Large-Scale Benchmarking of Quantum Neural Network Configurations for Financial Time Series Forecasting
A large-scale systematic comparative evaluation of QNN component configurations for financial time series forecasting, using the GBP/USD spot exchange rate as a case study, provides practical architectural guidance for QNN design and establishes a baseline characterisation of QNN noise sensitivity on near-term quantum...
Jack Waller, Xing Liang, Dimitrios Makris et al.
· 0 citations