2 citations · 3 across the 10 of their papers we have counts for
4 papers · 1 filter
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…