Quantum-enhanced stock market prediction: Integrating AI, sentiment analysis, and multimodal data fusion
H. N. Chinmayi, G. Amulya, R Shubha +1 more
Predicting the stock market has been an uphill battle with the non-linear, intricate, and highly unpredictable nature of the market. Classic machine learning and deep learning techniques have performed but lack scalability, computational cost, and nuance in capturing market patterns. Quantum computing (QC) has been a game-changing instrument for dealing with massive financial data and tuning predictive models for the past several years. Here, we are demonstrating the application of quantum machine learning (QML) methods, including quantum support vector machines (QSVM), variational quantum circuits (VQC), and quantum Boltzmann machines (QBM), to stock market prediction. Employing superposition, entanglement, and parallelism in quantum computation, we will improve prediction precision, improve feature optimisation, and strengthen trend analysis of the market. Our approach utilises quantum-enhanced financial modelling to handle large volumes of historical stock data and sentiment analysis within a high-dimensional Hilbert space. The findings show that quantum models surpass classical models in capturing market trends, computation time reduction, and managing intricate correlations. Although quantum hardware is in its nascent stage, this research proves the promise of quantum computing as a disruptor in financial forecasting.
CRC Press eBooks•Aug 26, 2025•0 citations