Param Pathak

Param Pathak, Mansi Od, Nouhaila Innan et al.

Due to rising electricity demand, accurate short-term load forecasting is increasingly important for grid stability and efficient energy management, particularly in resource-constrained edge settings. We present a hardware-efficient Quantum Reservoir Computing (QRC) framework based on a fixed, untrained quantum circuit with Chebyshev feature encoding, brickwork entanglement, and single- and two-qubit Pauli measurements, avoiding quantum backpropagation entirely. Using the Tetouan City Power Consumption dataset, we examine the effect of post-training fixed-point quantization on the classical readout layer, with the reservoir architecture selected through a genetic search over 18 candidate configurations. Under finite-shot evaluation, 8-bit and 6-bit quantization maintain forecasting accuracy within 1% of the FP32 baseline while reducing readout memory by 75% and 81%, respectively. These results suggest that quantized readout can improve the hardware efficiency and deployment practicality of QRC for memory-constrained energy forecasting.

Vidhi Oad, Param Pathak, Nouhaila Innan et al.

Forecasting in financial markets remains a significant challenge due to their nonlinear and regime-dependent dynamics. Traditional deep learning models, such as long short-term memory networks and multilayer perceptrons, often struggle to generalize across shifting market conditions, highlighting the need for a more adaptive and interpretable approach. To address this, we introduce Kolmogorov-Arnold networks for stock prediction and explainable regimes (KASPER), a novel framework that integrates regime detection, sparse spline-based function modeling, and symbolic rule extraction. The framework identifies hidden market conditions using a Gumbel-Softmax-based mechanism, enabling regime-specific forecasting. For each regime, it employs Kolmogorov-Arnold networks with sparse spline activations to capture intricate price behaviors while maintaining robustness. Interpretability is achieved through symbolic learning based on Monte Carlo Shapley values, which extracts human-readable rules tailored to each regime. Applied to real-world financial time series from Yahoo Finance, the model achieves an $R^2$ score of 0.89, a Sharpe Ratio of 12.02, and a mean squared error as low as 0.0001, outperforming existing methods. This research establishes a new direction for regime-aware, transparent, and robust forecasting in financial markets.

Heerak Vora, Param Pathak, Parul Bakaraniya

Spiking Neural Networks (SNNs) mimic biological brain activity, processing data efficiently through an event-driven design, wherein the neurons activate only when inputs exceed specific thresholds. Their ability to track voltage changes over time via membrane potential dynamics helps retain temporal information. This study combines SNNs with PyTorch's adaptable framework, snnTorch, to test their potential for image-based tasks. We introduce DRiVE, a vehicle detection model that uses spiking neuron dynamics to classify images, achieving 94.8% accuracy and a near-perfect 0.99 AUC score. These results highlight DRiVE's ability to distinguish vehicle classes effectively, challenging the notion that SNNs are limited to temporal data. As interest grows in energy-efficient neural models, DRiVE's success emphasizes the need to refine SNN optimization for visual tasks. This work encourages broader exploration of SNNs in scenarios where conventional networks struggle, particularly for real-world applications requiring both precision and efficiency.