Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Gábor Fáth"'
Publikováno v:
Journal of Physics Communications, Vol 7, Iss 5, p 055001 (2023)
Quantum computers have the potential to provide quadratic speedup for Monte Carlo methods currently used in various classical applications. In this work, we examine the advantage of quantum computers for financial option pricing with the Monte Carlo
Externí odkaz:
https://doaj.org/article/a00c93f8a4574a2b9c9cbd3f538e04e0
Publikováno v:
European Journal of Economics. 1:1-13
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25e0a8e3afd844fa319745f94a83004c
https://doi.org/10.33422/eje.v1i2.141
https://doi.org/10.33422/eje.v1i2.141
Recent studies have demonstrated the efficiency of Variational Autoencoders (VAE) to compress high-dimensional implied volatility surfaces into a low dimensional representation. Although this method can be effectively used for pricing vanilla options
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3834f69feda6acaa3985e57851145f5a
http://arxiv.org/abs/2208.14038
http://arxiv.org/abs/2208.14038
Autor:
Gábor Fáth, György Szabó
Publikováno v:
Physics Reports. 446:97-216
Game theory is one of the key paradigms behind many scientific disciplines from biology to behavioral sciences to economics. In its evolutionary form and especially when the interacting agents are linked in a specific social network the underlying so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39c8f177e1f0b927d66aae327083c06e
https://doi.org/10.1016/j.physrep.2007.04.004
https://doi.org/10.1016/j.physrep.2007.04.004
Autor:
Miklos Sarvary, Gábor Fáth
Publikováno v:
Quantitative Marketing and Economics. 1:305-335
The purpose of this paper is to understand buyer/seller adoption dynamics in independent, buyer-side B2B exchanges. In a stylized model, we assume that the main role of the exchange is to reduce search costs for buyers. Buyers and sellers enter or ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61a998ffd8122a01a7b7c4b59e466b42
https://doi.org/10.1023/b:qmec.0000003332.67487.2d
https://doi.org/10.1023/b:qmec.0000003332.67487.2d
Publikováno v:
Physical Review B. 61:4353-4360
The Ginzburg-Landau (GL) and Schr\"odinger equations with a nonuniform magnetic flux density $\mathbf{B}(\mathbf{r})$ admit a class of internally orthogonal solutions with $\ensuremath{\nabla}g=\ensuremath{-}\ensuremath{\nabla}\mathrm{ln}|\ensuremath
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96ec48f1690c9be1631b677a68dbf0db
https://doi.org/10.1103/physrevb.61.4353
https://doi.org/10.1103/physrevb.61.4353
Autor:
Gábor Fáth, Peter B. Littlewood
Publikováno v:
Physical Review B. 58:R14709-R14712
The behavior of Haldane-gap antiferromagnets in a strong magnetic field is not universal. While the low-energy physics of the conventional one-dimensional spin-1 Heisenberg model in its magnetized regime is described by one incommensurate soft mode,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d86d5a5e78d20dddf54920e5932d712d
https://doi.org/10.1103/physrevb.58.r14709
https://doi.org/10.1103/physrevb.58.r14709
Autor:
Stephen B. Haley, Gábor Fáth
Publikováno v:
Physical Review B. 58:1405-1413
The Schrodinger equation for an interacting spinless electron gas in a nonuniform magnetic field admits an exact solution in Jastrow product form when the fluctuations in the magnetic field track the fluctuations in the scalar potential. For tracking
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f198e28f814e5afc83343494121c1f2
https://doi.org/10.1103/physrevb.58.1405
https://doi.org/10.1103/physrevb.58.1405
Publikováno v:
Physical Review B. 56:5373-5379
In the quasi-one-dimensional antiferromagnets CsMnBr${}_{3}$ and RbMnBr${}_{3}$ the magnetization produced by an external magnetic field displays a much stronger dependence upon the direction of the field than expected from calculations done for a sy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::285db2f4276a54b5a91eab7cb5396268
https://doi.org/10.1103/physrevb.56.5373
https://doi.org/10.1103/physrevb.56.5373
Autor:
Örs Legeza, Gábor Fáth
Publikováno v:
Physical Review B. 53:14349-14358
White's density-matrix renormalization-group (DMRG) method has been applied to the one-dimensional Ising model in a transverse field (ITF), in order to study the accuracy of the numerical algorithm. Due to the exact solubility of the ITF for any fini
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a5b72dcdce9c73cf77076381d7c8f849
https://doi.org/10.1103/physrevb.53.14349
https://doi.org/10.1103/physrevb.53.14349