From the 1 of 4 linked papers with an AI index.
4 papers
Classical Tensor Network and Quantum Fourier Transform Approaches for Large-Scale Carr-Madan Option Pricing
Sascha Hauck, Ivica Turkalj
The paper reformulates the Carr‑Madan Fourier option‑pricing method using tensor‑network techniques, specifically a Superfast Fourier Transform (a compressed Tensor‑Train version o…
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…
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,…
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…