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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2509.12286 |
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| _version_ | 1866912784458973184 |
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| author | Deshpande, Sangram Dahale, Gopal Ramesh Morapakula, Sai Nandan Wad, Uday |
| author_facet | Deshpande, Sangram Dahale, Gopal Ramesh Morapakula, Sai Nandan Wad, Uday |
| contents | This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often fail to capture. QGANs, leveraging the power of quantum computing, offer a novel approach by combining the strengths of generative models with quantum machine learning techniques. We implement a QGAN model tailored for stock price prediction and evaluate its performance using historical stock market data. Our results demonstrate that QGANs can generate synthetic data closely resembling actual market behavior, leading to enhanced prediction accuracy. The experiment was conducted using the Stocks index price data and the AWS Braket SV1 simulator for training the QGAN circuits. The quantum-enhanced model outperforms classical Long Short-Term Memory (LSTM) and GAN models in terms of convergence speed and prediction accuracy. This research represents a key step toward integrating quantum computing in financial forecasting, offering potential advantages in speed and precision over traditional methods. The findings suggest important implications for traders, financial analysts, and researchers seeking advanced tools for market analysis. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_12286 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Prediction of Stocks Index Price using Quantum GANs Deshpande, Sangram Dahale, Gopal Ramesh Morapakula, Sai Nandan Wad, Uday Machine Learning Quantum Physics This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often fail to capture. QGANs, leveraging the power of quantum computing, offer a novel approach by combining the strengths of generative models with quantum machine learning techniques. We implement a QGAN model tailored for stock price prediction and evaluate its performance using historical stock market data. Our results demonstrate that QGANs can generate synthetic data closely resembling actual market behavior, leading to enhanced prediction accuracy. The experiment was conducted using the Stocks index price data and the AWS Braket SV1 simulator for training the QGAN circuits. The quantum-enhanced model outperforms classical Long Short-Term Memory (LSTM) and GAN models in terms of convergence speed and prediction accuracy. This research represents a key step toward integrating quantum computing in financial forecasting, offering potential advantages in speed and precision over traditional methods. The findings suggest important implications for traders, financial analysts, and researchers seeking advanced tools for market analysis. |
| title | Prediction of Stocks Index Price using Quantum GANs |
| topic | Machine Learning Quantum Physics |
| url | https://arxiv.org/abs/2509.12286 |