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researcher

Samuel Mugel

4 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.GN2
  • q-fin.PM1
  • quant-ph1
same name
  • Samuel Mugel — 2 papers
  • Samuel Mugel — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20182021
most citedQuantum Portfolio Optimization with Investment Bands and Target Volatility

2 citations · 2 across the 1 of their papers we have counts for

collaborators

4 papers

q-fin.PM2021★ 2 cited

Quantum Portfolio Optimization with Investment Bands and Target Volatility

Samuel Palmer, Serkan Sahin, Rodrigo Hernandez +2

In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization…

q-fin.GN2020

Use Cases of Quantum Optimization for Finance

Samuel Mugel, Enrique Lizaso, Roman Orus

In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of…

q-fin.GN2018

Forecasting financial crashes with quantum computing

Roman Orus, Samuel Mugel, Enrique Lizaso

A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently s…

quant-ph2018

Quantum computing for finance: overview and prospects

Roman Orus, Samuel Mugel, Enrique Lizaso

We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorit…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.