50 citations
- Barcelona Supercomputing CenterES2 papers
- Banco Santander (Spain)ES1 paper
- Barcelona MediaES1 paper
- Centre for Quantum TechnologiesSG1 paper
- Consejo Superior de Investigaciones CientíficasES1 paper
- Institut de Ciències del CosmosES1 paper
- Instituto de Física TeóricaES1 paper
- National University of SingaporeSG1 paper
- Technology Innovation InstituteAE1 paper
- Universidad Autónoma de MadridES1 paper
- Universidad Nacional de Educación a DistanciaES1 paper
- Universitat de BarcelonaES1 paper
4 papers
Improving accuracy and speeding up Document Image Classification through parallel systems
Javier Ferrando, Juan Luis Dominguez, Jordi Torres +5
This paper presents a study showing the benefits of the EfficientNet models compared with heavier Convolutional Neural Networks (CNNs) in the Document Classification task, essentia…
Quantum unary approach to option pricing
Sergi Ramos-Calderer, Adrián Pérez-Salinas, Diego García-Martín +4
We present a quantum algorithm for European option pricing in finance, where the key idea is to work in the unary representation of the asset value. The algorithm needs novel circu…
Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes
Ricardo Crisostomo, Lorena Couso
We investigate the forecasting ability of the most commonly used benchmarks in financial economics. We approach the usual caveats of probabilistic forecasts studies -small samples,…
Applying hedging strategies to estimate model risk and provision calculation
Alberto Elices, Eduard Giménez
This paper introduces a relative model risk measure of a product priced with a given model, with respect to another reference model for which the market is assumed to be driven. Th…