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arXiv:2610.12148

Large-Scale Benchmarking of Quantum Neural Network Configurations for Financial Time Series Forecasting

Jack Waller, Xing Liang, Dimitrios Makris, Rajagopal Nilavalan

cs.LGquant-phSubmitted Oct 8, 2026• Announced Oct 9, 2026• 0 citations
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Abstract

Quantum machine learning, and quantum neural networks (QNNs) in particular, are advancing fields with growing potential. Although systematic comparisons of QNN configurations have been explored primarily for classification tasks, comparatively little attention has been given to regression problems, particularly financial time series forecasting. This study presents a large-scale systematic comparative evaluation of QNN component configurations for financial time series forecasting, using the GBP/USD spot exchange rate as a case study. A grid search across encoding methods, ansatz designs, qubit counts, layer depths, and cost functions yields 1,368 distinct model configurations, each evaluated in terms of prediction accuracy, computational cost, and convergence behaviour. The results reveal unique insights into how the choice of methods influences performance, such as that gate selection and arrangement are more critical to model success than raw parameter count, and that entanglement is a system-level property of the full circuit rather than solely at the ansatz level. The best-performing QNN configuration achieves an $R^2$ score of 0.985, outperforming a classical BiLSTM baseline. Additionally, the impact of real quantum hardware noise is assessed through execution on the IQM Emerald device, revealing that gate errors and decoherence represent a significant barrier to practical deployment, with gate selection and circuit depth identified as key determinants of hardware noise resilience. Overall, the findings provide practical architectural guidance for QNN design and establish a baseline characterisation of QNN noise sensitivity on near-term quantum devices.

