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André Saimon S. Sousa

Publications and source records attributed to André Saimon S. Sousa.

2 recordsLinked to original sources

Synthetic data in cryptocurrencies using generative models

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions, affecting institutions, research, and modeling processes. Although not all financial datasets present such limitations, this work proposes the use of deep learning techniques for generating synthetic data applied to cryptocurrency price time series. The approach is based on Conditional Generative Adversarial Networks (CGANs), combining an LSTM-type recurrent generator and an MLP discriminator to produce statistically consistent synthetic data. The experiments consider different crypto-assets and demonstrate that the model is capable of reproducing relevant temporal patterns, preserving market trends and dynamics. The generation of synthetic series through GANs is an efficient alternative for simulating financial data, showing potential for applications such as market behavior analysis and anomaly detection, with lower computational cost compared to more complex generative approaches.

cs.LG↗

Solving Linear Systems of Equations with the Quantum HHL Algorithm: A Tutorial on the Physical and Mathematical Foundations for Undergraduate Students

Quantum computing enables the efficient resolution of complex problems, often outperforming classical methods across various applications. In 2009, Harrow, Hassidim and Lloyd proposed an algorithm for solving linear systems of equations, demonstrating exponential speedup (under ideal conditions) with a complexity of $poly(\log N)$, in contrast to classical approaches, which in the general case exhibit a complexity of $O(N^3)$, although they can achieve $O(N)$ in specific cases involving sparse matrices. This algorithm holds promise for advancements in machine learning, the solution of differential equations, linear regression, and cryptographic analysis. However, its structure is intricate, and there is a notable lack of detailed instructional materials in the literature. In this context, this paper presents a tutorial addressing the physical and mathematical foundations of the HHL algorithm, aimed at undergraduate students, explaining its theoretical construction and its implementation for solving linear equation systems. After discussing the underlying mathematical and physical concepts, we present numerical examples that illustrate the evolution of the quantum circuit. Finally, the algorithm's complexity, limitations, and future prospects are analyzed. The examples are compared with their classical simulations, allowing for an operational assessment of the algorithm's performance.

quant-ph↗