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Oleksiy Kondratyev
Oleksiy Kondratyev
Abu Dhabi Investment Authority
Verified email at adia.ae
Title
Cited by
Cited by
Year
Reverse quantum annealing approach to portfolio optimization problems
D Venturelli, A Kondratyev
Quantum Machine Intelligence 1 (1), 17-30, 2019
1962019
The market generator
A Kondratyev, C Schwartz
Risk 33 (2), 2020
542020
Curve dynamics with artificial neural networks
A Kondratyev
Risk 31 (6), 2018
24*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
172022
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
161998
A quantum generative adversarial network for distributions
A Assouel, A Jacquier, A Kondratyev
Quantum Machine Intelligence 4 (2), 28, 2022
122022
Non‐Differentiable Leaning of Quantum Circuit Born Machine with Genetic Algorithm
A Kondratyev
Wilmott 2021 (114), 50-61, 2021
122021
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
92000
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
51996
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
22023
Cluster expansions of Brydges–Federbush type for quantum lattice systems
AY Kondratiev, AL Rebenko
Methods Funct. Anal. and Topology 2 (3), 59-68, 1996
21996
Quantum Computing for Financial Mathematics
AJ Jacquier, A Kondratyev, M Oumgari, G Lee
Available at SSRN 4638389, 2023
12023
Naive Monte Carlo
A Kondratyev
The Capco Institute Journal of Financial Transformation 36, 2013
12013
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)
A 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
European option pricing and optimal hedging strategies: Bouchaud-Sornette model and its application
AY Kondratiev
BiBoS Preprint 97-07-788, 1997
1997
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Articles 1–20