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

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Showing 2020Show all

7 papers · 1 filter

physics.soc-ph2020

Screening for an Infectious Disease as a Problem in Stochastic Control

Jakub Marecek

There has been much recent interest in screening populations for an infectious disease. Here, we present a stochastic-control model, wherein the optimum screening policy is provabl…

quant-ph2020★ 282 cited

Warm-starting quantum optimization

Daniel J. Egger, Jakub Marecek, Stefan Woerner

There is an increasing interest in quantum algorithms for problems of integer programming and combinatorial optimization. Classical solvers for such problems employ relaxations, wh…

eess.SP2020★ 12 cited

Predictability and Fairness in Social Sensing

Ramen Ghosh, Jakub Marecek, Wynita M. Griggs +2

We consider the design of distributed algorithms that govern the manner in which agents contribute to a social sensing platform. Specifically, we are interested in situations where…

quant-ph2020★ 366 cited

Quantum Computing for Finance: State of the Art and Future Prospects

Daniel J. Egger, Claudio Gambella, Jakub Marecek +6

This article outlines our point of view regarding the applicability, state-of-the-art, and potential of quantum computing for problems in finance. We provide an introduction to qua…

cs.LG2020★ 7 cited

Fairness in Forecasting and Learning Linear Dynamical Systems

Quan Zhou, Jakub Marecek, Robert N. Shorten

In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. When the amounts of training data for the subgroups are no…

math.OC2020★ 2 cited

Learning of Linear Dynamical Systems as a Non-Commutative Polynomial Optimization Problem

Quan Zhou, Jakub Marecek

There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of…