Related papers: Low-power option Greeks: Efficiency-driven market …
The incorporation of stochastic loads and generation into the operation of power grids gives rise to an exposure to stochastic risk. This risk has been addressed in prior work through a variety of mechanisms, such as scenario generation or…
Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…
Energy-efficiency is a key concern for neural network applications. To alleviate this issue, hardware acceleration using FPGAs or GPUs can provide better energy-efficiency than general-purpose processors. However, further improvement of the…
Flexibility and customization are key strengths of Field-Programmable Gate Arrays (FPGAs) when compared to other computing devices. For instance, FPGAs can efficiently implement arbitrary-precision arithmetic operations, and can perform…
Graphical models are a powerful tool to estimate a high-dimensional inverse covariance (precision) matrix, which has been applied for a portfolio allocation problem. The assumption made by these models is a sparsity of the precision matrix.…
Power-spectrum analysis is an important tool providing critical information about a signal. The range of applications includes communication-systems to DNA-sequencing. If there is interference present on a transmitted signal, it could be…
Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet. We propose quantum algorithms for high-frequency statistical…
We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the…
Modern power networks face increasing vulnerability to cascading failures due to high complexity and the growing penetration of intermittent resources, necessitating rigorous security assessment beyond the conventional $N-1$ criterion.…
Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cases. Here we focus on a particular one of such use cases,…
Embedding value investment in portfolio optimization models has always been a challenge. In this paper, we attempt to incorporate it by employing principal component analysis to filter out dominant financial ratios from each sector and…
Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 2023 was announced. Specifically, participating teams were…
Open-source simulation tools play a crucial role for neuromorphic application engineers and hardware architects to investigate performance bottlenecks and explore design optimizations before committing to silicon. Reconfigurable…
Quantum Amplitude Estimation (QAE) can achieve a quadratic speed-up for applications classically solved by Monte Carlo simulation. A key requirement to realize this advantage is efficient state preparation. If state preparation is too…
Keyword Spotting nowadays is an integral part of speech-oriented user interaction targeted for smart devices. To this extent, neural networks are extensively used for their flexibility and high accuracy. However, coming up with a suitable…
Recent technological advances have proliferated the available computing power, memory, and speed of modern Central Processing Units (CPUs), Graphics Processing Units (GPUs), and Field Programmable Gate Arrays (FPGAs). Consequently, the…
Recurrence quantification analysis (RQA) is a widely used tool for studying complex dynamical systems, but its standard implementation requires computationally expensive calculations of recurrence plots (RPs) and line length histograms.…
Many financial and economic variables, including financial returns, exhibit nonlinear dependence, heterogeneity and heavy-tailedness. These properties may make problematic the analysis of (non-)efficiency and volatility clustering in…
At the heart of the analytical pipeline of a modern quantitative insurance/reinsurance company is a stochastic simulation technique for portfolio risk analysis and pricing process referred to as Aggregate Analysis. Support for the…
As field-programmable gate arrays become prevalent in critical application domains, their power consumption is of high concern. In this paper, we present and evaluate a power monitoring scheme capable of accurately estimating the runtime…