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This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

Timing side channels pose a significant threat to the security and privacy of software applications. We propose an approach for mitigating this problem by decreasing the strength of the side channels as measured by entropy-based objectives,…

Cryptography and Security · Computer Science 2019-06-24 Saeid Tizpaz-Niari , Pavol Cerny , Ashutosh Trivedi

Security still remains an afterthought in modern Electronic Design Automation (EDA) tools, which solely focus on enhancing performance and reducing the chip size. Typically, the security analysis is conducted by hand, leading to…

Cryptography and Security · Computer Science 2022-12-01 Lennart M. Reimann , Sarp Erdönmez , Dominik Sisejkovic , Rainer Leupers

This paper presents a novel approach for augmenting proof-based verification with performance-style analysis of the kind employed in state-of-the-art model checking tools for probabilistic systems. Quantitative safety properties usually…

Logic in Computer Science · Computer Science 2009-12-11 Ukachukwu Ndukwu

We compare the power of quantum and classical physics in terms of randomness certification from devices which are only partially characterised. We study randomness certification based on state discrimination and take noncontextuality as the…

Quantum Physics · Physics 2022-08-09 Carles Roch I Carceller , Kieran Flatt , Hanwool Lee , Joonwoo Bae , Jonatan Bohr Brask

This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks across a collection of assets. This may be understood as an alternative approach to risk reduction in a portfolio based on a…

Portfolio Management · Quantitative Finance 2023-03-10 Nick James , Max Menzies , Jennifer Chan

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

The estimation of parameter standard errors for semi-variogram models is challenging, given the two-step process required to fit a parametric model to spatially correlated data. Motivated by an application in the social-epidemiology, we…

Methodology · Statistics 2023-07-18 Julia Dyck , Odile Sauzet

Semiconductors are widely used in various applications and critical infrastructures. These devices have specified lifetimes and quality targets that manufacturers must achieve. Lifetime estimation is conducted through accelerated stress…

Applications · Statistics 2025-01-14 Lukas Sommeregger , Jürgen Pilz

Thermal escape out of a metastable well is considered in the weak friction regime, where the bottleneck for decay is energy diffusion, and at lower temperatures, where quantum tunneling becomes relevant. Within a systematic semiclassical…

Statistical Mechanics · Physics 2015-05-13 Alvise Verso , Joachim Ankerhold

I describe a planning methodology for domains with uncertainty in the form of external events that are not completely predictable. The events are represented by enabling conditions and probabilities of occurrence. The planner is…

Artificial Intelligence · Computer Science 2013-02-28 Jim S. Blythe

Coverage criteria play a central role in assessing test adequacy in classical software, yet their effectiveness for quantum programs remains poorly understood and largely unexplored. In this paper, we propose six quantum-tailored criteria -…

Quantum Physics · Physics 2026-04-30 Daniel Fortunato , José Campos , Rui Abreu

Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…

Machine Learning · Statistics 2019-08-28 Tim Coleman , Kimberly Kaufeld , Mary Frances Dorn , Lucas Mentch

Current efforts to correctly categorize natural events from suspected explosion sources with data that is collected by ground- or space-based sensors presents historical challenges that remain unaddressed by the Event Categorization Matrix…

Geophysics · Physics 2025-01-20 Scott Koermer , Joshua D. Carmichael , Brian J. Williams

While likelihood is attractive in theory, its estimates by deep generative models (DGMs) are often broken in practice, and perform poorly for out of distribution (OOD) Detection. Various recent works started to consider alternative scores…

Machine Learning · Computer Science 2024-01-11 Sicong Huang , Jiawei He , Kry Yik Chau Lui

We present a detailed study of scattering by an amplitude-modulated potential barrier using three distinct physical frameworks: quantum, classical, and semiclassical. Classical physics gives bounds on the energy and momentum of the…

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

This study presents a new system performance function for process plant reliability analysis, formulated to capture both structural topology and process sequencing constraints. Built on a modified maximum-flow framework and solved via…

Systems and Control · Electrical Eng. & Systems 2026-03-05 Ji-Eun Byun , Se-Hyeok Lee

Finance is one of the promising field for industrial application of quantum computing. In particular, quantum algorithms for calculation of risk measures such as the value at risk and the conditional value at risk of a credit portfolio have…

Quantum Physics · Physics 2022-01-28 Koichi Miyamoto

The partitioning problem is of central relevance for designing and implementing non-centralized Model Predictive Control (MPC) strategies for large-scale systems. These control approaches include decentralized MPC, distributed MPC,…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Alessandro Riccardi , Luca Laurenti , Bart De Schutter