8 citations · 8 across the 2 of their papers we have counts for
6 papers
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios
Dayne Marcus Lopena, Daniel Buguks, Zhenghao Li +7
Gaussian Boson Sampling (GBS) provides a native photonic quantum heuristic for sampling dense subgraphs from adjacency matrices, offering a scalable physical approach to combinator…
A Survey of Quantum Alternatives to Randomized Algorithms: Monte Carlo Integration and Beyond
Philip Intallura, Georgios Korpas, Sudeepto Chakraborty +4
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought t…
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
Axel Ciceri, Austin Cottrell, Joshua Freeland +13
The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of fina…
Effects of the entropy source on Monte Carlo simulations
Anton Lebedev, Annika Möslein, Olha I. Yaman +2
In this paper we show how different sources of random numbers influence the outcomes of Monte Carlo simulations. We compare industry-standard pseudo-random number generators (PRNGs…
Quantum Monte Carlo Integration for Simulation-Based Optimisation
Jingjing Cui, Philippe J. S. de Brouwer, Steven Herbert +7
We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematic…
Predicting Ising Model Performance on Quantum Annealers
Salvatore Certo, Georgios Korpas, Andrew Vlasic +1
By analyzing the characteristics of hardware-native Ising Models and their performance on current and next generation quantum annealers, we provide a framework for determining the…