6 citations · 13 across the 4 of their papers we have counts for
4 papers
Optimization on Large Interconnected Graphs and Networks Using Adiabatic Quantum Computation
Venkat Padmasola, Rupak Chatterjee
In this paper, we demonstrate that it is possible to create an adiabatic quantum computing algorithm that solves the shortest path between any two vertices on an undirected graph w…
A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees
Parisa Golbayani, Ionuţ Florescu, Rupak Chatterjee
Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take ext…
Quantum Systems for Monte Carlo Methods and Applications to Fractional Stochastic Processes
Sebastian F. Tudor, Rupak Chatterjee, Lac Nguyen +1
Random numbers are a fundamental and useful resource in science and engineering with important applications in simulation, machine learning and cyber-security. Quantum systems can…
Target volatility option pricing in lognormal fractional SABR model
Elisa Alos, Rupak Chatterjee, Sebastian Tudor +1
We examine in this article the pricing of target volatility options in the lognormal fractional SABR model. A decomposition formula by Ito's calculus yields a theoretical replicati…