Posts by Collection

Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its complexity analysis

Published in ArXiv, 2024

We propose an algorithm for solving Black-Scholes PDEs using Quantum Monte Carlo, with speedups using Quantum Amplitude Estimation (QAE). We analyse the gate requirements for the algorithm, and provide numerical simulation to back up the results.

Recommended citation: https://arxiv.org/abs/2301.09241

EQAI 2022 European Summer School on Quantum AI

Published: September 12, 2022

Quantum resources: from mathematical foundations to operational characterisation

Published: December 05, 2022

Near-term Quantum Computing 2023

Published: March 22, 2023

23rd Asian Quantum Information Science Conference

Published: August 28, 2023

Quantum Information Processing (QIP) 2024

Published: January 13, 2024

QTech 2024

Published: September 10, 2024

CY1500 Introduction to Research

Undergraduate course, NTU, SPMS, 2022

• Introduced undergraduate freshmen on the ins and outs of doing research. The capstone of this module is a final literature review on certain reseach topics and a presentation on the given topic.

CY1500 Introduction to Research

Undergraduate course, NTU, SPMS, 2023

• Introduced undergraduate freshmen on the ins and outs of doing research. The capstone of this module is a final literature review on certain reseach topics and a presentation on the given topic.

Recreational Physics

Undergraduate course, NTU, SPMS, 2024

• Taught undergraduate students the techniques to tackle competition physics at undergraduate level.
• Focused on Statistical Mechanics.

Recreational Physics

Undergraduate course, NTU, SPMS, 2024

• Taught undergraduate students the techniques to tackle competition physics at undergraduate level.
• Focused on Statistical Mechanics.

Linear Algebra for Scientist

Undergraduate course, NTU, SPMS, 2024

• Taught tutorial sessions on Introductory Linear Algebra.
• Conducted sessions twice a week.
• First course in linear algebra for undergraduate STEM students in NTU.

Calculus for the sciences

Undergraduate course, NTU, SPMS, 2024

• Taught tutorial sessions on Calculus.
• Course content includes limits, differentiation, integration and 2nd order linear odinary different equations.
• First undergraduate calculus course for science students in NTU.