activity
20072023
most citedQuantum Computing for Finance: State of the Art and Future Prospects

366 citations · 1.4k across the 75 of their papers we have counts for

collaborators

76 papers

cs.LG2023★ 1 cited

Improving the Validity of Decision Trees as Explanations

Jiri Nemecek, Tomas Pevny, Jakub Marecek

In classification and forecasting with tabular data, one often utilizes tree-based models. Those can be competitive with deep neural networks on tabular data and, under some condit…

math.OC2023

Predictability and Fairness in Load Aggregation with Deadband

F. V. Difonzo, M. Roubalik, J. Marecek

Virtual power plants and load aggregation are becoming increasingly common. There, one regulates the aggregate power output of an ensemble of distributed energy resources (DERs). M…

math.OC2023★ 1 cited

Hybrid Methods in Polynomial Optimisation

Johannes Aspman, Gilles Bareilles, Vyacheslav Kungurtsev +2

The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly lar…

quant-ph2023★ 8 cited

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…

math.PR2022★ 7 cited

Iterated Function Systems: A Comprehensive Survey

Ramen Ghosh, Jakub Marecek

We provide an overview of iterated function systems (IFS), where randomly chosen state-to-state maps are applied iteratively to a state. We aim to summarize the state of art and, w…

math.OC2022

Time-Varying Multi-Objective Optimization: Tradeoff Regret Bounds

Allahkaram Shafiei, Jakub Marecek

Multi-objective optimization studies the process of seeking multiple competing desiderata in some operation. Solution techniques highlight marginal tradeoffs associated with weighi…