Quantum algorithms, PDEs and optimisation

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility with Nikita Guseynov, Nana Liu and C. S. Pun [arXiv].

Quantum Algorithms for Pathwise Lasso with J. Doriguello, D. Lim, C. S. Pun and P. Rebentrost [Quantum]. Also presented at [QTML] and as a [TQC] poster.

A Mathematical Tutorial on Quantum Algorithms with Applications to PDEs with Dax Koh, Triscia Mundo and C. S. Pun [in preparation].

An Expository Note on Schrödingerizing Financial PDEs with Triscia Mundo and C. S. Pun [SSRN].

Quantum Machine Learning and Optimisation in Finance: Book review of Quantum Machine Learning and Optimisation in Finance by Antoine Jacquier and Oleksiy Kondratyev, Packt Publishing, 2022 [QF].

Probability, stochastic dynamics and learning

Anchoring and Mixed-Norm Contractions in Averaging-Learning Dynamics with Ionel Popescu and Jeven Syatriadi [arXiv].

Averaging + Learning Models and Their Asymptotics: Generalised DeGroot and Linear Learning, Part I  with Ionel Popescu [Proc A].

Averaging + Learning in Financial Markets: Endogenous and Asymptotic Nonlinear Learning, Part II  with Ionel Popescu [in preparation].

Averaging + Learning in Banach spaces with Ionel Popescu [in preparation].

Broken Detailed Balance and Non-Equilibrium Dynamics in a Noisy Social Learning Model with T. Chotibut and G. Piliouras [Physica A].

Learning Agents in Black-Scholes Financial Markets with C. Murguia and G. Piliouras [RSOS].

Volatility Smiles and Learning Agents with C. Murguia and G. Piliouras [AMAS].

Algebraic and geometric methods in AI

Adapter Pruning Using Tropical Characterization with R. Bhardwaj and S. Poria [EMNLP].

Abstract Visual Reasoning: An Algebraic Approach for Solving Raven’s Progressive Matrices with Ernest Chong, J. Xu, S. Chandra, Y. Wu and Z. Lai [CVPR] [Talk].  Defines concepts as ideals and solves Raven's Progressive Matrices by commutative-algebra computations like primary decompositions.

Towards Solving NLP Tasks with Optimal Transport Loss with R. Bhardwaj and S. Poria [JKSACI].

KNOT: Knowledge Distillation Using Optimal Transport for Solving NLP Tasks with R. Bhardwaj and S. Poria [COLING] Oral presentation.

Mean Estimation of Truncated Mixtures of Two Gaussians: A Gradient-Based Approach with S. G. Nagarajan, G. Palaiopanos, I. Panageas and S. Yu [AAAI].

Technical and industry notes

Co-Integration and Trading Credit Indices, Nomura Securities, Hong Kong, 2010.

Introduction to Quadratic Splines, Nomura Securities, Singapore, 2010.