022-07-05 Hao Tang , Wenxun Wu , Xian-Min Jin

Hybrid Quantum Classical (HQC) algorithms constitute one of the most effective paradigms for exploiting the computational advantages of quantum systems in large-scale numerical tasks. By operating in high-dimensional Hilbert spaces, quantum…

Quantum Physics · Physics 2025-11-12 Amin Ebrahimi , Farzan Haddadi

In recent years, with rapid progress in the development of quantum technologies, quantum machine learning has attracted a lot of interest. In particular, a family of hybrid quantum-classical neural networks, consisting of classical and…

Quantum Physics · Physics 2021-11-01 Yixiong Chen

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Accurate forecasting of photovoltaic power is essential for reliable grid integration, yet remains difficult due to highly variable irradiance, complex meteorological drivers, site geography, and device-specific behavior. Although…

This paper introduces a novel multivariate volatility modeling framework, named Long Short-Term Memory enhanced BEKK (LSTM-BEKK), that integrates deep learning into multivariate GARCH processes. By combining the flexibility of recurrent…

Computational Finance · Quantitative Finance 2025-06-04 Haoyuan Wang , Chen Liu , Minh-Ngoc Tran , Chao Wang

Quantum computing is a game-changing technology for global academia, research centers and industries including computational science, mathematics, finance, pharmaceutical, materials science, chemistry and cryptography. Although it has seen…

Quantum Physics · Physics 2023-03-07 He-Liang Huang , Xiao-Yue Xu , Chu Guo , Guojing Tian , Shi-Jie Wei , Xiaoming Sun , Wan-Su Bao , Gui-Lu Long

Value-at-Risk (VaR) and Expected Shortfall (ES) are widely used in the financial sector to measure the market risk and manage the extreme market movement. The recent link between the quantile score function and the Asymmetric Laplace…

Machine Learning · Statistics 2021-05-14 Zhengkun Li , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Junbin Gao
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