Photonic quantum computing has recently emerged as a promising platform for hybrid quantum machine learning due to its native realization of linear-optical circuits and the computational complexity of boson sampling. However, despite growing interest in quantum methods for finance, the influence of photonic circuit design choices on predictive performance remains largely unexplored. Existing studies typically evaluate a single architecture, leaving the broader photonic design space unexamined. In this work, we present Q-PhotoMarket, a systematic design space exploration (DSE) framework for photonic hybrid quantum neural networks (HQNNs) applied to financial market prediction. We explore over 5,000 valid photonic configurations spanning input photon states, circuit architectures, entangling models, and measurement strategies across their compatible computation spaces, for U.S., Indian, and cryptocurrency markets. To improve search efficiency, the exhaustive exploration is complemented with Bayesian optimization. We further incorporate threshold calibration and prediction-collapse diagnostics to enable reliable evaluation under increasingly imbalanced return thresholds. Experimental results show that systematic exploration of more than 5,000 photonic HQNN configurations reveals consistent architectural patterns across financial markets, identifies robust high-performing designs, and demonstrates competitive performance relative to classical machine learning baselines.
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To appear at the IEEE International Conference on Quantum Artificial Intelligence (QAI), Nottingham, UK, December 2026
Photonic quantum computing has recently emerged as a promising platform for hybrid quantum machine learning due to its native realization of linear-optical circuits and the computational complexity of boson sampling. However, despite growing interest in quantum methods for finance, the influence of photonic circuit design choices on predictive performance remains largely unexplored. Existing studies typically evaluate a single architecture, leaving the broader photonic design space unexamined. In this work, we present Q-PhotoMarket, a systematic design space exploration (DSE) framework for photonic hybrid quantum neural networks (HQNNs) applied to financial market prediction. We explore over 5,000 valid photonic configurations spanning input photon states, circuit architectures, entangling models, and measurement strategies across their compatible computation spaces, for U.S., Indian, and cryptocurrency markets. To improve search efficiency, the exhaustive exploration is complemented with Bayesian optimization. We further incorporate threshold calibration and prediction-collapse diagnostics to enable reliable evaluation under increasingly imbalanced return thresholds. Experimental results show that systematic exploration of more than 5,000 photonic HQNN configurations reveals consistent architectural patterns across financial markets, identifies robust high-performing designs, and demonstrates competitive performance relative to classical machine learning baselines.
Hybrid Quantum Neural Networks (HQNNs) have recently emerged as a promising paradigm for near-term quantum machine learning. However, their practical performance strongly depends on design choices such as classical-to-quantum data encoding, quantum circuit architecture, measurement strategy and shots. In this paper, we present a comprehensive design space exploration of HQNNs for Chronic Kidney Disease (CKD) diagnosis. Using a carefully curated and preprocessed clinical dataset, we benchmark 625 different HQNN models obtained by combining five encoding schemes, five entanglement architectures, five measurement strategies, and five different shot settings. To ensure fair and robust evaluation, all models are trained using 10-fold stratified cross-validation and assessed on a test set using a comprehensive set of metrics, including accuracy, area under the curve (AUC), F1-score, and a composite performance score. Our results reveal strong and non-trivial interactions between encoding choices and circuit architectures, showing that high performance does not necessarily require large parameter counts or complex circuits. In particular, we find that compact architectures combined with appropriate encodings (e.g., IQP with Ring entanglement) can achieve the best trade-off between accuracy, robustness, and efficiency. Beyond absolute performance analysis, we also provide actionable insights into how different design dimensions influence learning behavior in HQNNs.
