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This paper revisits the fractional cointegrating relationship between ex-ante implied volatility and ex-post realized volatility. We argue that the concept of corridor implied volatility (CIV) should be used instead of the popular…
Quantum federated learning (QFL) is an emerging field that has the potential to revolutionize computation by taking advantage of quantum physics concepts in a distributed machine learning (ML) environment. However, the majority of available…
Superconducting Quantum Interference Filters (SQIF) are promising devices for Radio- Frequency (RF) detection combining low noise, high sensitivity, large dynamic range and wide-band capabilities. Impressive progress have been made recently…
In this work, we present a new technique for the decomposition of multivariate data, which we call Multivariate Fast Iterative Filtering (MvFIF) algorithm. We study its properties, proving rigorously that it converges in finite time when…
Modern climate projections often suffer from inadequate spatial and temporal resolution due to computational limitations, resulting in inaccurate representations of sub-grid processes. A promising technique to address this is the Multiscale…
The recent emergence of the hybrid quantum-classical neural network (HQCNN) architecture has garnered considerable attention due to the potential advantages associated with integrating quantum principles to enhance various facets of machine…
Achieving both high precision and large dynamic range remains a central challenge in quantum metrology, as improving local sensitivity typically reduces the unambiguous estimation range. Variational quantum interferometers enhance precision…
Vibrational spectroscopy is a cornerstone technique for molecular characterization and offers an ideal target for the computational investigation of molecular materials. Building on previous comprehensive assessments of efficient methods…
Quantum simulation of fermionic Hamiltonians is a leading application of quantum computing, but accurate execution on present-day hardware is limited by error accumulation in deep Trotter circuits. We present a device-matched…
This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…
In this paper, we introduce a novel approach that combines multiresolution (MR) techniques with the flux reconstruction (FR) method to accurately and effciently simulate compressible flows. We achieve further enhancements in effciency…
Understanding the behavior of interacting fermions is of fundamental interest in many fields ranging from condensed matter to high energy physics. Developing numerically efficient and accurate simulation methods is an indispensable part of…
The analysis of the time-frequency content of a signal is a classical problem in signal processing, with a broad number of applications in real life. Many different approaches have been developed over the decades, which provide alternative…
A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…
This letter investigates relationships between iterated filtering algorithms based on statistical linearization, such as the iterated unscented Kalman filter (IUKF), and filtering algorithms based on quasi-Newton (QN) methods, such as the…
Multivariate time series classification (MTSC) plays a crucial role in various domains, including biomedical signal analysis and motion monitoring. However, existing approaches, particularly deep learning models, often require high…
Index modulation (IM) has recently emerged as a promising concept for spectrum and energy-efficient next generation wireless communications systems since it strikes a good balance among error performance, complexity, and spectral…
Correlation Filters (CFs) are a class of classifiers which are designed for accurate pattern localization. Traditionally CFs have been used with scalar features only, which limits their ability to be used with vector feature representations…
Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…
The Sequential Fully Implicit (SFI) method was proposed to simulate coupled immiscible multiphase fluid flow in porous media. Later, it was extended to the black-oil model, whereby the gas component is allowed to dissolve in the oil phase.…