127 citations · 160 across the 5 of their papers we have counts for
5 papers
Application of Tensor Neural Networks to Pricing Bermudan Swaptions
Raj G. Patel, Tomas Dominguez, Mohammad Dib +12
The Cheyette model is a quasi-Gaussian volatility interest rate model widely used to price interest rate derivatives such as European and Bermudan Swaptions for which Monte Carlo s…
Multiobjective variational quantum optimization for constrained problems: an application to Cash Management
Pablo Díez-Valle, Jorge Luis-Hita, Senaida Hernández-Santana +6
Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that…
Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks
Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez +4
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time,…
Light induced "Mock Gravity" at the nanoscale
Jorge Luis-Hita, Manuel I. Marques, Rafael Delgado-Buscalioni +4
The origin of long-range attractive interactions has fascinated scientist along centuries. The remarkable Fatio-LeSage's corpuscular theory, introduced as early as in 1690 and gene…
Different approaches to generate matching effects using arrays in contact with superconducting films
J. del Valle, A. Gomez, J. Luis- Hita +3
Superconducting films in contact with non-superconducting regular arrays can exhibit commensurability effects between the vortex lattice and the unit cell of the pinning array. The…