32 citations · 64 across the 12 of their papers we have counts for
Showing q-fin.RMShow all
2 papers · 1 filter
q-fin.RM2020★ 1 cited
Characterizing the memory capacity of transmon qubit reservoirs
Samudra Dasgupta, Kathleen E. Hamilton, Arnab Banerjee
Quantum Reservoir Computing (QRC) exploits the dynamics of quantum ensemble systems for machine learning. Numerical experiments show that quantum systems consisting of 5-7 qubits p…
q-fin.RM2019
Quantum Annealing Algorithm for Expected Shortfall based Dynamic Asset Allocation
Samudra Dasgupta, Arnab Banerjee
The 2008 mortgage crisis is an example of an extreme event. Extreme value theory tries to estimate such tail risks. Modern finance practitioners prefer Expected Shortfall based ris…