Hybrid Quantum-Classical Neural Networks for Few-Shot Credit Risk Assessment

Abstract

Quantum Machine Learning (QML) offers a new paradigm for addressing complex financial problems intractable for classical methods. This work specifically tackles the challenge of few-shot credit risk assessment, a critical issue in inclusive finance where data scarcity and imbalance limit the effectiveness of conventional models. To address this, we design and implement a novel hybrid quantum-classical workflow. The methodology first employs an ensemble of classical machine learning models (Logistic Regression, Random Forest, XGBoost) for intelligent feature engineering and dimensionality reduction. Subsequently, a Quantum Neural Network (QNN), trained via the parameter-shift rule, serves as the core classifier. This framework was evaluated through numerical simulations and deployed on the Quafu Quantum Cloud Platform's ScQ-P21 superconducting processor. On a real-world credit dataset of 279 samples, our QNN achieved a robust average AUC of 0.852 +/- 0.027 in simulations and yielded an impressive AUC of 0.88 in the hardware experiment. This performance surpasses a suite of classical benchmarks, with a particularly strong result on the recall metric. This study provides a pragmatic blueprint for applying quantum computing to data-constrained financial scenarios in the NISQ era and offers valuable empirical evidence supporting its potential in high-stakes applications like inclusive finance.