176 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Imperial College LondonGB100 papers
- King's College LondonGB6 papers
- University of OxfordGB6 papers
- University College LondonGB5 papers
- University of CambridgeGB5 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- Technical University of MunichDE4 papers
- Institute for High Energy PhysicsES3 papers
- Institute of Group AnalysisGB3 papers
- Lancaster UniversityGB3 papers
- MRC London Institute of Medical SciencesGB3 papers
- Nanjing University of Science and TechnologyCN3 papers
3 papers · 1 filter
A simple scheme for the parallelization of particle filters and its application to the tracking of complex stochastic systems
Dan Crisan, Joaquin Miguez, Gonzalo Rios
We investigate the use of possibly the simplest scheme for the parallelisation of the standard particle filter, that consists in splitting the computational budget into fully i…
Depicting qudit quantum mechanics and mutually unbiased qudit theories
André Ranchin
We generalize the ZX calculus to quantum systems of dimension higher than two. The resulting calculus is sound and universal for quantum mechanics. We define the notion of a mutual…
CCP Cleared or Bilateral CSA Trades with Initial/Variation Margins under credit, funding and wrong-way risks: A Unified Valuation Approach
Damiano Brigo, Andrea Pallavicini
The introduction of CCPs in most derivative transactions will dramatically change the landscape of derivatives pricing, hedging and risk management, and, according to the TABB grou…