8 papers
Quantum-Enhanced Temporal Embeddings via a Hybrid Seq2Seq Architecture
Tien-Ching Hsieh, Yun-Cheng Tsai, Samuel Yen-Chi Chen
This work investigates how shallow, NISQ-compatible quantum layers can improve temporal representation learning in real-world sequential data. We develop a QLSTM Seq2Seq autoencode…
Batched Training for QLSTM vs. QFWP: A System-Oriented Approach to EPC-Aware RMSE-DA
Jun-Hao Chen, Ming-Kai Hung, Yun-Cheng Tsai +1
We compare two quantum sequence models, QLSTM and QFWP, under an Equal Parameter Count (EPC) and adjoint differentiation setup on daily EUR USD forecasting as a controlled one dime…
Q-A3C2: Quantum Reinforcement Learning with Time-Series Dynamic Clustering for Adaptive ETF Stock Selection
Yen-Ku Liu, Yun-Cheng Tsai, Samuel Yen-Chi Chen
Traditional ETF stock selection methods and reinforcement learning models such as the Asynchronous Advantage Actor-Critic (A3C) often suffer from high-dimensional feature spaces an…
Benchmarking Quantum and Classical Sequential Models for Urban Telecommunication Forecasting
Chi-Sheng Chen, Samuel Yen-Chi Chen, Yun-Cheng Tsai
In this study, we evaluate the performance of classical and quantum-inspired sequential models in forecasting univariate time series of incoming SMS activity (SMS-in) using the Mil…
Quantum-Enhanced Forecasting for Deep Reinforcement Learning in Algorithmic Trading
Jun-Hao Chen, Yu-Chien Huang, Yun-Cheng Tsai +1
The convergence of quantum-inspired neural networks and deep reinforcement learning offers a promising avenue for financial trading. We implemented a trading agent for USD/TWD by i…
Quantum-Enhanced Reinforcement Learning with LSTM Forecasting Signals for Optimizing Fintech Trading Decisions
Yen-Ku Liu, Yun-Huei Pan, Pei-Fan Lu +2
Financial trading environments are characterized by high volatility, numerous macroeconomic signals, and dynamically shifting market regimes, where traditional reinforcement learni…