no code implementations • 25 Jan 2024 • Andrei Tomut, Saeed S. Jahromi, Abhijoy Sarkar, Uygar Kurt, Sukhbinder Singh, Faysal Ishtiaq, Cesar Muñoz, Prabdeep Singh Bajaj, Ali Elborady, Gianni Del Bimbo, Mehrazin Alizadeh, David Montero, Pablo Martin-Ramiro, Muhammad Ibrahim, Oussama Tahiri Alaoui, John Malcolm, Samuel Mugel, Roman Orus
Traditional compression methods such as pruning, distillation, and low-rank approximation focus on reducing the effective number of neurons in the network, while quantization focuses on reducing the numerical precision of individual weights to reduce the model size while keeping the number of neurons fixed.
no code implementations • 29 Dec 2023 • Pablo Martin-Ramiro, Unai Sainz de la Maza, Sukhbinder Singh, Roman Orus, Samuel Mugel
Defect detection is one of the most important yet challenging tasks in the quality control stage in the manufacturing sector.
no code implementations • 18 Apr 2023 • Raj G. Patel, Tomas Dominguez, Mohammad Dib, Samuel Palmer, Andrea Cadarso, Fernando De Lope Contreras, Abdelkader Ratnani, Francisco Gomez Casanova, Senaida Hernández-Santana, Álvaro Díaz-Fernández, Eva Andrés, Jorge Luis-Hita, Escolástico Sánchez-Martínez, Samuel Mugel, Roman Orus
The Cheyette model is a quasi-Gaussian volatility interest rate model widely used to price interest rate derivatives such as European and Bermudan Swaptions for which Monte Carlo simulation has become the industry standard.
no code implementations • 28 Dec 2022 • Raj G. Patel, Chia-Wei Hsing, Serkan Sahin, Samuel Palmer, Saeed S. Jahromi, Shivam Sharma, Tomas Dominguez, Kris Tziritas, Christophe Michel, Vincent Porte, Mustafa Abid, Stephane Aubert, Pierre Castellani, Samuel Mugel, Roman Orus
Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions.
no code implementations • 6 Dec 2022 • Lucas Leclerc, Luis Ortiz-Guitierrez, Sebastian Grijalva, Boris Albrecht, Julia R. K. Cline, Vincent E. Elfving, Adrien Signoles, Loïc Henriet, Gianni Del Bimbo, Usman Ayub Sheikh, Maitree Shah, Luc Andrea, Faysal Ishtiaq, Andoni Duarte, Samuel Mugel, Irene Caceres, Michel Kurek, Roman Orus, Achraf Seddik, Oumaima Hammammi, Hacene Isselnane, Didier M'tamon
In this work we propose a quantum-enhanced machine learning solution for the prediction of credit rating downgrades, also known as fallen-angels forecasting in the financial risk management field.
no code implementations • 9 Aug 2022 • Daniel Guijo, Victor Onofre, Gianni Del Bimbo, Samuel Mugel, Daniel Estepa, Xabier De Carlos, Ana Adell, Aizea Lojo, Josu Bilbao, Roman Orus
In this paper we consider several algorithms for quantum computer vision using Noisy Intermediate-Scale Quantum (NISQ) devices, and benchmark them for a real problem against their classical counterparts.
no code implementations • 3 Aug 2022 • Raj Patel, Chia-Wei Hsing, Serkan Sahin, Saeed S. Jahromi, Samuel Palmer, Shivam Sharma, Christophe Michel, Vincent Porte, Mustafa Abid, Stephane Aubert, Pierre Castellani, Chi-Guhn Lee, Samuel Mugel, Roman Orus
We demonstrate that TNN provide significant parameter savings while attaining the same accuracy as compared to the classical Dense Neural Network (DNN).
no code implementations • 12 Jun 2021 • Samuel Palmer, Serkan Sahin, Rodrigo Hernandez, Samuel Mugel, Roman Orus
In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization algorithms.
no code implementations • 3 Oct 2020 • Samuel Mugel, Enrique Lizaso, Roman Orus
In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy.