2 papers
q-fin.CP2025
Learning parameter dependence for Fourier-based option pricing with tensor trains
Rihito Sakurai, Haruto Takahashi, Koichi Miyamoto
A long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algori…
cond-mat.str-el2024
Compactness of quantics tensor train representations of local imaginary-time propagators
Haruto Takahashi, Rihito Sakurai, Hiroshi Shinaoka
Space-time dependence of imaginary-time propagators, vital for \textit{ab initio} and many-body calculations based on quantum field theories, has been revealed to be compressible u…