{"id":"https://openalex.org/W7166536362","doi":"https://doi.org/10.3390/fractalfract10070442","title":"Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series","display_name":"Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series","publication_year":2026,"publication_date":"2026-06-29","ids":{"openalex":"https://openalex.org/W7166536362","doi":"https://doi.org/10.3390/fractalfract10070442"},"language":"en","primary_location":{"id":"doi:10.3390/fractalfract10070442","doi":"https://doi.org/10.3390/fractalfract10070442","is_oa":true,"landing_page_url":"https://doi.org/10.3390/fractalfract10070442","pdf_url":"https://www.mdpi.com/2504-3110/10/7/442/pdf?version=1782734619","source":{"id":"https://openalex.org/S4210227020","display_name":"Fractal and Fractional","issn_l":"2504-3110","issn":["2504-3110"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","doaj","norway-1"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fractal and Fractional","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2504-3110/10/7/442/pdf?version=1782734619","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071144499","display_name":"Tetsuya Takaishi","orcid":"https://orcid.org/0000-0002-7082-3390","observed_orcids":["https://orcid.org/0000-0002-7082-3390"]},"institutions":[{"id":"https://openalex.org/I183792356","display_name":"Hiroshima University of Economics","ror":"https://ror.org/027b58k10","country_code":"JP","type":"education","lineage":["https://openalex.org/I183792356"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Tetsuya Takaishi","raw_affiliation_strings":["Department of Liberal Arts, Hiroshima University of Economics, Hiroshima 731-0192, Japan"],"raw_orcid":"https://orcid.org/0000-0002-7082-3390","affiliations":[{"raw_affiliation_string":"Department of Liberal Arts, Hiroshima University of Economics, Hiroshima 731-0192, Japan","institution_ids":["https://openalex.org/I183792356"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5071144499"],"corresponding_institution_ids":["https://openalex.org/I183792356"],"apc_list":{"value":2700,"currency":"CHF","value_usd":3258},"apc_paid":{"value":2700,"currency":"CHF","value_usd":3258},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.49077343,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"10","issue":"7","first_page":"442","last_page":"442"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.42289999127388,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.42289999127388,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.3375999927520752,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.10220000147819519,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantum-circuit-learning","display_name":"quantum circuit learning","score":0.9549999833106995},{"id":"https://openalex.org/keywords/realized-volatility","display_name":"realized volatility","score":0.9210000038146973},{"id":"https://openalex.org/keywords/bitcoin","display_name":"Bitcoin","score":0.7149999737739563},{"id":"https://openalex.org/keywords/multifractal-analysis","display_name":"multifractal analysis","score":0.9599999785423279},{"id":"https://openalex.org/keywords/multifractal-detrended-fluctuation-analysis","display_name":"multifractal detrended fluctuation analysis","score":0.9430000185966492},{"id":"https://openalex.org/keywords/generalized-hurst-exponent","display_name":"generalized Hurst exponent","score":0.8759999871253967},{"id":"https://openalex.org/keywords/multifractal-spectrum","display_name":"multifractal spectrum","score":0.9279999732971191},{"id":"https://openalex.org/keywords/anti-persistence","display_name":"anti-persistence","score":0.8450000286102295},{"id":"https://openalex.org/keywords/cryptocurrency-price-dynamics","display_name":"cryptocurrency price dynamics","score":0.5609999895095825},{"id":"https://openalex.org/keywords/volatility-modeling","display_name":"volatility modeling","score":0.4580000042915344}],"concepts":[{"id":"https://openalex.org/C133905733","wikidata":"https://www.wikidata.org/wiki/Q2629238","display_name":"Multifractal system","level":3,"score":0.8288000226020813},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.632099986076355},{"id":"https://openalex.org/C165464430","wikidata":"https://www.wikidata.org/wiki/Q1570441","display_name":"Parameterized complexity","level":2,"score":0.6226999759674072},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.58160001039505},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.5356000065803528},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5354999899864197},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.5264999866485596},{"id":"https://openalex.org/C84114770","wikidata":"https://www.wikidata.org/wiki/Q46344","display_name":"Quantum","level":2,"score":0.5133000016212463},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5063999891281128},{"id":"https://openalex.org/C60092789","wikidata":"https://www.wikidata.org/wiki/Q7301291","display_name":"Realized