Classification of Financial Data Using Quantum Support Vector Machine
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866909429815836672 |
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| author | Bhattacharjee, Seemanta Fuad, MD. Muhtasim Hossain, A. K. M. Fakhrul |
| author_facet | Bhattacharjee, Seemanta Fuad, MD. Muhtasim Hossain, A. K. M. Fakhrul |
| contents | Quantum Support Vector Machine is a kernel-based approach to classification problems. We study the applicability of quantum kernels to financial data, specifically our self-curated Dhaka Stock Exchange (DSEx) Broad Index dataset. To the best of our knowledge, this is the very first systematic research work on this dataset on the application of quantum kernel. We report empirical quantum advantage in our work, using several quantum kernels and proposing the best one for this dataset while verifying the Phase Space Terrain Ruggedness Index metric. We estimate the resources needed to carry out these investigations on a larger scale for future practitioners. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_10860 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Classification of Financial Data Using Quantum Support Vector Machine Bhattacharjee, Seemanta Fuad, MD. Muhtasim Hossain, A. K. M. Fakhrul Quantum Physics Machine Learning Statistical Finance Quantum Support Vector Machine is a kernel-based approach to classification problems. We study the applicability of quantum kernels to financial data, specifically our self-curated Dhaka Stock Exchange (DSEx) Broad Index dataset. To the best of our knowledge, this is the very first systematic research work on this dataset on the application of quantum kernel. We report empirical quantum advantage in our work, using several quantum kernels and proposing the best one for this dataset while verifying the Phase Space Terrain Ruggedness Index metric. We estimate the resources needed to carry out these investigations on a larger scale for future practitioners. |
| title | Classification of Financial Data Using Quantum Support Vector Machine |
| topic | Quantum Physics Machine Learning Statistical Finance |
| url | https://arxiv.org/abs/2412.10860 |