Before revision: Quantitative risk management, particularly volatility forecasting, is critically important to traders, portfolio managers as well as policy makers. In this paper, we applied quantum reservoir computing for forecasting VIX ( the CBOE volatility index ), a highly non-linear and memory intensive `real-life' signal that is driven by market dynamics and trader psychology and cannot be expressed by a deterministic equation.
After revision: Forecasting the CBOE volatility index ), a highly non-linear and memory intensive `real-life' signal that is driven by market dynamics and trader psychology and cannot be expressed by a deterministic equation.