variance","level":3,"score":0.43380001187324524},{"id":"https://openalex.org/C2780388253","wikidata":"https://www.wikidata.org/wiki/Q5421508","display_name":"Exponent","level":2,"score":0.43160000443458557},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.39419999718666077},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.3418000042438507},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.33340001106262207},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.325300008058548},{"id":"https://openalex.org/C16171025","wikidata":"https://www.wikidata.org/wiki/Q863349","display_name":"Singularity","level":2,"score":0.3158999979496002},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.2851000130176544},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.2833000123500824},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2540000081062317},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.2515000104904175}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.3390/fractalfract10070442","doi":"https://doi.org/10.3390/fractalfract10070442","is_oa":true,"landing_page_url":"https://doi.org/10.3390/fractalfract10070442","pdf_url":"https://www.mdpi.com/2504-3110/10/7/442/pdf?version=1782734619","source":{"id":"https://openalex.org/S4210227020","display_name":"Fractal and Fractional","issn_l":"2504-3110","issn":["2504-3110"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","doaj","norway-1"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fractal and Fractional","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2609.04569","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.04569","pdf_url":"https://arxiv.org/pdf/2609.04569","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:doaj.org/article:c986bc183e7f4567bfcaea88311ca033","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/c986bc183e7f4567bfcaea88311ca033","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Fractal and Fractional, Vol 10, Iss 7, p 442 (2026)","raw_type":"article"},{"id":"doi:10.48550/arxiv.2609.04569","doi":"https://doi.org/10.48550/arxiv.2609.04569","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2609.04569","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.3390/fractalfract10070442","doi":"https://doi.org/10.3390/fractalfract10070442","is_oa":true,"landing_page_url":"https://doi.org/10.3390/fractalfract10070442","pdf_url":"https://www.mdpi.com/2504-3110/10/7/442/pdf?version=1782734619","source":{"id":"https://openalex.org/S4210227020","display_name":"Fractal and Fractional","issn_l":"2504-3110","issn":["2504-3110"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","doaj","norway-1"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fractal and Fractional","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1505821376","display_name":"\u91cf\u5b50\u8a08\u7b97\u306b\u3088\u308b\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u6642\u7cfb\u5217\u306e\u30e2\u30c7\u30eb\u5316\u53ca\u3073\u30ea\u30b9\u30af\u6307\u6a19\u8a08\u7b97\u306e\u7814\u7a76","funder_award_id":"26K04856","funder_id":"https://openalex.org/F4320334764","funder_display_name":"Japan Society for the Promotion of Science"}],"funders":[{"id":"https://openalex.org/F4320334764","display_name":"Japan Society for the Promotion of Science","ror":"https://ror.org/00hhkn466"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7166536362.pdf","grobid_xml":"https://content.openalex.org/works/W7166536362.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Herein,":[0],"we":[1,67],"propose":[2],"a":[3,35,43,72,79,159],"quantum":[4,45,75,87,163],"circuit":[5,46,164],"learning":[6],"framework":[7],"for":[8,39,58],"modeling":[9],"the":[10,18,22,40,49,56,85,97,102,107,124,127,151],"realized":[11],"volatility":[12,41,50,153,172],"(RV)":[13],"of":[14,21,142],"Bitcoin":[15,64,171],"and":[16,77,106,122,126],"investigate":[17],"statistical":[19],"properties":[20,169],"predicted":[23,113,125],"time":[24,82],"series":[25,83,115,130,141],"through":[26],"multifractal":[27,108],"analysis.":[28],"Unlike":[29],"conventional":[30],"GARCH-type":[31],"models,":[32],"which":[33],"require":[34],"pre-specified":[36],"functional":[37],"form":[38],"process,":[42],"parameterized":[44,74,162],"directly":[47],"approximates":[48],"function":[51],"from":[52,84],"empirical":[53,128],"data,":[54,66],"eliminating":[55],"need":[57],"explicit":[59],"model":[60],"selection.":[61],"Using":[62],"five-minute":[63],"price":[65],"construct":[68],"daily":[69],"RV,":[70],"train":[71],"single-qubit":[73,161],"circuit,":[76],"generate":[78],"long":[80],"synthetic":[81],"optimized":[86],"circuit.":[88],"Multifractal":[89],"Detrended":[90],"Fluctuation":[91],"Analysis":[92],"is":[93],"applied":[94],"to":[95],"calculate":[96],"generalized":[98],"Hurst":[99],"exponent":[100,110],"h(q),":[101],"singularity":[103],"spectrum":[104],"f(\u03b1),":[105],"scaling":[109],"\u03c4(q).":[111],"The":[112,139],"return":[114,129],"exhibits":[116],"h(2)\u22480.5,":[117],"consistent":[118,149],"with":[119,147,150],"near-random":[120],"dynamics,":[121],"both":[123],"display":[131],"multifractality":[132],"that":[133,158],"partially":[134],"persists":[135],"after":[136],"random":[137],"shuffling.":[138],"increment":[140],"RV":[143],"shows":[144],"pronounced":[145],"anti-persistence":[146],"h(2)\u22480.05\u20130.1,":[148],"rough":[152],"hypothesis.":[154],"These":[155],"results":[156],"demonstrate":[157],"simple":[160],"captures":[165],"qualitatively":[166],"some":[167],"observed":[168],"in":[170],"dynamics.":[173]},"counts_by_year":[],"updated_date":"2026-09-13T09:14:26.050021","created_date":"2026-06-30T00:00:00"}
