Rihito Sakurai
- Learning parameter dependence for Fourier-based option pricing with tensor trains
2024/04/17 by Rihito Sakurai, Haruto Takahashi, Sakurai, Rihito +3 · 3 citations
Computer Science · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Computational Physics and Python Applications #FOS: Economics and business #FOS: Physical sciences #Machine Learning in Healthcare #Quantum Physics (quant-ph) #Stochastic processes and financial applications
- Adaptive sampling-based optimization of quantics tensor trains for noisy functions: applications to quantum simulations
2024/05/21 by Kohtaroh Sakaue, Hiroshi Shinaoka, Sakaue, Kohtaroh +3 · 2 citations
Computer Science · Mathematics · #Computational Physics and Python Applications #FOS: Physical sciences #Mathematical Physics (math-ph) #Quantum Computing Algorithms and Architecture #Quantum Physics (quant-ph) #Tensor decomposition and applications