57 citations
- Capital UniversityUS2 papers
- Barbican CentreGB1 paper
- Columbia UniversityUS1 paper
- Georgia Institute of TechnologyUS1 paper
- Government of MaharashtraIN1 paper
- IBM Research - Thomas J. Watson Research CenterUS1 paper
- IBM Research - ZurichCH1 paper
- IBM (United States)US1 paper
- London School of Economics and Political ScienceGB1 paper
- Princeton UniversityUS1 paper
- Simon Fraser UniversityCA1 paper
- Southwestern University of Finance and EconomicsCN1 paper
10 papers
Beyond the Black Box: Interpretability of LLMs in Finance
Hariom Tatsat, Ariye Shater
Large Language Models (LLMs) exhibit remarkable capabilities across a spectrum of tasks in financial services, including report generation, chatbots, sentiment analysis, regulatory…
Functional Consistency across Retail Central Bank Digital Currency and Commercial Bank Money
Lee Braine, Shreepad Shukla, Piyush Agrawal
Central banks are actively exploring central bank digital currencies (CBDCs) by conducting research, proofs of concept and pilots. However, adoption of a retail CBDC can risk fragm…
Industry Adoption Scenarios for Authoritative Data Stores using the ISDA Common Domain Model
Aishwarya Nair, Lee Braine
In this paper we explore opportunities for the post-trade industry to standardize and simplify in order to significantly increase efficiency and reduce costs. We start by summarizi…
Quantum Algorithms for Mixed Binary Optimization applied to Transaction Settlement
Lee Braine, Daniel J. Egger, Jennifer Glick +1
We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to…
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Jinguo Gong, Yadong Li, Liang Peng +1
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value t…
Asymptotic Results for Random Polynomials on the Unit Circle
Gabriel H. Tucci, Philip A. Whiting
In this paper we study the asymptotic behavior of the maximum magnitude of a complex random polynomial with i.i.d. uniformly distributed random roots on the unit circle. More speci…