8 papers
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…
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…
Transformer-Based Neural Quantum Digital Twins for Many-Body Spectral Reconstruction and Adaptive Quantum-Annealing Schedule Design
Jianlong Lu, Hanqiu Peng, Ying Chen +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…
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…