Prediction of Stocks Index Price Using Quantum GANs

Abstract

This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often fail to capture. QGANs, leveraging the power of quantum computing, offer a novel approach by combining the strengths of generative models with quantum machine learning techniques. We implement a QGAN model tailored for stock price prediction and evaluate its performance using historical market data. Results demonstrate that QGANs can generate synthetic data closely resembling actual market behavior, leading to enhanced prediction accuracy. The experiment was conducted using stock index price data and the AWS Braket SV1 simulator for training QGAN circuits. The quantum-enhanced model outperforms classical LSTM and GAN models in both convergence speed and prediction accuracy. This research marks a key step toward integrating quantum computing in financial forecasting, offering potential advantages in speed and precision over traditional methods. These findings hold promising implications for traders, financial analysts, and researchers.