Portfolio construction under information asymmetry
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In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be sampled using an ...
We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...
Decision-making permeates every aspect of human and societal development, from individuals' daily choices to the complex decisions made by communities and institutions. Central to effective decision-making is the discipline of optimization, which seeks the ...
Entanglement forging based variational algorithms leverage the bipartition of quantum systems for addressing ground-state problems. The primary limitation of these approaches lies in the exponential summation required over the numerous potential basis stat ...
We propose an adaptive quantum algorithm to prepare accurate variational time evolved wave functions. The method is based on the projected variational quantum dynamics (pVQD) algorithm, that performs a global optimization with linear scaling in the number ...
The subject of the book is the specificity of social, national-cultural and historical self-consciousness of the "educated class" of the former Russian Empire and the former Soviet Union. The phenomenon of "intelligentsia" is considered in the spirit of V ...
Information theory has allowed us to determine the fundamental limit of various communication and algorithmic problems, e.g., the channel coding problem, the compression problem, and the hypothesis testing problem. In this work, we revisit the assumptions ...
A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...
Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...
In this thesis, we give new protocols that offer a quantum advantage for problems in ML, Physics, and Finance.Quantum mechanics gives predictions that are inconsistent with local realism.The experiment proving this fact (Bell, 1964) gives a quantum protoco ...