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Syed M. Abdullah

Publications and source records attributed to Syed M. Abdullah.

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Hybrid Quantum--Classical k-Means Clustering via Quantum Feature Maps

Clustering is one of the most fundamental tasks in machine learning, and the k-means clustering algorithm is perhaps one of the most widely used clustering algorithms. However, it suffers from several limitations, such as sensitivity to centroid initialization, difficulty capturing non-linear structure, and poor performance in high-dimensional spaces. Recent work has proposed improved initialization strategies and quantum-assisted distance computation, but the similarity metric itself has largely remained classical. In this study, we propose a quantum-enhanced variant of k-means that replaces the Euclidean distance with a quantum kernel derived from the inner product between feature-mapped quantum states. Using the Iris dataset, we use multiple quantum feature maps, including entangled SU2 and ZZ circuits, to embed classical data into a higher-dimensional Hilbert space where cluster structures become more separable. We will also be testing using another dataset, namely the breast cancer dataset. Similarity between data points is computed through the inner product between two states. Our results show that this approach achieves improved clustering stability and competitive accuracy compared to the classical algorithm, with the SU2 feature map yielding an accuracy of 88.6 % on the Iris dataset and 91.0 % on the breast cancer dataset, despite operating on NISQ-feasible shallow circuits. These findings suggest that quantum kernels provide a richer similarity landscape than traditional distance metrics, offering a promising path toward more robust unsupervised learning in the NISQ era.

quant-ph

Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory (LSTM) network model for predicting the closing prices of ten major stocks across diverse sectors of the Pakistan Stock Exchange (PSX). Utilizing historical OHLCV data and an extensive set of engineered technical indicators, we trained and validated the model on a multi-year dataset. Our results demonstrate strong predictive performance ($R^2 > 0.87$) for stocks in stable, high-liquidity sectors such as power generation, cement, and fertilizers. Conversely, stocks characterized by high volatility, low liquidity, or sensitivity to external shocks (e.g., global oil prices) presented significant forecasting challenges. The study provides a replicable framework for LSTM-based forecasting in data-scarce emerging markets and discusses implications for investors and future research.

q-fin.TR