4 papers
Rank-One Fluctuations in Averaging-Learning Dynamics
Ionel Popescu, Tushar Vaidya
We study averaging-learning dynamics without an exogenous ground truth: the reference signal is generated endogenously by the population. The dynamics combine a time-varying averag…
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
Nikita Guseynov, Nana Liu, Chi Seng Pun +1
Multi-asset option pricing under local- and stochastic-volatility models leads naturally to high-dimensional parabolic PDEs. We develop an end-to-end quantum PDE framework for Euro…
Anchoring and Mixed-Norm Contractions in Averaging-Learning Dynamics
Ionel Popescu, Jeven Syatriadi, Tushar Vaidya
A single informed agent can draw an arbitrarily large network to the ground truth. This is the sharpest consequence of the "Averaging plus Learning" framework studied here, where a…
Quantum Algorithms for the Pathwise Lasso
Joao F. Doriguello, Debbie Lim, Chi Seng Pun +2
We present a novel quantum high-dimensional linear regression algorithm with an -penalty based on the classical LARS (Least Angle Regression) pathwise algorithm. Similarly…