arXiv · 2412.10860
Classification of Financial Data Using Quantum Support Vector Machine
Abstract
Quantum Support Vector Machine is a kernel-based approach to classification problems. We study the applicability of quantum kernels to financial data, specifically our self-curated Dhaka Stock Exchange (DSEx) Broad Index dataset. To the best of our knowledge, this is the first systematic study of quantum kernels applied to this dataset. Working within the empirical quantum advantage (EQA) framework of Krunic et al., we benchmark several quantum kernels against a classical RBF-kernel SVM baseline, propose the best-performing kernel for this dataset, and relate the observations to the Phase Space Terrain Ruggedness Index metric. We estimate the resources needed to carry out these investigations on a larger scale for future practitioners.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Seemanta Bhattacharjee, MD. Muhtasim Fuad, A. K. M. Fakhrul Hossain. 2024-12-14. Classification of Financial Data Using Quantum Support Vector Machine. https://arxiv.org/abs/2412.10860
Cite the original work for its findings. Save a collection to share your selection of sources.