651 citations · 806 across the 10 of their papers we have counts for
10 papers
The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model
M. Formenti, L. Spadafora, M. Terraneo +1
This work presents a theoretical and empirical evaluation of Anderson-Darling test when the sample size is limited. The test can be applied in order to backtest the risk factors dy…
Value-at-Risk time scaling for long-term risk estimation
Luca Spadafora, Marco Dubrovich, Marcello Terraneo
In this paper we discuss a general methodology to compute the market risk measure over long time horizons and at extreme percentiles, which are the typical conditions needed for es…
Quantum computation and analysis of Wigner and Husimi functions: toward a quantum image treatment
M. Terraneo, B. Georgeot, D. L. Shepelyansky
We study the efficiency of quantum algorithms which aim at obtaining phase space distribution functions of quantum systems. Wigner and Husimi functions are considered. Different qu…
Dynamical localization, measurements and quantum computing
M. Terraneo, D. L. Shepelyansky
We study numerically the effects of measurements on dynamical localization in the kicked rotator model simulated on a quantum computer. Contrary to the previous studies, which show…
Imperfection effects for multiple applications of the quantum wavelet transform
Marcello Terraneo, Dima L. Shepelyansky
We study analytically and numerically the effects of various imperfections in a quantum computation of a simple dynamical model based on the Quantum Wavelet Transform (QWT). The re…
Strange attractor simulated on a quantum computer
M. Terraneo, B. Georgeot, D. L. Shepelyansky
We show that dissipative classical dynamics converging to a strange attractor can be simulated on a quantum computer. Such quantum computations allow to investigate efficiently the…