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1. Verfasser: Takaishi, Tetsuya
Format: Preprint
Veröffentlicht: 2025
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Online-Zugang:https://arxiv.org/abs/2512.10584
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author Takaishi, Tetsuya
author_facet Takaishi, Tetsuya
contents We employ single-qubit quantum circuit learning (QCL) to model the dynamics of volatility time series. To assess its effectiveness, we generate synthetic data using the Rational GARCH model, which is specifically designed to capture volatility asymmetry. Our results show that QCL-based volatility predictions preserve the negative return-volatility correlation, a hallmark of asymmetric volatility dynamics. Moreover, analysis of the Hurst exponent and multifractal characteristics indicates that the predicted series, like the original synthetic data, exhibits anti-persistent behavior and retains its multifractal structure.
format Preprint
id arxiv_https___arxiv_org_abs_2512_10584
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Volatility time series modeling by single-qubit quantum circuit learning
Takaishi, Tetsuya
Computational Finance
We employ single-qubit quantum circuit learning (QCL) to model the dynamics of volatility time series. To assess its effectiveness, we generate synthetic data using the Rational GARCH model, which is specifically designed to capture volatility asymmetry. Our results show that QCL-based volatility predictions preserve the negative return-volatility correlation, a hallmark of asymmetric volatility dynamics. Moreover, analysis of the Hurst exponent and multifractal characteristics indicates that the predicted series, like the original synthetic data, exhibits anti-persistent behavior and retains its multifractal structure.
title Volatility time series modeling by single-qubit quantum circuit learning
topic Computational Finance
url https://arxiv.org/abs/2512.10584