Photonic quantum computing is a promising platform for scalable quantum machine learning, but designing effective hybrid architectures remains challenging under hardware and optimization constraints. Existing approaches rely on manually tuned architectures that fail to account for the collaboration between classical preprocessing, phase encoding, and photonic circuit structure, limiting both accuracy and hardware compatibility. In this paper, we propose a neural architecture search framework for hybrid photonic quantum-classical models that combines genetic algorithm-based search with learnable quantum phase encoding to systematically explore the joint design space of classical and quantum components. Our framework encodes 19 hyperparameters across six gene groups and evolves a population of hybrid architectures using group-based crossover, per-gene mutation, and elitism, evaluating each candidate on a short training budget before full retraining of the best found design. We evaluate our framework on two image classification benchmarks, Digits and MNIST, achieving final validation accuracies of 99.44% and 98.78%, respectively, with first-principles execution time estimates on the Quandela Ascella photonic QPU projecting single-image inference at ~67 ms (Digits) and ~149 ms (MNIST). Our quantum contribution analysis further shows that the photonic layer extracts non-redundant features orthogonal to the classical pathway, providing a measurable accuracy advantage over classical-only baselines. Our results demonstrate that automated architecture search is both practical and impactful for hybrid photonic systems, opening the way for systematic design space exploration of quantum AI on photonic devices.
Financial markets generate complex, high-dimensional time series characterized by nonlinearity, noise, and structural uncertainty, posing persistent challenges for classical machine learning and statistical forecasting models. This paper examines quantum machine learning (QML) architectures for stock market forecasting, anomaly detection, and pattern recognition in financial time series. By leveraging quantum phenomena such as superposition, entanglement, and quantum-enhanced feature spaces, QML models offer new computational paradigms for capturing intricate market dynamics and latent structures. The study synthesizes recent advances in quantum neural networks, variational quantum circuits, and hybrid quantum–classical models, evaluating their applicability to predictive modeling and risk-sensitive detection tasks in finance. The paper argues that QML architectures have the potential to complement classical approaches by improving representational capacity and scalability for complex financial data, while also outlining current technical limitations and research directions necessary for practical deployment.
Prediction of stock price remains a challenging task because financial markets are dynamic and often non-linear, unpredictable patterns. To deal with such unpredictable data, the architecture that’s created must identify both time based trends and hidden patterns in data. In this study, we explore a hybrid modelling approach by combining both the classical deep learning techniques with quantum computing principles. Specifically, a Long Short-Term Memory (LSTM) is combined with a Quantum Neural Network (QNN) to understand the benefits of using quantum in time series forecasting. Rather than depending on a single quantum configuration, multiple feature maps and ansatz circuit designs were evaluated to identify the most suitable arrangement for the QLSTM model. Resultant framework blends ideas from both classical computing and quantum approaches to improve how we predict patterns over time in real-life scenarios.
Hybrid quantum-classical neural networks (HQNNs) are emerging as a practical approach for quantum machine learning in the noisy intermediate-scale quantum (NISQ) era, as they combine classical learning components with parameterized quantum circuits in an end-to-end trainable framework. However, their performance and efficiency depend strongly on architectural choices such as data encoding, circuit structure, measurement design, and the coupling between classical and quantum modules. This makes manual design increasingly difficult, especially when hardware limitations and resource constraints must also be taken into account. In this paper, we study the foundations of HQNNs and neural architecture search (NAS), discuss how NAS extends to quantum and hybrid settings, and demonstrate FLOPs-aware search (where FLOPs serve as a proxy for computational complexity), as an important hardware-aware direction for building HQNNs that are not only accurate but also computationally efficient and practically deployable.
Financial markets are complex, dynamic systems characterized by nonlinear patterns, stochastic behavior, and high-dimensional data, making accurate stock market prediction a challenging task. Traditional statistical models often fail to capture these complexities, leading to the growing adoption of artificial intelligence and quantum computing techniques. This review presents a comprehensive analysis of optimized equivariant split attention quantum neural network frameworks for stock market prediction and recommendation systems. The approach integrates quantum neural networks with equivariant architectures to preserve structural relationships in financial data, while split attention mechanisms enhance the modeling of both local and global temporal dependencies. The study examines various optimization strategies, including variational quantum circuits, evolutionary algorithms, and hybrid quantum-classical training methods, focusing on their scalability and robustness. It also explores the integration of heterogeneous data sources such as price data, macroeconomic indicators, and sentiment analysis to improve prediction accuracy. Evaluations across diverse financial datasets demonstrate improved forecasting performance, generalization, and computational efficiency compared to conventional models. Overall, the framework offers a promising direction for developing intelligent, scalable, and high-performance financial prediction and recommendation systems.
Muhammad Shafique