Hybrid quantum–classical ensemble for financial prediction
An 8–12 qubit data-re-uploading QNN, angle-encoded from a PCA-reduced feature basis, ensembled with a LightGBM baseline and scored on the NumerAI tournament. Trained with SPSA rather than backpropagation, calibrated against the live noise profile of IBM's ibm_marrakesh Heron r2 processor.
The honest result: the quantum arm is 86–99.7% orthogonal to the classical baseline — genuinely independent signal — but not yet strong enough to lift ensemble correlation above LightGBM alone. It remains in live tournament submission while the feature map is reworked.
- Validation
- 649 eras, walk-forward
- LGBM baseline
- ρ = 0.0151
- QNN standalone
- ρ = −0.003
- Orthogonality
- 86 – 99.7%
- Tournament MMC
- 0.0083
- Noise reference
- T₁ 210 µs · CZ 0.2%