Towards Prediction of Financial Crashes with a D-Wave Quantum Computer

Prediction of financial crashes in a complex financial network is known to be an NP-hard problem, i.e., a problem which cannot be solved efficiently with a classical computer. We experimentally explore a novel approach to this problem by using a D-Wave quantum computer to obtain financial equilibrium more efficiently. To be specific, the equilibrium condition of a nonlinear financial model is embedded into a higher-order unconstrained binary optimization (HUBO) problem, which is then transformed to a spin-$1/2$ Hamiltonian with at most two-qubit interactions. The problem is thus equivalent to finding the ground state of an interacting spin Hamiltonian, which can be approximated with a quantum annealer. Our experiment paves the way to study quantitative macroeconomics, enlarging the number of problems that can be handled by current quantum computers

Development of Robust Behaviour Recognition for an at-Home Biomonitoring Robot with Assistance of Subject Localization and Enhanced Visual Tracking

Our research is focused on the development of an at-home health care biomonitoringmobile robot for the people in demand. Main task of the robot is to detect and track a designated subject while recognizing his/her activity for analysis and to provide warning in an emergency. In order to push forward the system towards its real application, in this study, we tested the robustness of the robot system with several major environment changes, control parameter changes, and subject variation. First, an improved color tracker was analyzed to find out the limitations and constraints of the robot visual tracking considering the suitable illumination values and tracking distance intervals.Then, regarding subject safety and continuous robot based subject tracking, various control parameters were tested on different layouts in a room. Finally, the main objective of the system is to find out walking activities for different patterns for further analysis. Therefore, we proposed a fast, simple, and person specific new activity recognition model by making full use of localization information, which is robust to partial occlusion. The proposed activity recognition algorithm was tested on different walking patterns with different subjects, and the results showed high recognition accuracy

Gold catalysts supported on cerium-gallium mixed oxide for the carbon monoxide oxidation and water gas shift reaction

The synthesis, characterization and catalytic properties of gold supported on ceria, gallia and a cerium-gallium mixed oxide were investigated. The nanostructural characterization of the cerium-gallium support (nominal atomic composition Ce80Ga20) showed that gallium(III) cations are homogenously distributed into the ceria matrix by substituting cerium(IV) cations of the fluorite-type structure of ceria. Au was added to the supports by the deposition-precipitation method using urea. High Au dispersions were achieved for all the fresh materials (D > 60%). The CO oxidation and the water gas shift (WGS) reaction were tested on the whole set of catalysts. All the supported-gold catalysts showed high activity for the CO oxidation reaction. However, those containing gallium in their formulation deactivated due to gold particle sinterization. Au(2%)/CeO2 was the most active material for the WGS reaction, and the Au(2%)/Ce80Ga20 was as active as a Au(3%)/Ce68Zr32 catalyst for CO oxidation, and even more active than the reference catalyst of the World Gold Council, Au(2%)/TiO2.Fil: Vecchietti, María Julia. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Desarrollo Tecnológico para la Industria Química. Universidad Nacional del Litoral. Instituto de Desarrollo Tecnológico para la Industria Química; ArgentinaFil: Collins, Sebastián Enrique. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Desarrollo Tecnológico para la Industria Química. Universidad Nacional del Litoral. Instituto de Desarrollo Tecnológico para la Industria Química; ArgentinaFil: Delgado, Juan José. Universidad de Cadiz. Facultad de Ciencias. Departamento de Cs.de Los Materiales E Ing.metalurgica y Quim.inorg.; EspañaFil: Malecka, Malgorzta. Universidad de Cadiz. Facultad de Ciencias. Departamento de Cs.de Los Materiales E Ing.metalurgica y Quim.inorg.; EspañaFil: del Rio, Eloy. Universidad de Cadiz. Facultad de Ciencias. Departamento de Cs.de Los Materiales E Ing.metalurgica y Quim.inorg.; EspañaFil: Chen, Xiaowei. Universidad de Cadiz. Facultad de Ciencias. Departamento de Cs.de Los Materiales E Ing.metalurgica y Quim.inorg.; EspañaFil: Bernal, Serafín. Universidad de Cadiz. Facultad de Ciencias. Departamento de Cs.de Los Materiales E Ing.metalurgica y Quim.inorg.; EspañaFil: Bonivardi, Adrian Lionel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Desarrollo Tecnológico para la Industria Química. Universidad Nacional del Litoral. Instituto de Desarrollo Tecnológico para la Industria Química; Argentin

