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pro vyhledávání: '"Palmer, Samuel"'
In this paper we show how tensor networks help in developing explainability of machine learning algorithms. Specifically, we develop an unsupervised clustering algorithm based on Matrix Product States (MPS) and apply it in the context of a real use-c
Externí odkaz:
http://arxiv.org/abs/2401.00867
Autor:
Patel, Raj G., Dominguez, Tomas, Dib, Mohammad, Palmer, Samuel, Cadarso, Andrea, Contreras, Fernando De Lope, Ratnani, Abdelkader, Casanova, Francisco Gomez, Hernández-Santana, Senaida, Díaz-Fernández, Álvaro, Andrés, Eva, Luis-Hita, Jorge, Sánchez-Martínez, Escolástico, Mugel, Samuel, Orus, Roman
The Cheyette model is a quasi-Gaussian volatility interest rate model widely used to price interest rate derivatives such as European and Bermudan Swaptions for which Monte Carlo simulation has become the industry standard. In low dimensions, these a
Externí odkaz:
http://arxiv.org/abs/2304.09750
Autor:
Patel, Raj G., Hsing, Chia-Wei, Sahin, Serkan, Palmer, Samuel, Jahromi, Saeed S., Sharma, Shivam, Dominguez, Tomas, Tziritas, Kris, Michel, Christophe, Porte, Vincent, Abid, Mustafa, Aubert, Stephane, Castellani, Pierre, Mugel, Samuel, Orus, Roman
Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing the COD has led us to solving high-dimensional PDEs. This has resulted i
Externí odkaz:
http://arxiv.org/abs/2212.14076
Autor:
Palmer, Samuel, Karagiannis, Konstantinos, Florence, Adam, Rodriguez, Asier, Orus, Roman, Naik, Harish, Mugel, Samuel
In this work, we demonstrate how to apply non-linear cardinality constraints, important for real-world asset management, to quantum portfolio optimization. This enables us to tackle non-convex portfolio optimization problems using quantum annealing t
Externí odkaz:
http://arxiv.org/abs/2208.11380
Autor:
Patel, Raj, Hsing, Chia-Wei, Sahin, Serkan, Jahromi, Saeed S., Palmer, Samuel, Sharma, Shivam, Michel, Christophe, Porte, Vincent, Abid, Mustafa, Aubert, Stephane, Castellani, Pierre, Lee, Chi-Guhn, Mugel, Samuel, Orus, Roman
Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of dimensionality in new w
Externí odkaz:
http://arxiv.org/abs/2208.02235
Autor:
Palmer, Samuel Jonathan.
Thesis (Ph. D., Education)--University of Idaho, Spring 2009.
Major professor: Terry R. Armstrong. Includes bibliographical references (leaves 151-163). Also available online (PDF file) by subscription or by purchasing the individual file.
Major professor: Terry R. Armstrong. Includes bibliographical references (leaves 151-163). Also available online (PDF file) by subscription or by purchasing the individual file.
Topological photonic edge states, protected by chiral symmetry, are attractive for guiding wave energy as they can allow for more robust guiding and greater control of light than alternatives; however, for photonics, chiral symmetry is often broken b
Externí odkaz:
http://arxiv.org/abs/2107.12449
In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization algorithms. Specifically, first we explain how to obtain the best inv
Externí odkaz:
http://arxiv.org/abs/2106.06735
Autor:
Palmer, Samuel J., Giannini, Vincenzo
Publikováno v:
Phys. Rev. Research 3, 022013 (2021)
Realising photonic analogues of the robust, unidirectional edge states of electronic topological insulators would improve our control of light on the nanoscale and revolutionise the performance of photonic devices. Here we show that new symmetry prot
Externí odkaz:
http://arxiv.org/abs/2009.07033
Autor:
Rider, Marie S., Palmer, Samuel J., Pocock, Simon R., Xiao, Xiaofei, Huidobro, Paloma Arroyo, Giannini, Vincenzo
Topological photonic systems, with their ability to host states protected against disorder and perturbation, allow us to do with photons what topological insulators do with electrons. Topological photonics can refer to electronic systems coupled with
Externí odkaz:
http://arxiv.org/abs/1812.08679