Large-Scale Benchmarking of Quantum Neural Network Configurations for Financial Time Series Forecasting

The paper reports a large‑scale systematic comparison of 1,368 quantum neural network (QNN) configurations for forecasting the GBP/USD spot exchange rate. By varying encoding methods, ansatz designs, qubit counts, layer depths, and cost functions, the study finds that gate selection and arrangement are more critical than parameter count, and that entanglement is a system‑level property. The top QNN achieves an R² of 0.985, surpassing a classical BiLSTM, while tests on the IQM Emerald device show gate errors and decoherence as major obstacles, with gate choice and circuit depth determining noise resilience.

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