Hybrid LSTM-QCBM model outperforms classical LSTM on SSE Composite and CSI 300 volatility forecasting and supports quantum-assisted training followed by fully classical inference.
Forecasting the volatility of stock price index: A hybrid model integrating lstm with multiple garch-type models.Expert Systems with Applications, 103:25–37
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A Hybrid Quantum-Classical Framework for Financial Volatility Forecasting Based on Quantum Circuit Born Machines
Hybrid LSTM-QCBM model outperforms classical LSTM on SSE Composite and CSI 300 volatility forecasting and supports quantum-assisted training followed by fully classical inference.