74 citations · 86 across the 10 of their papers we have counts for
10 papers
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios
Dayne Marcus Lopena, Daniel Buguks, Zhenghao Li +7
Gaussian Boson Sampling (GBS) provides a native photonic quantum heuristic for sampling dense subgraphs from adjacency matrices, offering a scalable physical approach to combinator…
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
Axel Ciceri, Austin Cottrell, Joshua Freeland +13
The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of fina…
Quantum Monte Carlo Integration for Simulation-Based Optimisation
Jingjing Cui, Philippe J. S. de Brouwer, Steven Herbert +7
We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematic…
Effects of the entropy source on Monte Carlo simulations
Anton Lebedev, Annika Möslein, Olha I. Yaman +2
In this paper we show how different sources of random numbers influence the outcomes of Monte Carlo simulations. We compare industry-standard pseudo-random number generators (PRNGs…
Spectral Methods for Quantum Optimal Control: Artificial Boundary Conditions
Ales Wodecki, Jakub Marecek, Vyacheslav Kungurtsev +3
The problem of quantum state preparation is one of the main challenges in achieving the quantum advantage. Furthermore, classically, for multi-level problems, our ability to solve…
Quantum Multiple Kernel Learning in Financial Classification Tasks
Shungo Miyabe, Brian Quanz, Noriaki Shimada +11
Financial services is a prospect industry where unlocked near-term quantum utility could yield profitable potential, and, in particular, quantum machine learning algorithms could p…