arXiv (OAI Expanded)
open access
Learning Temporal Patterns in Financial Time Series: A Comparative Study of Quantum LSTM and Quantum Reservoir Computing
This study explores quantum and classical hybrid architectures for financial time-series fore casting, focusing on Quantum Long Short-Term Memory (QLSTM) networks and Quantum Reservoir Computing (QRC), using univariate and multivariate lag structures on real financial data. We assess how lag embeddi
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