The TALP & I2R SMT Systems for IWSLT 2008

This paper gives a description of the statistical machine translation (SMT) systems developed at the TALP Research Center of the UPC (Universitat Polit`ecnica de Catalunya) for our participation in the IWSLT’08 evaluation campaign. We present Ngram-based (TALPtuples) and phrase-based (TALPphrases) SMT systems. The paper explains the 2008 systems’ architecture and outlines translation schemes we have used, mainly focusing on the new techniques that are challenged to improve speech-to-speech translation quality. The novelties we have introduced are: improved reordering method, linear combination of translation and reordering models and new technique dealing with punctuation marks insertion for a phrase-based SMT system. This year we focus on the Arabic-English, Chinese-Spanish and pivot Chinese-(English)-Spanish translation tasks.Postprint (published version

Metastable liquid lamellar structures in binary and ternary mixtures of Lennard-Jones fluids

We have carried out extensive equilibrium molecular dynamics (MD) simulations to investigate the Liquid-Vapor coexistence in partially miscible binary and ternary mixtures of Lennard-Jones (LJ) fluids. We have studied in detail the time evolution of the density profiles and the interfacial properties in a temperature region of the phase diagram where the condensed phase is demixed. The composition of the mixtures are fixed, 50% for the binary mixture and 33.33% for the ternary mixture. The results of the simulations clearly indicate that in the range of temperatures $78 < T < 102 ^{\rm o}$K, --in the scale of argon-- the system evolves towards a metastable alternated liquid-liquid lamellar state in coexistence with its vapor phase. These states can be achieved if the initial configuration is fully disordered, that is, when the particles of the fluids are randomly placed on the sites of an FCC crystal or the system is completely mixed. As temperature decreases these states become very well defined and more stables in time. We find that below $90 ^{\rm o}$K, the alternated liquid-liquid lamellar state remains alive for 80 ns, in the scale of argon, the longest simulation we have carried out. Nonetheless, we believe that in this temperature region these states will be alive for even much longer times.Comment: 18 Latex-RevTex pages including 12 encapsulated postscript figures. Figures with better resolution available upon request. Accepted for publication in Phys. Rev. E Dec. 1st issu

Toward Pricing Financial Derivatives with an IBM Quantum Computer

Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time evolution of interest rates. Several stochastic dynamics have been proposed in the literature to model either the instantaneous interest rate or the instantaneous forward rate. A successful approach to model the latter is the celebrated Heath-Jarrow-Morton framework, in which its dynamics is entirely specified by volatility factors. In its multifactor version, this model considers several noisy components to capture at best the dynamics of several time-maturing forward rates. However, as no general analytical solution is available, there is a trade-off between the number of noisy factors considered and the computational time to perform a numerical simulation. Here, we employ the quantum principal component analysis to reduce the number of noisy factors required to accurately simulate the time evolution of several time-maturing forward rates. The principal components are experimentally estimated with the five-qubit IBMQX2 quantum computer for 2 x 2 and 3 x 3 cross-correlation matrices, which are based on historical data for two and three time-maturing forward rates. This paper is a step towards the design of a general quantum algorithm to fully simulate on quantum computers the HeathJarrow-Morton model for pricing interest-rate financial derivatives. It shows indeed that practical applications of quantum computers in finance will be achievable in the near futureThe authors acknowledge the use of IBM QISKIT for this work. The views expressed are those of the authors and do not reflect the official policy or position of IBM. We also acknowledge funding from projects QMiCS (Grant No. 820505) and OpenSuperQ (Grant No. 820363) of the EU Flagship on Quantum Technologies; the FETOPEN project QuroMorphic, Spanish Government, Grant No. PGC2018-095113-B-I00 (MCIU/AEI/FEDER, UE); Basque Government, Grant No. IT986-16; Spanish Ramon y Cajal Grant No. RYC-2017-22482; Shanghai Municipal Science and Technology Commission (Grants No. 18010500400 and No. 18ZR1415500); and the Shanghai Program for Eastern Scholar. This work is supported by the US Department of Energy, Office of Science, Office of Advanced Scientific Computing Research (ASCR) quantum algorithm teams program, under field work Proposal No. ERKJ333. We also acknowledge support from NSFC (Grant No. 12075145), STCSM (Grants No. 2019SHZDZX01ZX04, No. 18010500400, and No. 18ZR1415500), and from Spanish Government PID2019-104002GB-C21, PID2019104002GBC22 (MCIU/AEI/FEDER, UE

Evaluation of hip fracture risk using a hyper-parametric model based on the Locally Linear Embedding technique

The authors wish to thank the Spanish "Ministerio de Economia y Competitividad", the "Generalitat Valenciana" and the "Ministerio de Educacion" for their financial support received through the projects DPI2017-89816-R, Prometeo 2016/007 and FPU016/07122, respectively.Nadal, E.; Muñoz-Pellicer, D.; Nivó, N.; Lucas, I.; Ródenas, JJ. (2019). Evaluation of hip fracture risk using a hyper-parametric model based on the Locally Linear Embedding technique. Comptes Rendus Mécanique. 347(11):856-862. https://doi.org/10.1016/j.crme.2019.11.010S8568623471