A Quantum Reservoir Computing Approach to Quantum Stock Price Forecasting in Quantum-Invested Markets

• URL: http://arxiv.org/abs/2602.13094v1
• Date: Fri, 13 Feb 2026 17:00:03 GMT
• Title: A Quantum Reservoir Computing Approach to Quantum Stock Price Forecasting in Quantum-Invested Markets
• Authors: Wendy Otieno, Alexandre Zagoskin, Alexander G. Balanov, Juan Totero Gongora, Sergey E. Savel'ev,
• Abstract summary: We present a quantum reservoir computing framework based on a small-scale quantum system comprising at most six interacting qubits.<n>We apply the model to predict future daily closing trading volumes of 20 quantum-sector publicly traded companies over the period from April 11, 2020 to April 11, 2025.<n>Our analysis identifies optimal reservoir parameters that yield stock trend (up/down) classification accuracies exceeding $86 %$.
• Score: 70.52784924397838
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We present a quantum reservoir computing (QRC) framework based on a small-scale quantum system comprising at most six interacting qubits, designed for nonlinear financial time-series forecasting. We apply the model to predict future daily closing trading volumes of 20 quantum-sector publicly traded companies over the period from April 11, 2020, to April 11, 2025, as well as minute-by-minute trading volumes during out-of-market hours on July 7, 2025. Our analysis identifies optimal reservoir parameters that yield stock trend (up/down) classification accuracies exceeding $86 \%$. Importantly, the QRC model is platform-agnostic and can be realized across diverse physical implementations of qubits, including superconducting circuits and trapped ions. These results demonstrate the expressive power and robustness of small-scale quantum reservoirs for modeling complex temporal correlations in financial data, highlighting their potential applicability to real-world forecasting tasks on near-term quantum hardware.

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