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.
Prediction of realized volatility and implied volatility indices using ai and machine learning: A review.International Review of Financial Analysis, 93:103221
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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.