7 papers
Achieving Fairness with a Simple Ridge Penalty
Marco Scutari, Francesca Panero, Manuel Proissl
In this paper we present a general framework for estimating regression models subject to a user-defined level of fairness. We enforce fairness as a model selection step in which we…
Portfolio construction using a sampling-based variational quantum scheme
Gabriele Agliardi, Dimitris Alevras, Vaibhaw Kumar +5
The efficient and effective construction of portfolios that adhere to real-world constraints is a challenging optimization task in finance. We investigate a concrete representation…
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
Axel Ciceri, Austin Cottrell, Joshua Freeland +13
The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of fina…
Quantum Optimization Benchmarking Library - The Intractable Decathlon
Thorsten Koch, David E. Bernal Neira, Ying Chen +24
Through recent progress in hardware development, quantum computers have advanced to the point where benchmarking of (heuristic) quantum algorithms at scale is within reach. Particu…
Cross sections of mesons in collisions at forward rapidity at GeV and central rapidity at GeV
PHENIX Collaboration, N. J. Abdulameer, U. Acharya +497
We present the first measurements of the forward and midrapidity -meson cross sections from collisions at and ~GeV, respectively. We also report t…
Centrality dependence of Lévy-stable two-pion Bose-Einstein correlations in GeV AuAu collisions
PHENIX Collaboration, N. J. Abdulameer, U. Acharya +394
The PHENIX experiment measured the centrality dependence of two-pion Bose-Einstein correlation functions in ~GeV AuAu collisions at the Relativistic Heavy…