127 citations · 254 across the 6 of their papers we have counts for
6 papers
Optimised Feature Subset Selection via Simulated Annealing
Fernando Martínez-García, Álvaro Rubio-García, Samuel Fernández-Lorenzo +2
We introduce SA-FDR, a novel algorithm for -norm feature selection that considers this task as a combinatorial optimisation problem and solves it by using simulated anneali…
Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm
Álvaro Rubio-García, Samuel Fernández-Lorenzo, Juan José García-Ripoll +1
An actively managed portfolio almost never beats the market in the long term. Thus, many investors often resort to passively managed portfolios whose aim is to follow a certain fin…
Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks
Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez +4
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time,…
Topological Amplification in Photonic Lattices
Diego Porras, Samuel Fernandez-Lorenzo
We present a characterization of topological phases in photonic lattices. Our theory relies on a formal equivalence between the singular value decomposition of the non-Hermitian co…
Topological edge states in periodically-driven trapped-ion chains
Pedro Nevado, Samuel Fernández-Lorenzo, Diego Porras
Topological insulating phases are primarily associated with condensed-matter systems, which typically feature short-range interactions. Nevertheless, many realizations of quantum m…
Topological phases of shaken quantum Ising lattices
Samuel Fernandez-Lorenzo, Juan Jose Garcia-Ripoll, Diego Porras
The quantum compass model consists of a two-dimensional square spin lattice where the orientation of the spin-spin interactions depends on the spatial direction of the bonds. It ha…