Contextual quantum neural networks for stock price prediction
Sharan Mourya, Hannes Leipold, Bibhas Adhikari
In this paper, we apply quantum machine learning (QML) to predict the distribution of stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond traditional models that focus on entire historical data. Utilizing the principles of quantum superposition, we introduce a new training technique called the quantum batch gradient update (QBGU), which accelerates the standard stochastic gradient descent (SGD) in quantum applications and improves convergence. Consequently, we propose a quantum multi-task learning (QMTL) architecture, specifically, the share-and-specify ansatz, that integrates task-specific operators controlled by quantum labels, enabling the simultaneous and efficient training of multiple assets on the same quantum circuit as well as enabling efficient portfolio representation with logarithmic overhead in the number of qubits. Through extensive experimentation on S&P 500 data for Apple, Google, Microsoft, and Amazon stocks, we demonstrate that our approach outperforms quantum single-task learning (QSTL) models by effectively capturing inter-asset correlations. Our findings highlight the transformative potential of QML in financial applications, paving the way for more advanced, resource-efficient quantum algorithms in stock price prediction and other complex financial modeling tasks.
arXiv:2503.01884•Scientific Reports•Jan 7, 2026•6 citations