arXiv:2603. 09789v3 Announce Type: replace-cross Abstract: Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data.
By Yixiong Chen
arXiv:2508. 19857v3 Announce Type: replace Abstract: Many successful families of generative models leverage a low-dimensional latent distribution that is mapped to a data distribution.
By Omar Bacarreza, Thorin Farnsworth, Alexander Makarovskiy, Hugo Wallner, Tessa Hicks, Santiago Sempere-Llagostera, John Price, Robert J. A. Francis-Jones, William R. Clements
Quantum diffusion models provide a physics-consistent route to generative learning by formulating noising and denoising directly on quantum states. However, applying such models to classical high-dimensional data is constrained by the qubit cost of state encoding and the computational burden of simulating large density operators.
arXiv:2607. 07072v1 Announce Type: new Abstract: Quantum diffusion models provide a physics-consistent route to generative learning by formulating noising and denoising directly on quantum states.
By Qipeng Qian, Keli Deng, Yuntao Qian
arXiv:2605. 06734v2 Announce Type: replace-cross Abstract: Fast Weight Programmers (FWPs) encode temporal dependencies through dynamically updated parameters rather than recurrent hidden states.
By Kuo-Chung Peng, Samuel Yen-Chi Chen, Jiun-Cheng Jiang, Chen-Yu Liu, En-Jui Kuo, Yun-Yuan Wang, Prayag Tiwari, Andrea Ceschini, Chi-Sheng Chen, Yu-Chao Hsu, Chun-Hua Lin, Tai-Yue Li, Antonello Rosato, Massimo Panella, Simon See, Saif Al-Kuwari, Kuan-Cheng Chen, Nan-Yow Chen, Hsi-Sheng Goan
arXiv:2607. 16358v1 Announce Type: cross Abstract: This paper presents a unified quantum-classical hybrid framework for multi-horizon time-series forecasting, introducing two model variants Quantum Reservoir Forecaster (QRC-F) and Variational Quantum Forecaster (VQF-F).
By Sanjay Chakraborty, Fredrik Heintz