activity
20082026
most citedQuantum Computing for Finance: State of the Art and Future Prospects

366 citations · 523 across the 12 of their papers we have counts for

collaborators

13 papers

cs.AI2026

GENCO - A Unified Neural Solver Embedded in a Development Framework for Steady-State Grid Analysis

Alban Puech, Matteo Mazzonelli, Tamara R. Govindasamy +19

Foundation models are transforming business workflows and boosting productivity, yet they remain largely absent from engineering domains such as power system analysis, where strict…

quant-ph2020★ 366 cited

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…

cs.LG2019

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…

math.OC2019

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…

math.OC2019★ 1 cited

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…

math.OC2018

Transmission-Constrained Unit Commitment

Claudio Gambella, Jakub Marecek, Martin Mevissen +3

The unit commitment with transmission constraints in the alternating-current (AC) model is a challenging mixed-integer non-linear optimisation problem. We present an approach based…

physics.soc-ph2018

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…

math.OC2016★ 13 cited

MINLP in Transmission Expansion Planning

Jakub Marecek, Martin Mevissen, Jonas Christoffer Villumsen

Transmission expansion planning requires forecasts of demand for electric power and a model of the underlying physics, i.e., power flows. We present three approaches to deriving ex…

math.OC2014★ 11 cited

Power Flow as an Algebraic System

Jakub Marecek, Timothy McCoy, Martin Mevissen

Steady states of alternating-current (AC) circuits have been studied in considerable detail. In 1982, Baillieul and Byrnes derived an upper bound on the number of steady states in…

math.OC2014★ 132 cited

Optimal Power Flow as a Polynomial Optimization Problem

Bissan Ghaddar, Jakub Marecek, Martin Mevissen

Formulating the alternating current optimal power flow (ACOPF) as a polynomial optimization problem makes it possible to solve large instances in practice and to guarantee asymptot…

math.OC2012

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…

math.OC2010

Moment and SDP relaxation techniques for smooth approximations of problems involving nonlinear differential equations

Martin Mevissen, Jean-Bernard Lasserre, Didier Henrion

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving no…

math.NA2008

Solutions of Polynomial Systems Derived from the Steady Cavity Flow Problem

Martin Mevissen, Kosuke Yokoyama, Nobuki Takayama

We propose a general algorithm to enumerate all solutions of a zero-dimensional polynomial system with respect to a given cost function. The algorithm is developed and is used to s…