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Quantum generative modeling for financial time series with temporal correlations

Quantum generative modeling for financial time series with temporal correlations ArXiv ID: 2507.22035 “View on arXiv” Authors: David Dechant, Eliot Schwander, Lucas van Drooge, Charles Moussa, Diego Garlaschelli, Vedran Dunjko, Jordi Tura Abstract Quantum generative adversarial networks (QGANs) have been investigated as a method for generating synthetic data with the goal of augmenting training data sets for neural networks. This is especially relevant for financial time series, since we only ever observe one realization of the process, namely the historical evolution of the market, which is further limited by data availability and the age of the market. However, for classical generative adversarial networks it has been shown that generated data may (often) not exhibit desired properties (also called stylized facts), such as matching a certain distribution or showing specific temporal correlations. Here, we investigate whether quantum correlations in quantum inspired models of QGANs can help in the generation of financial time series. We train QGANs, composed of a quantum generator and a classical discriminator, and investigate two approaches for simulating the quantum generator: a full simulation of the quantum circuits, and an approximate simulation using tensor network methods. We tested how the choice of hyperparameters, such as the circuit depth and bond dimensions, influenced the quality of the generated time series. The QGAN that we trained generate synthetic financial time series that not only match the target distribution but also exhibit the desired temporal correlations, with the quality of each property depending on the hyperparameters and simulation method. ...

July 29, 2025 · 2 min · Research Team

Mutual information maximizing quantum generative adversarial networks

Mutual information maximizing quantum generative adversarial networks ArXiv ID: 2309.01363 “View on arXiv” Authors: Unknown Abstract One of the most promising applications in the era of Noisy Intermediate-Scale Quantum (NISQ) computing is quantum generative adversarial networks (QGANs), which offer significant quantum advantages over classical machine learning in various domains. However, QGANs suffer from mode collapse and lack explicit control over the features of generated outputs. To overcome these limitations, we propose InfoQGAN, a novel quantum-classical hybrid generative adversarial network that integrates the principles of InfoGAN with a QGAN architecture. Our approach employs a variational quantum circuit for data generation, a classical discriminator, and a Mutual Information Neural Estimator (MINE) to explicitly optimize the mutual information between latent codes and generated samples. Numerical simulations on synthetic 2D distributions and Iris dataset augmentation demonstrate that InfoQGAN effectively mitigates mode collapse while achieving robust feature disentanglement in the quantum generator. By leveraging these advantages, InfoQGAN not only enhances training stability but also improves data augmentation performance through controlled feature generation. These results highlight the potential of InfoQGAN as a foundational approach for advancing quantum generative modeling in the NISQ era. ...

September 4, 2023 · 2 min · Research Team