Reverse quantum annealing approach to portfolio optimization problems D Venturelli, A Kondratyev Quantum Machine Intelligence 1 (1), 17-30, 2019 | 210 | 2019 |
The market generator A Kondratyev, C Schwartz Risk 33 (2), 2020 | 54 | 2020 |
Curve dynamics with artificial neural networks A Kondratyev Risk 31 (6), 2018 | 23* | 2018 |
Quantum Machine Learning and Optimisation in Finance: On the Road to Quantum Advantage A Jacquier, O Kondratyev, A Lipton, ML de Prado Packt Publishing Ltd, 2022 | 18 | 2022 |
A quantum generative adversarial network for distributions A Assouel, A Jacquier, A Kondratyev Quantum Machine Intelligence 4 (2), 28, 2022 | 17 | 2022 |
Peierls argument and long-range order behavior of quantum lattice systems with unbounded spins S Albeverio, AY Kondratiev, AL Rebenko Journal of statistical physics 92, 1137-1152, 1998 | 16 | 1998 |
Non‐Differentiable Leaning of Quantum Circuit Born Machine with Genetic Algorithm A Kondratyev Wilmott 2021 (114), 50-61, 2021 | 14 | 2021 |
The data anonymiser A Kondratyev, C Schwartz, B Horvath Risk 33 (8), 2020 | 11* | 2020 |
Evolutionary algos for optimising MVA A Kondratyev, G Giorgidze Risk 30 (12), 2017 | 9* | 2017 |
Value-at-risk and expected shortfall with confidence bands: an extreme value theory approach M Haas, A Kondratyev Group of Financial Engineering, Research Centre Caesar-FEN Preprint, Bonn …, 2000 | 9 | 2000 |
Inter-generational comparison of quantum annealers in solving hard scheduling problems B Pokharel, ZG Izquierdo, PA Lott, E Strbac, K Osiewalski, ... Quantum Information Processing 22 (10), 364, 2023 | 6 | 2023 |
Some remarks about cluster expansion for unbounded continuous spin systems in quantum statistical mechanics AY Kondratiev, AL Rebenko Methods of Functional Analysis and Topology 2 (02), 61-69, 1996 | 5 | 1996 |
Cluster expansions of Brydges–Federbush type for quantum lattice systems AY Kondratiev, AL Rebenko Methods Funct. Anal. and Topology 2 (3), 59-68, 1996 | 2 | 1996 |
Quantum Computing for Financial Mathematics AJ Jacquier, A Kondratyev, M Oumgari, G Lee Available at SSRN 4638389, 2023 | 1 | 2023 |
Naive Monte Carlo A Kondratyev The Capco Institute Journal of Financial Transformation 36, 2013 | 1 | 2013 |
Perspectives of Quantum Computing O Kondratyev Wilmott 2024 (131), 70-73, 2024 | | 2024 |
Quantum Two-Sample Test for Investment Strategies D Garvin, A Kondratyev, A Lipton, M Paini Available at SSRN 4789400, 2024 | | 2024 |
Quantum Machine Learning (Presentation Slides) O Kondratyev Available at SSRN 3865344, 2021 | | 2021 |
Beyond Markowitz with quantum annealing A Kondratyev, D Venturelli Risk 32 (6), 2019 | | 2019 |
FX Volatility Adjustment for Risk Factors Simulation A Kondratyev The Capco Institute Journal of Financial Transformation 37, 2013 | | 2013 |