3 papers
q-fin.CP2026
Diffusion models for dynamic volatility surface generation and data-driven hedging
Yinbin Han, Jack Yuxiang Zhang, Manuel Torres +2
We develop a diffusion-model framework for dynamic implied-volatility surface generation and evaluate its economic usefulness through data-driven hedging. The framework consists of…
quant-ph2025
Quantum measurement tomography with mini-batch stochastic gradient descent
Akshay Gaikwad, Manuel Sebastian Torres, Anton Frisk Kockum
Drawing inspiration from gradient-descent methods developed for data processing in quantum state tomography [\href{https://iopscience.iop.org/article/10.1088/2058-9565/ae0baa}{Quan…
quant-ph2025
Gradient-descent methods for fast quantum state tomography
Akshay Gaikwad, Manuel Sebastian Torres, Shahnawaz Ahmed +1
Quantum state tomography (QST) is a widely employed technique for characterizing the state of a quantum system. However, it is plagued by two fundamental challenges: computational…