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News/Quantum Recurrent Architectures for Financial Time Series Prediction
arxiv
PublishedNovember 14, 2026 at 5:00 AM

Quantum Recurrent Architectures for Financial Time Series Prediction

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arXiv:2611.15298v1 Announce Type: cross Abstract: This study evaluates quantum classical hybrid recurrent architectures for financial time-series forecasting: a Quantum Long Short-Term Memory (QLSTM) network and Quantum Reservoir Computing (QRC) with lag-based inputs. Classical lag vectors are encod

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