Graph-Based Bayesian Optimization for Quantum Circuit Architecture Search with Uncertainty Calibrated Surrogates

Quantum circuit design is a key bottleneck for practical quantum machine learning on complex, real-world data. We present an automated framework that discovers and refines variational quantum circuits (VQCs) using graph-based Bayesian optimization with a graph neural network (GNN) surrogate. Circuits are represented as graphs and mutated and selected via an expected improvement acquisition function informed by surrogate uncertainty with Monte Carlo dropout. Candidate circuits are evaluated with a hybrid quantum-classical variational classifier on the next generation firewall telemetry and network internet of things (NF-ToN-IoT-V2) cybersecurity dataset, after feature selection and scaling for quantum embedding. We benchmark our pipeline against an MLP-based surrogate, random search, and greedy GNN selection. The GNN-guided optimizer consistently finds circuits with lower complexity and competitive or superior classification accuracy compared to all baselines. Robustness is assessed via a noise study across standard quantum noise channels, including amplitude damping, phase damping, thermal relaxation, depolarizing, and readout bit flip noise. The implementation is fully reproducible, with time benchmarking and export of best found circuits, providing a scalable and interpretable route to automated quantum circuit discovery.

HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction

Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by leveraging quantum resources for improved feature representation and learning. A custom Quantum Neural Network (QNN) regressor is introduced, designed with a novel ansatz tailored for financial applications. Two hybrid optimization strategies are proposed: (1) a sequential approach where classical recurrent models (RNN/LSTM) extract temporal dependencies before quantum processing, and (2) a joint learning framework that optimizes classical and quantum parameters simultaneously. Systematic evaluation using TimeSeriesSplit, k-fold cross-validation, and predictive error analysis highlights the ability of these hybrid models to integrate quantum computing into financial forecasting workflows. The findings demonstrate how quantum-assisted learning can contribute to financial modeling, offering insights into the practical role of quantum resources in time-series analysis.