AIBullisharXiv – CS AI · Mar 117/10
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A Hybrid Quantum-Classical Framework for Financial Volatility Forecasting Based on Quantum Circuit Born Machines
Researchers developed a hybrid quantum-classical framework combining LSTM neural networks with Quantum Circuit Born Machines for financial volatility forecasting. Testing on Shanghai Stock Exchange data showed significant improvements over classical methods in key metrics like MSE and RMSE, demonstrating quantum computing's potential in financial modeling.