Cross-sectional equity prediction on JPX Tokyo Stock Exchange (Out-of-sample)
0.538Sharpe RatioQTCNN
Evaluation results
| Method | Links | |
|---|---|---|
| QTCNNClassical/Quantum=Quantum, OOS Days=222025.12 | 0.538 | |
| QNNClassical/Quantum=Quantum, OOS Days=222025.12 | 0.467 | |
| QCNNClassical/Quantum=Quantum, OOS Days=222025.12 | 0.361 | |
| QLSTMClassical/Quantum=Quantum, OOS Days=222025.12 | 0.333 | |
| TransformerClassical/Quantum=Classical, OOS Days=222025.12 | 0.313 | |
| QASAClassical/Quantum=Quantum, OOS Days=222025.12 | 0.266 | |
| QSVMClassical/Quantum=Quantum, OOS Days=222025.12 | 0.131 | |
| PQC+LGBMClassical/Quantum=Quantum, OOS Days=222025.12 | 0.122 | |
| LSTMClassical/Quantum=Classical, OOS Days=222025.12 | 0.044 |