2 citations · 3 across the 10 of their papers we have counts for
11 papers
Q-Edge: Symmetry-Reduced Quantum Simulation of Structured Extreme Dependence
Hongrui Zhang, Paolo Recchia, Ying Chen +1
High-dimensional simulation of multivariate extremes is fundamentally limited by the combinatorial complexity of dependence, often more than by the scarcity of extreme observations…
When Similarity Is Interaction-Driven: Quantum Kernels for Regime-Sensitive Learning
Hanqiu Peng, Jianlong Lu, Ying Chen
Similarity in many decision systems is governed not by distance alone but by interactions among variables. In fraud and anomaly detection, small local perturbations can cross inter…
Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
Christopher Gerling, Hanqiu Peng, Ying Chen +1
Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained…
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
Vincent Gurgul, Ying Chen, Stefan Lessmann
This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approac…
Transformer-Based Neural Quantum Digital Twins for Many-Body Spectral Reconstruction and Adaptive Quantum-Annealing Schedule Design
Jianlong Lu, Hanqiu Peng, Hongrui Zhang +1
We introduce Transformer-based Neural Quantum Digital Twins (Tx-NQDTs) to reconstruct the low-energy spectral evolution of many-body quantum systems along quantum-annealing paths,…
Quantum Optimization Benchmarking Library - The Intractable Decathlon
Thorsten Koch, David E. Bernal Neira, Ying Chen +24
Through recent progress in hardware development, quantum computers have advanced to the point where benchmarking of (heuristic) quantum algorithms at scale is within reach. Particu…
From Coverage to Prestige: A Comprehensive Assessment of Large-Scale Scientometric Data
Guoyang Rong, Ying Chen, Thorsten Koch +1
As research in the Scientometric deepens, the impact of data quality on research outcomes has garnered increasing attention. This study, based on Web of Science (WoS) and Crossref…
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
Ying Chen, Thorsten Koch, Hanqiu Peng +1
Quantum computing is poised to transform the financial industry, yet its advantages over traditional methods have not been evidenced. As this technology rapidly evolves, benchmarki…
Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions
Ying Chen, Paul Griffin, Paolo Recchia +2
Recovery rate prediction plays a pivotal role in bond investment strategies by enhancing risk assessment, optimizing portfolio allocation, improving pricing accuracy, and supportin…
40 Years of Interdisciplinary Research: Phases, Origins, and Key Turning Points (1981-2020)
Guoyang Rong, Ying Chen, Feicheng Ma +1
This study examines the historical evolution of interdisciplinary research (IDR) over a 40-year period, focusing on its dynamic trends, phases, and key turning points. We apply tim…
Rediscovery of Numerical Lüscher's Formula from the Neural Network
Yu Lu, Yi-Jia Wang, Ying Chen +1
We present that by predicting the spectrum in discrete space from the phase shift in continuous space, the neural network can remarkably reproduce the numerical Lüscher's formula t…