Quandela Swaptions QML Hackathon 2026 · Perceval · MerLin · QPU-Compatible
Implemented a fidelity-based photonic quantum kernel (Yin et al. 2024) on Perceval's SLOS backend for swaption implied volatility surface forecasting (494 training days → 6 predictions, 224-dimensional surface).
Core contribution: first indistinguishability sweep on financial time series — varying photon indistinguishability 0.0→1.0 to measure Hong-Ou-Mandel interference effects on prediction. Result: strictly monotonic degradation. Quantum interference measurably alters kernel geometry (diff norm=4.97) but hurts on linear data.
| Model | R² |
|---|---|
| Rolling naive (true ceiling) | 0.9981 |
| Classical kernel (indist=0.0) | 0.9981 |
| Quantum kernel (indist=1.0) ★ | 0.9960 |
| QFinger Hybrid L2 (CV) | 0.9997 |
The surface lives on a near-linear 3D manifold (PCA(3)=99.96%, autocorr R=0.9999). Complex permanents obscure linear geometry rather than enriching it. 19 ablation experiments confirm — memory saturates at depth 1, chaos scale flat, residuals white noise.
Pre-screening criterion: if PCA(3) > 99% and residual autocorr < 0.05, quantum advantage is unlikely.
pip install perceval-quandela merlinquantum numpy pandas scikit-learn openpyxl pyarrow# Level-1 photonic quantum kernel submission script
python src/level1_primary/level1_01_quantum_kernel_submission.py
# Level-1 baseline validation
python src/level1_primary/level1_02_baseline_validation.py
# Level-2 hybrid model (secondary track)
python src/level2_secondary/hybrid_model.py├── .gitignore
├── Final_Report.pdf
├── README.md
├── requirements.txt
├── docs/
│ └── references.md
├── graphs/
│ ├── experiment_findings_table.png
│ └── quantum_interference_linear_manifolds.png
├── notebooks/
│ ├── 01_data_exploration.ipynb
│ └── 02_level2_step_by_step.ipynb
├── predictions/
│ ├── level_1_prediction.xlsx
│ └── level_2_prediction.xlsx
└── src/
├── level1_primary/
│ ├── level1_01_quantum_kernel_submission.py
│ └── level1_02_baseline_validation.py
└── level2_secondary/
├── hybrid_model.py
└── qml_extension.py
All references are listed in docs/references.md.
Watch our project presentation here: Google Drive Video.
Team FinteQ · Quandela 2026 · 19 experiments