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Danyal Maheshwari

Publications and source records attributed to Danyal Maheshwari.

3 recordsLinked to original sources

Learning Temporal Patterns in Financial Time Series: A Comparative Study of Quantum LSTM and Quantum Reservoir Computing

This study explores quantum and classical hybrid architectures for financial time-series fore casting, focusing on Quantum Long Short-Term Memory (QLSTM) networks and Quantum Reservoir Computing (QRC), using univariate and multivariate lag structures on real financial data. We assess how lag embeddings affect predictive accuracy and robustness. Data are en coded into quantum states via amplitude encoding, enabling efficient representation of normalized lagged observations under realistic qubit constraints. The recurrent dynamics of QLSTM and the reservoir of QRC are implemented as parameterized quantum circuits, while classical optimizers train the readout and, where applicable, variational circuit parameters. We benchmark quantum models against classical LSTM and reservoir computing using common error like metrics. Our results show that, with suitable lag selection and amplitude encoding, quantum-enhanced archi tectures match classical baselines in univariate settings and can modestly outperform them in multivariate regimes with correlated inputs, where expressive encodings are most beneficial.

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Variational Quantum Conditional Boltzmann Machines for Time-Series Forecasting: Architectures, Symmetric Hyperparameter Evaluation, and a Nonlinear Benchmark

In this study, we developed and evaluated four conditional energy-based forecasting architectures: a classical Gaussian-Bernoulli CRBM, a hybrid quantum-classical QCRBM, a full-register QQRBM, and a lag-feature QFeatureQRBM with complete derivations of their conditional distributions, Contrastive-Divergence gradients, and hybrid training, bridging the energy-based formulation and the implementation-level quantum computation. Unlike prior comparisons, our evaluation enforces symmetric hyperparameter optimisation: classical and quantum-specific hyperparameters receive an equally thorough grid search across thirteen structured experiments. We test on two data classes, a Gaussian-process dataset (GP) generated with real financial data and the input-driven NARMA-10 nonlinear benchmark. Across both regimes we find no systematic evidence of a quantum advantage at the available sample size: no quantum architecture improves on the best classical baseline. The fully quantum QQRBM and QFeatureQRBM are significantly worse, whereas the hybrid QCRBM is statistically indistinguishable from the strongest classical CRBM on both datasets. A power analysis bounds this null result: at n = 12 only medium-to-large effects are detectable, so small advantages cannot be excluded. An iso-parameter (matched-budget) comparison reaches the same conclusion: the classical CRBM is lowest at three of the four budgets and no CRBM-vs-QCRBM difference is significant at any budget.

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Quantum Convolutional Neural Networks for Groundwater Heat Plume Prediction: A Surrogate Modeling Approach

Quantum machine learning methods are increasingly explored for modeling complex environmental systems, including groundwater heat plume dynamics. In this work, we explore a Quantum Convolutional Neural Network (QCNN) as a surrogate model for predicting temperature variations in groundwater induced by geothermal heat pumps in the city of Munich. To comply with the scalability constraints of current quantum hardware, the original high-dimensional simulation output is reduced to a compact set of representative parameters that serve as training targets for the surrogate. The proposed QCNN architecture consists of a quantum convolutional layer, a quantum pooling layer, and a fully connected quantum readout stage. Convolution and pooling operations are realized via parameterized quantum circuits based on rotational gates and measurement-driven decoding, while a Hamiltonian-inspired feature-encoding scheme is used to prepare informative input states on the quantum device. We evaluate the QCNN across multiple execution backends, including an ideal statevector simulator, a noisy simulator, IBM's 127-qubit Kyiv quantum processor, and the same hardware augmented with advanced error-mitigation techniques. Realistic noise models are employed to approximate device behavior and to assess the impact of mitigation strategies. Model performance is benchmarked using mean squared error (MSE) on both training and testing sets. The results show that, although classical neural networks still achieve the highest predictive accuracy, the QCNN attains competitive and consistent performance on simulators and exhibits noticeable improvement under error-mitigated hardware conditions. These findings indicate that quantum-enhanced surrogate modeling is a promising direction for future groundwater temperature prediction as quantum hardware and error-mitigation techniques continue to mature.

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