Qiuzhe Xie

Chi-Sheng Chen, Xinyu Zhang, Rong Fu et al.

Quantum machine learning offers a promising pathway for enhancing stock market prediction, particularly under complex, noisy, and highly dynamic financial environments. However, many classical forecasting models struggle with noisy input, regime shifts, and limited generalization capacity. To address these challenges, we propose a Quantum Temporal Convolutional Neural Network (QTCNN) that combines a classical temporal encoder with parameter-efficient quantum convolution circuits for cross-sectional equity return prediction. The temporal encoder extracts multi-scale patterns from sequential technical indicators, while the quantum processing leverages superposition and entanglement to enhance feature representation and suppress overfitting. We conduct a comprehensive benchmarking study on the JPX Tokyo Stock Exchange dataset and evaluate predictions through long-short portfolio construction using out-of-sample Sharpe ratio as the primary performance metric. QTCNN achieves a Sharpe ratio of 0.538, outperforming the best classical baseline by approximately 72\%. These results highlight the practical potential of quantum-enhanced forecasting model, QTCNN, for robust decision-making in quantitative finance.

Chi-Sheng Chen, Xinyu Zhang, Guan-Ying Chen et al.

Foundation models pretrained on large-scale 3D medical imaging data face challenges when adapted to multiple downstream tasks under continual learning with limited labeled data. We address few-shot continual learning for 3D brain MRI by combining a frozen pretrained backbone with task-specific Low-Rank Adaptation (LoRA) modules. Tasks arrive sequentially -- tumor segmentation (BraTS) and brain age estimation (IXI) -- with no replay of previous task data. Each task receives a dedicated LoRA adapter; only the adapter and task-specific head are trained while the backbone remains frozen, thereby eliminating catastrophic forgetting by design (BWT=0). In continual learning, sequential full fine-tuning suffers severe forgetting (T1 Dice drops from 0.80 to 0.16 after T2), while sequential linear probing achieves strong T1 (Dice 0.79) but fails on T2 (MAE 1.45). Our LoRA approach achieves the best balanced performance across both tasks: T1 Dice 0.62$\pm$0.07, T2 MAE 0.16$\pm$0.05, with zero forgetting and $<$0.1\% trainable parameters per task, though with noted systematic age underestimation in T2 (Wilcoxon $p<0.001$). Frozen foundation models with task-specific LoRA adapters thus offer a practical solution when both tasks must be maintained under few-shot continual learning.

Chi-Sheng Chen, Xinyu Zhang, En-Jui Kuo et al.

Time series forecasting models often lack interpretability, limiting their adoption in domains requiring explainable predictions. We propose \textsc{FreqLens}, an interpretable forecasting framework that discovers and attributes predictions to learnable frequency components. \textsc{FreqLens} introduces two key innovations: (1) \emph{learnable frequency discovery} -- frequency bases are parameterized via sigmoid mapping and learned from data with diversity regularization, enabling automatic discovery of dominant periodic patterns without domain knowledge; and (2) \emph{axiomatic frequency attribution} -- a theoretically grounded framework that provably satisfies Completeness, Faithfulness, Null-Frequency, and Symmetry axioms, with per-frequency attributions equivalent to Shapley values. On Traffic and Weather datasets, \textsc{FreqLens} achieves competitive or superior performance while discovering physically meaningful frequencies: all 5 independent runs discover the 24-hour daily cycle ($24.6 \pm 0.1$h, 2.5\% error) and 12-hour half-daily cycle ($11.8 \pm 0.1$h, 1.6\% error) on Traffic, and weekly cycles ($10\times$ longer than the input window) on Weather. These results demonstrate genuine frequency-level knowledge discovery with formal theoretical guarantees on attribution quality.