In this paper, we apply quantum machine learning (QML) to predict the stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond traditional models that focus on entire historical data, enhancing adaptability and precision. Utilizing the principles of quantum superposition, we introduce a new training technique called the quantum batch gradient update (QBGU), which accelerates the standard stochastic gradient descent (SGD) in quantum applications and improves convergence. Consequently, we propose a quantum multi-task learning (QMTL) architecture, specifically, the share-and-specify ansatz, that integrates task-specific operators controlled by quantum labels, enabling the simultaneous and efficient training of multiple assets on the same quantum circuit as well as enabling efficient portfolio representation with logarithmic overhead in the number of qubits. This architecture represents the first of its kind in quantum finance, offering superior predictive power and computational efficiency for multi-asset stock price forecasting. Through extensive experimentation on S\&P 500 data for Apple, Google, Microsoft, and Amazon stocks, we demonstrate that our approach not only outperforms quantum single-task learning (QSTL) models but also effectively captures inter-asset correlations, leading to enhanced prediction accuracy. Our findings highlight the transformative potential of QML in financial applications, paving the way for more advanced, resource-efficient quantum algorithms in stock price prediction and other complex financial modeling tasks.

Interdisciplinarity has over the recent years have gained tremendous importance and has become one of the key ways of doing cutting edge research . In this paper we attempt to model the citation flow across three different fields - Physics (PHY), Mathematics (MA) and Computer Science (CS). For instance, is there a specific pattern in which these fields cite one another? We carry out experiments on a dataset comprising more than 1.2 million articles taken from these three fields. We quantify the citation interactions among these three fields through temporal bucket signatures. We present numerical models based on variants of the recently proposed relay-linking framework to explain the citation dynamics across the three disciplines. These models make a modest attempt to unfold the underlying principles of how citation links could have been formed across the three fields over time.