arXiv:2607.09906 · v2
Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress
摘要
We present, to our knowledge, the first adaptation of Pauli Correlation Encoding (PCE) to quantum topological data analysis, reformulating Betti number estimation as a depth-efficient variational optimization over a compressed qubit register. From a Takens embedding and Vietoris-Rips filtration of S&P 500 returns, we extract combinatorial Laplacians and recast null-space counting as a continuous-PCE Rayleigh-quotient minimization with variational deflation, encoding $n_k$ simplex indices into $O(n_k^{1/κ})$ qubits with shallow, ancilla-free circuits. Because the resulting loss is rational rather than bilinear in the correlators, the barren-plateau bound of Sciorilli et al. does not transfer; empirically the gradient variance decays only polynomially, with no exponential barren plateau, over $n=4$-$12$ qubits. The classical stage matches ripser on all 190 sliding windows (2003-2010). On the real market Laplacians ($β_1=1$-$22$), PCE-VQE recovers no null vector from a random start, but warm-starting from a classical null-space surrogate recovers $β_1$ exactly on all seven windows tested ($n_k \le 259$), placing the obstacle in the optimization landscape rather than the encoding. Chronologically split classification gives in-regime ROC AUC 0.818, but out-of-distribution evaluation on the 2020 COVID shock and 2022 rate cycle (AUC 0.009, 0.515) shows the calibration does not generalize across crisis regimes.
作者备注：v2: extended version of the IEEE QCE 2026 paper (Quantum Applications track). Corrects bibliographic details, clarifies statistical and evaluation limitations; data and results unchanged. 12 pages, 6 figures, 5 tables