相关论文: Quantum-Enhanced Forecasting: Leveraging Quantum G…

Time-series forecasting is a critical task across many domains, from engineering to economics, where accurate predictions drive strategic decisions. However, applying advanced deep learning models in challenging, volatile domains like…

Graph Neural Networks (GNNs) have become indispensable in critical domains such as drug discovery, social network analysis, and recommendation systems, yet their black-box nature hinders deployment in scenarios requiring transparency and…

Quantum optimization is the most mature quantum computing technology to date, providing a promising approach towards efficiently solving complex combinatorial problems. Methods such as adiabatic quantum computing (AQC) have been employed in…

Quantum optimization, a key application of quantum computing, has traditionally been stymied by the linearly increasing complexity of gradient calculations with an increasing number of parameters. This work bridges the gap between Koopman…

Point forecasting of univariate time series is a challenging problem with extensive work having been conducted. However, nonparametric probabilistic forecasting of time series, such as in the form of quantiles or prediction intervals is an…

This paper advances a variable screening approach to enhance conditional quantile forecasts using high-dimensional predictors. We have refined and augmented the quantile partial correlation (QPC)-based variable screening proposed by Ma et…

We achieve a quantum speed-up of fully polynomial randomized approximation schemes (FPRAS) for estimating partition functions that combine simulated annealing with the Monte-Carlo Markov Chain method and use non-adaptive cooling schedules.…

We develop and implement two realizations of quantum graph neural networks (QGNN), applied to the task of particle interaction simulation. The first QGNN is a speculative quantum-classical hybrid learning model that relies on the ability to…

We employ quantum circuit learning to simulate quantum field theories (QFTs). Typically, when simulating QFTs with quantum computers, we encounter significant challenges due to the technical limitations of quantum devices when implementing…

Quantum Machine Learning (QML) offers tremendous potential but is currently limited by the availability of qubits. We introduce an innovative approach that utilizes pre-trained neural networks to enhance Variational Quantum Circuits (VQC).…

This work introduces an end-to-end framework for multi-asset option pricing that combines market-consistent risk-neutral density recovery with quantum-accelerated numerical integration. We first calibrate arbitrage-free marginal…

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…

The demand for artificially generated data for the development, training and testing of new algorithms is omnipresent. Quantum computing (QC), does offer the hope that its inherent probabilistic functionality can be utilised in this field…

Representing and learning from graphs is essential for developing effective machine learning models tailored to non-Euclidean data. While Graph Neural Networks (GNNs) strive to address the challenges posed by complex, high-dimensional graph…

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Spatiotemporal prediction plays a critical role in numerous real-world applications such as urban planning, transportation optimization, disaster response, and pandemic control. In recent years, researchers have made significant progress by…

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Convolutional neural networks (CNNs) have made significant advances in computer vision tasks, yet their high inference times and latency often limit real-world applicability. While model compression techniques have gained popularity as…

Quantum error mitigation (QEM) provides a practical route for estimating reliable observables on noisy intermediate-scale quantum (NISQ) devices. Traditional QEM strategies, including zero-noise extrapolation (ZNE) and Clifford data…

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…