6 papers
Quantum Computing for Finance: State of the Art and Future Prospects
Daniel J. Egger, Claudio Gambella, Jakub Marecek +6
This article outlines our point of view regarding the applicability, state-of-the-art, and potential of quantum computing for problems in finance. We provide an introduction to qua…
On model selection for scalable time series forecasting in transport networks
Julien Monteil, Anton Dekusar, Claudio Gambella +2
The transport literature is dense regarding short-term traffic predictions, up to the scale of 1 hour, yet less dense for long-term traffic predictions. The transport literature is…
Projections onto the Set of Feasible Inputs and the Set of Feasible Solutions
Claudio Gambella, Jakub Marecek, Martin Mevissen
We study the projection onto the set of feasible inputs and the set of feasible solutions of a polynomial optimisation problem (POP). Our motivation is increasing the robustness of…
A Fine-Grained Variant of the Hierarchy of Lasserre
Wann-Jiun Ma, Jakub Marecek, Martin Mevissen
There has been much recent interest in hierarchies of progressively stronger convexifications of polynomial optimisation problems (POP). These often converge to the global optimum…
A Hidden Markov Model for Route and Destination Prediction
Yassine Lassoued, Julien Monteil, Yingqi Gu +3
We present a simple model and algorithm for predicting driver destinations and routes, based on the input of the latest road links visited as part of an ongoing trip. The algorithm…
Mean squared error minimization for inverse moment problems
Didier Henrion, Jean-Bernard Bernard Lasserre, Martin Mevissen
We consider the problem of approximating the unknown density of a measure on , absolutely continuous with respect to some given reference measure…