3 papers
math.OC2026
Efficient Cross-Validation for Sparse Linear Regression
Ryan Cory-Wright, Andrés Gómez
Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between cova…
math.OC2025
Convex Submodular Minimization with Indicator Variables
Shaoning Han, Andrés Gómez
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a…
quant-ph2024
Real Option Pricing using Quantum Computers
Alberto Manzano, Gonzalo Ferro, Ãlvaro Leitao +2
In this work we present an alternative methodology to the standard Quantum Accelerated Monte Carlo (QAMC) applied to derivatives pricing. Our pipeline benefits from the combination…