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Quantum machine learning, and quantum neural networks (QNNs) in particular, are advancing fields with growing potential. Although systematic comparisons of QNN configurations have been explored primarily for classification tasks, comparatively little attention has been given to regression problems, particularly financial time series forecasting. This study presents a large-scale systematic comparative evaluation of QNN component configurations for financial time series forecasting, using the GBP/USD spot exchange rate as a case study. A grid search across encoding methods, ansatz designs, qubit counts, layer depths, and cost functions yields 1,368 distinct model configurations, each evaluated in terms of prediction accuracy, computational cost, and convergence behaviour. The results reveal unique insights into how the choice of methods influences performance, such as that gate selection and arrangement are more critical to model success than raw parameter count, and that entanglement is a system-level property of the full circuit rather than solely at the ansatz level. The best-performing QNN configuration achieves an R2R^2R2 score of 0.985, outperforming a classical BiLSTM baseline. Additionally, the impact of real quantum hardware noise is assessed through execution on the IQM Emerald device, revealing that gate errors and decoherence represent a significant barrier to practical deployment, with gate selection and circuit depth identified as key determinants of hardware noise resilience. Overall, the findings provide practical architectural guidance for QNN design and establish a baseline characterisation of QNN noise sensitivity on near-term quantum devices.
Abstract Quantum Machine Learning (QML) is an emerging field at the intersection of quantum computing and machine learning that aims to enhance classical learning methods by leveraging principles such as superposition and entanglement. However, skepticism remains regarding its practical advantages, particularly due to the limitations of noisy intermediate-scale quantum (NISQ) devices. This study addresses these concerns through a systematic evaluation of Quantum Neural Networks (QNNs), quantum-inspired counterparts of Artificial Neural Networks (ANNs). We construct and analyze 12 distinct QNN configurations by combining two quantum feature maps with six entanglement strategies for ansatz design. Experiments conducted on a wind energy dataset show that QNNs can achieve competitive or superior performance compared to classical baseline models, with the best-performing configuration (QNN-3) reaching an R 2 score of up to 0.94 when forecasting wind power output using four input features. In addition, we provide a detailed analysis of simulation time across different configurations, highlighting trade-offs between model complexity and computational cost. These findings demonstrate the potential of QNNs as viable models for predictive tasks and contribute to the ongoing evaluation of QML in real-world applications.
Quantum Neural Networks (QNNs) offer a promising framework for integrating quantum computing principles into machine learning, yet their practical capabilities and limitations remain insufficiently studied. In this work, we systematically investigate the trainability and approximation properties of QNNs by benchmarking diverse circuit architectures and encoding strategies across synthetic and real-world datasets. We analyze several ansätze, including Hamming, binary, exponential, ternary, turnpike and Golomb, by evaluating their ability to learn synthetic data modeled as random finite Fourier series. To assess real-world applicability, we further evaluate QNNs on two time-series classification tasks: a Fischertechnik pneumatic leak detection dataset and the publicly available NASA bearing fault dataset. Our experiments show that while broader frequency spectra can theoretically enhance expressivity, practical trainability is strongly influenced by architectural factors such as qubit count and circuit depth. Notably, we find that QNNs perform best when the frequency spectrum is tailored to the target function's complexity but remains as compact as possible. Moreover, architectures with identical frequency spectra can differ in trainability, with configurations using more qubits and fewer layers generally performing better, except in the single-layer case. These findings provide guidelines for selecting QNN ansätze and offer new insights into the interplay between expressivity and trainability in quantum machine learning.
Stock market forecasting remains one of the most computationally demanding tasks in financial engineering, requiring sophisticated models capable of processing nonlinear patterns, high-frequency volatility, and large volumes of time-series data. Recent advancements in quantum computing offer the potential to surpass classical machine learning (ML) by leveraging principles such as superposition and entanglement to accelerate learning and optimization. This paper conducts a comprehensive comparison between quantum machine learning (QML) models and classical deep learning architectures for stock price prediction, emphasizing the technological improvements and optimization of computational methods. Our analysis integrates insights from prior studies, including the application of quantum-enhanced Gramian Angular Fields with CNNs [2], shallow parameterized quantum circuits for market indicators [4], and hybrid quantum-classical algorithms tailored to finance [1]. Experimental evaluation (using IBM Qiskit's quantum simulators and real hardware) demonstrates competitive performance of quantum neural networks (QNNs) against state-of-the-art recurrent neural networks (RNNs) and long short-term memory (LSTM) architectures [3]. Across AAPL/MSFT and short horizons, compact QNNs match strong LSTM baselines while using an order of magnitude fewer parameters, and—critically—transfer from calibrated simulators to IBM hardware with marginal degradation after mitigation. This device-aware training/evaluation loop exemplifies a deployable path for financial QML under realistic noise and resource constraints and motivates standardized, time-series-aware testing for the community. Results highlight the engineering value of quantum acceleration in feature encoding, the research novelty of hybrid ensemble strategies, and the future scope of benchmarking across leading quantum computing machines such as IBM, Google Sycamore, Rigetti, IonQ, and Xanadu.
Quantum Machine Learning (QML) is an emerging field at the intersection of quantum computing and machine learning, aiming to enhance classical machine learning methods by leveraging quantum mechanics principles such as entanglement and superposition. However, skepticism persists regarding the practical advantages of QML, mainly due to the current limitations of noisy intermediate-scale quantum (NISQ) devices. This study addresses these concerns by extensively assessing Quantum Neural Networks (QNNs)-quantum-inspired counterparts of Artificial Neural Networks (ANNs), demonstrating their effectiveness compared to classical methods. We systematically construct and evaluate twelve distinct QNN configurations, utilizing two unique quantum feature maps combined with six different entanglement strategies for ansatz design. Experiments conducted on a wind energy dataset reveal that QNNs employing the Z\mathbf{Z}Z feature map achieve up to 93%93 \%93% prediction accuracy when forecasting wind power output using only four input parameters. Our findings show that QNNs outperform classical methods in predictive tasks, underscoring the potential of QML in real-world applications.
Abstract Quantum Neural Networks (QNNs) offer a promising framework for integrating quantum computing principles into machine learning, yet their practical capabilities and limitations remain insufficiently studied. In this work, we systematically investigate the trainability and approximation properties of QNNs by benchmarking diverse circuit architectures and encoding strategies across synthetic and real-world datasets.We analyze several ansätze, including Hamming, binary, exponential, ternary, turnpike and Golomb, by evaluating their ability to learn synthetic data modeled as random finite Fourier series. To assess real-world applicability, we further evaluate QNNs on two time-series classification tasks: a Fischertechnik pneumatic leak detection dataset and the publicly available NASA bearing fault dataset.Our experiments show that while broader frequency spectra can theoretically enhance expressivity, practical trainability is strongly influenced by architectural factors such as qubit count and circuit depth. Notably, we find that QNNs perform best when the frequency spectrum is tailored to the target function’s complexity but remains as compact as possible. Moreover, architectures with identical frequency spectra can differ in trainability, with configurations using more qubits and fewer layers generally performing better, except in the single-layer case.These findings provide guidelines for selecting QNN ansätze and offer new insights into the interplay between expressivity and trainability in quantum machine learning.
In this paper, we present a reproducible benchmarking framework that systematically compares QML models with architecture-matched classical counterparts across three financial tasks: (i) directional return prediction on U.S. and Turkish equities, (ii) live-trading simulation with Quantum LSTMs versus classical LSTMs on the S\&P 500, and (iii) realized volatility forecasting using Quantum Support Vector Regression. By standardizing data splits, features, and evaluation metrics, our study provides a fair assessment of when current-generation QML models can match or exceed classical methods. Our results reveal that quantum approaches show performance gains when data structure and circuit design are well aligned. In directional classification, hybrid quantum neural networks surpass the parameter-matched ANN by \textbf{+3.8 AUC} and \textbf{+3.4 accuracy points} on \texttt{AAPL} stock and by \textbf{+4.9 AUC} and \textbf{+3.6 accuracy points} on Turkish stock \texttt{KCHOL}. In live trading, the QLSTM achieves higher risk-adjusted returns in \textbf{two of four} S\&P~500 regimes. For volatility forecasting, an angle-encoded QSVR attains the \textbf{lowest QLIKE} on \texttt{KCHOL} and remains within $\sim$0.02-0.04 QLIKE of the best classical kernels on \texttt{S\&P~500} and \texttt{AAPL}. Our benchmarking framework clearly identifies the scenarios where current QML architectures offer tangible improvements and where established classical methods continue to dominate.