A mathematical tutorial on Quantum algorithms with applications to PDEs with Dax Koh, Triscia Mundo and CS Pun [in preparation].

An expository note on Schrödingerizing Financial PDEs with Triscia Mundo and CS Pun SSRN.

Quantum Machine Learning and Optimisation in Finance: by Antoine Jacquier and Oleksiy Kondratyev, Packt Publishing (2022) (book review) Quantiative Finance QF.

Quantum algorithms for pathwise Lasso with J. Doriguello, D. Lim, CS Pun and P. Rebentrost QTML (youtube), TQC poster, Quantum.

Adapter Pruning using Tropical Characterization with R. Bhardwaj and S. Poria  Empirical Methods in Natural Language Processing EMNLP 2023.

Abstract Visual Reasoning: An Algebraic Approach for Solving Raven’s Progressive Matrices with Ernest Chong, J. Xu, S. Chandra, Y. Wu and Z. Lai  IEEE/CVF Conference on Computer Vision and Pattern Recognition CVPR (youtube) .

Towards Solving NLP Tasks with Optimal Transport Loss  with R. Bhardwaj and S. Poria  Journal of King Saud University - Computer and Information Sciences Elsevier.

KNOT: Knowledge Distillation using Optimal Transport for Solving NLP Tasks with R. Bhardwaj and S. Poria  International Conference on Computational Linguistics Coling 2022 COLING (oral presentation).

Averaging + Learning Models and Their Asymptotics: Generalised Degroot and Linear Learning (Part I)  with Ionel Popescu  Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences  PRSA.

Averaging + Learning in Financial Markets: Endogenous and Asymptotic non-linear learning (Part II)  with Ionel Popescu  [in preparation].

Mean estimation of truncated mixtures of two Gaussians: A gradient based approach with S.G. Nagarajan, G. Palaiopanos, I. Panageas and S. Yu  Association for the Advancement of Artificial Intelligence AAAI 2023.

Opinion dynamics with probability measures: Gaussian and sub-Gaussian  [in preparation].

Broken Detailed Balance and Non-equilibrium Dynamics in a Noisy Social Learning Model with T. Chotibut, G. Piliouras, Physica A: Statistical Mechanics and its Applications Elsevier.

Learning Agents in Black-Scholes Financial Markets with C. Murguia and G. Piliouras, Royal Society Open Science Volume 7, Issue 10 RSOS.

Volatility Smiles and learning agents with C. Murguia and G. Piliouras,  Proceedings of the 17th Conference on Autonomous Agents and MultiAgent Systems 2018 ACM DL . 

Co-integration and trading credit indices, Nomura Securities (HK), 2010.

Introduction Quadratic Splines, Nomura Securities (SG), 2010.