7 citations · 16 across the 5 of their papers we have counts for
7 papers
Classical Tensor Network and Quantum Fourier Transform Approaches for Large-Scale Carr-Madan Option Pricing
Sascha Hauck, Ivica Turkalj
Fourier-based methods are among the most widely used techniques for pricing European options when the characteristic function of the underlying asset process is available. Their ap…
Enhancing Variational Quantum Algorithms for Multicriteria Optimization
Ivica Turkalj, Tom Ewen, Pascal Halffmann +3
This paper presents methodological improvements to variational quantum algorithms (VQAs) for solving multicriteria optimization problems. We introduce two key contributions. First,…
Application of ZX-calculus to Quantum Architecture Search
Tom Ewen, Ivica Turkalj, Patrick Holzer +1
This paper presents a novel approach to quantum architecture search by integrating the techniques of ZX-calculus with Genetic Programming (GP) to optimize the structure of paramete…
Spectral invariance and maximality properties of the frequency spectrum of quantum neural networks
Patrick Holzer, Ivica Turkalj
We analyze the frequency spectrum of Quantum Neural Networks (QNNs) using Minkowski sums, which yields a compact algebraic description and permits explicit computation. Using this…
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
Mark-Oliver Wolf, Tom Ewen, Ivica Turkalj
Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-de…
Quantum Risk Analysis: Beyond (Conditional) Value-at-Risk
Christian Laudagé, Ivica Turkalj
Risk measures are important key figures to measure the adequacy of the reserves of a company. The most common risk measures in practice are Value-at-Risk (VaR) and Conditional Valu…
Totally-Reflective Genera of Integral Lattices
Ivica Turkalj
In this paper we give a complete classification of totally-reflective, primitive genera in dimension 3 and 4. Our method breaks up into two parts. The first part consists of classi…