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一种混合量子-经典模型用于股票价格预测,使用量子增强的长短期记忆.
Kimleang Kea1, Dongmin Kim1, Chansreynich Huot1
1Department of AI Convergence, Pukyong National University, Nam-gu, Busan 48513, Republic of Korea.
Entropy (Basel, Switzerland)
|November 27, 2024
概括
这项研究介绍了QLSTM,这是用于股票价格预测的混合量子-经典机器学习模型. QLSTM显著优于经典模型,在金融市场预测中显示出更高的准确性和更少的错误.
科学领域:
- 量子计算是一种量子计算.
- 机器学习 机器学习
- 金融市场 金融市场
背景情况:
- 股票市场预测是机器学习 (ML) 中的一个复杂挑战.
- 经典的ML模型用于预测是计算密集的.
- 量子计算 (QC) 提供了比经典计算机加速指数的潜力.
研究的目的:
- 开发和评估一种混合量子-经典的ML模型,用于股票价格预测.
- 通过将经典的长短期记忆 (LSTM) 与QC集成,引入一种新型模型,即量子长短期记忆 (QLSTM).
- 将QLSTM的性能与经典的ML模型进行比较.
主要方法:
- 开发了一个混合量子-经典ML模型 (QLSTM).
- 使用IBM量子模拟器和一个真实的IBM量子计算机验证了QLSTM.
- 使用根平均平方误差 (RMSE) 和预测准确度评估性能.
- 对经典模型进行了比较分析,并探索了超参数的影响.
主要成果:
- 与经典LSTM (0.0693) 相比,QLSTM获得了较低的RMSE (0.0602).
- QLSTM的预测准确度比经典的LSTM (0.8815) 高 (0.9736).
- 在RMSE和精度指标方面,QLSTM的表现优于其他经典模型.
结论:
- 混合QLSTM模型在股票价格预测方面表现出卓越的性能.
- 将QC与经典的ML集成在财务预测中提供了显著的优势.
- 在金融市场应用量子计算方面,QLSTM是一个有前途的进步.

