59 citations · 76 across the 5 of their papers we have counts for
6 papers
Portfolio optimisation with options
Jonathan Raimana Chan, Thomas Huckle, Antoine Jacquier +1
We develop a new analysis for portfolio optimisation with options, tackling the three fundamental issues with this problem: asymmetric options' distributions, high dimensionality a…
Benefits from using mixed precision computations in the ELPA-AEO and ESSEX-II eigensolver projects
Andreas Alvermann, Achim Basermann, Hans-Joachim Bungartz +30
We first briefly report on the status and recent achievements of the ELPA-AEO (Eigenvalue Solvers for Petaflop Applications - Algorithmic Extensions and Optimizations) and ESSEX II…
Towards a better understanding of the matrix product function approximation algorithm in application to quantum physics
Moritz August, Thomas Huckle
We recently introduced a method to approximate functions of Hermitian Matrix Product Operators or Tensor Trains that are of the form . Functions of this type occu…
On the Approximation of Functionals of Very Large Hermitian Matrices represented as Matrix Product Operators
Moritz August, Mari Carmen Bañuls, Thomas Huckle
We present a method to approximate functionals of very high-dimensional hermitian matrices represented as Matrix Product Operators (MPOs). Our method is bas…
Exploiting Matrix Symmetries and Physical Symmetries in Matrix Product States and Tensor Trains
T. Huckle, K. Waldherr, T. Schulte-Herbrueggen
We focus on symmetries related to matrices and vectors appearing in the simulation of quantum many-body systems. Spin Hamiltonians have special matrix-symmetry properties such as p…
Computations in Quantum Tensor Networks
T. Huckle, K. Waldherr, T. Schulte-Herbrueggen
The computation of the ground state (i.e. the eigenvector related to the smallest eigenvalue) is an important task in the simulation of quantum many-body systems. As the dimension…