Quantum-Enhanced Multimodal Intelligence for Stock Market Trend Forecasting

Abstract

The need for smart, scalable algorithms to predict stock market movements has grown in response to the deluge of financial data coming from disparate sources including news articles, social media, and market pricing. Despite its success, traditional deep learning is ill-equipped to handle the complex nonlinear relationships and high-dimensional interactions found in financial markets. To get around these problems, this study presents a paradigm for quantum-enhanced multimodal intelligence that uses deep learning and quantum computing to predict stock market trends. Through the use of quantum-inspired feature mapping and quantumassisted optimisation, modality-specific encoders create representations from numerical market indicators and textual sentiment data. Both representation learning and exploring solution spaces are improved by this hybrid design. When tested on industry-standard financial datasets, the suggested model achieved better accuracy, precision, recall, and F1-score than typical multimodal deep learning baselines. The results of ablation studies further demonstrate that combining multimodal fusion with quantum enhancement improves the accuracy of predictions. Based on the findings, next-gen financial forecasting systems may incorporate quantum-augmented intelligence.