4 citations · 16 across the 6 of their papers we have counts for
6 papers
Quantum-Inspired Solver for Simulating Material Deformations
Mazen Ali, Aser Cortines, Siddhartha Morales +5
This paper explores the application of tensor networks (TNs) to the simulation of material deformations within the framework of linear elasticity. Material simulations are essentia…
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…
Quantum-Inspired Tensor Neural Networks for Option Pricing
Raj G. Patel, Chia-Wei Hsing, Serkan Sahin +12
Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing th…
Financial Index Tracking via Quantum Computing with Cardinality Constraints
Samuel Palmer, Konstantinos Karagiannis, Adam Florence +4
In this work, we demonstrate how to apply non-linear cardinality constraints, important for real-world asset management, to quantum portfolio optimization. This enables us to tackl…
Quantum-Inspired Tensor Neural Networks for Partial Differential Equations
Raj Patel, Chia-Wei Hsing, Serkan Sahin +11
Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in…
Accelerating Implicit Finite Difference Schemes Using a Hardware Optimized Tridiagonal Solver for FPGAs
Samuel Palmer
We present a design and implementation of the Thomas algorithm optimized for hardware acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with the custo…