arXiv subjects

Joseph Mikael

Publications and source records attributed to Joseph Mikael.

14 recordsLinked to original sources

arXiv2026

A Quantum Photonic Approach to Graph Coloring

Gaussian Boson Sampling (GBS) is a quantum computational model that leverages linear optics to solve sampling problems believed to be classically intractable. Recent experimental breakthroughs have demonstrated quantum advantage using GBS, motivating its application to real-world combinatorial optimization problems. In this work, we reformulate the graph coloring problem as an integer programming problem using the independent set formulation. This enables the use of GBS to identify cliques in the complement graph, which correspond to independent sets in the original graph. Our method is benchmarked against classical heuristics and exact algorithms on two sets of instances: Erd\H{o}s-R\'enyi random graphs and graphs derived from a smart-charging use case. The results demonstrate that GBS can provide competitive solutions, highlighting its potential as a quantum-enhanced heuristic for graph-based optimization.

quant-ph↗

arXiv2025

Quantum remeshing and efficient encoding for fracture mechanics

We present a variational quantum algorithm for structural mechanical problems, specifically addressing crack opening simulations that traditionally require extensive computational resources. Our approach provides an alternative solution for a relevant 2D case by implementing a parametrized quantum circuit that stores nodal displacements as quantum amplitudes and efficiently extracts critical observables. The algorithm achieves optimal nodal displacements by minimizing the elastic energy obtained from finite element method. The energy is computed with only a polylogarithmic number of measurements. Extracting relevant scalar observables such as the stress intensity factor is then done efficiently on the converged solution. To validate the scalability of our approach, we develop a warm start strategy based on a remeshing technique that uses coarse solutions to circumvent barren plateaus in the optimization landscape of the more refined problems. Our method has been experimentally validated on Quandela's photonic quantum processor Ascella and comprehensive numerical simulations demonstrate its scalability across increasingly complex quantum systems.

quant-ph↗

arXiv2025

Hybrid quantum-classical analog simulation of two-dimensional Fermi-Hubbard models with neutral atoms

We experimentally study the two-dimensional Fermi-Hubbard model using a Rydberg-based quantum processing unit in the analog mode. Our approach avoids encoding directly the original fermions into qubits and instead relies on reformulating the original model onto a system of fermions coupled to spins and then decoupling them in a self-consistent manner. We then introduce the auxiliary spin solver: this hybrid quantum-classical algorithm handles a free-fermion problem, which can be solved efficiently with a few classical resources, and an interacting spin problem, which can be naturally encoded in the analog quantum computer. This algorithm can be used to study both the equilibrium Mott transition as well as non-equilibrium properties of the original Fermi-Hubbard model, highlighting the potential of quantum-classical hybrid approaches to study strongly correlated matter.

quant-ph↗

arXiv2025

Quantum Reservoir Computing and Risk Bounds

We propose a way to bound the generalisation errors of several classes of quantum reservoirs using the Rademacher complexity. We give specific, parameter-dependent bounds for two particular quantum reservoir classes. We analyse how the generalisation bounds scale with growing numbers of qubits. Applying our results to classes with polynomial readout functions, we find that the risk bounds converge in the number of training samples. The explicit dependence on the quantum reservoir and readout parameters in our bounds can be used to control the generalisation error to a certain extent. It should be noted that the bounds scale exponentially with the number of qubits n. The upper bounds on the Rademacher complexity can be applied to other reservoir classes that fulfill a few hypotheses on the quantum dynamics and the readout function.

cs.LG↗

arXiv2024

Implementing transferable annealing protocols for combinatorial optimisation on neutral atom quantum processors: a case study on smart-charging of electric vehicles

In the quantum optimization paradigm, variational quantum algorithms face challenges with hardware-specific and instance-dependent parameter tuning, which can lead to computational inefficiencies. The promising potential of parameter transferability across problem instances with similar local structures has been demonstrated in the context of the quantum approximate optimization algorithm. In this paper we build on these advancements by extending the concept to annealing-based protocols, employing Bayesian optimization to design robust quasi adiabatic schedules. Our study reveals that, for maximum independent set problems on graph families with shared geometries, optimal parameters naturally concentrate, enabling efficient transferability between similar instances and from smaller to larger ones. Experimental results on the Orion Alpha platform validate the effectiveness of our approach, scaling to problems with up to $100$ qubits. We apply this method to address a smart-charging optimization problem on a real dataset. These findings highlight a scalable, resource-efficient path for hybrid optimization strategies applicable in real-world scenarios.

quant-ph↗

arXiv2023

Expert Aggregation for Financial Forecasting

Machine learning algorithms dedicated to financial time series forecasting have gained a lot of interest. But choosing between several algorithms can be challenging, as their estimation accuracy may be unstable over time. Online aggregation of experts combine the forecasts of a finite set of models in a single approach without making any assumption about the models. In this paper, a Bernstein Online Aggregation (BOA) procedure is applied to the construction of long-short strategies built from individual stock return forecasts coming from different machine learning models. The online mixture of experts leads to attractive portfolio performances even in environments characterised by non-stationarity. The aggregation outperforms individual algorithms, offering a higher portfolio Sharpe Ratio, lower shortfall, with a similar turnover. Extensions to expert and aggregation specialisations are also proposed to improve the overall mixture on a family of portfolio evaluation metrics.

q-fin.ST↗

arXiv2023

Quantum Distance Calculation for $ε$-Graph Construction

In machine learning and particularly in topological data analysis, $ε$-graphs are important tools but are generally hard to compute as the distance calculation between n points takes time O(n^2) classically. Recently, quantum approaches for calculating distances between n quantum states have been proposed, taking advantage of quantum superposition and entanglement. We investigate the potential for quantum advantage in the case of quantum distance calculation for computing $ε$-graphs. We show that, relying on existing quantum multi-state SWAP test based algorithms, the query complexity for correctly identifying (with a given probability) that two points are not $ε$-neighbours is at least O(n^3 / ln n), showing that this approach, if used directly for $ε$-graph construction, does not bring a computational advantage when compared to a classical approach.

cs.DS↗

arXiv2022

Deep Generators on Commodity Markets; application to Deep Hedging

Driven by the good results obtained in computer vision, deep generative methods for time series have been the subject of particular attention in recent years, particularly from the financial industry. In this article, we focus on commodity markets and test four state-of-the-art generative methods, namely Time Series Generative Adversarial Network (GAN) Yoon et al. [2019], Causal Optimal Transport GAN Xu et al. [2020], Signature GAN Ni et al. [2020] and the conditional Euler generator Remlinger et al. [2021], are adapted and tested on commodity time series. A first series of experiments deals with the joint generation of historical time series on commodities. A second set deals with deep hedging of commodity options trained on he generated time series. This use case illustrates a purely data-driven approach to risk hedging.

q-fin.RM↗

arXiv2022

Numerical resolution of McKean-Vlasov FBSDEs using neural networks

We propose several algorithms to solve McKean-Vlasov Forward Backward Stochastic Differential Equations. Our schemes rely on the approximating power of neural networks to estimate the solution or its gradient through minimization problems. As a consequence, we obtain methods able to tackle both mean field games and mean field control problems in moderate dimension. We analyze the numerical behavior of our algorithms on several examples including non linear quadratic models.

math.OC↗

arXiv2021

On the challenges of using D-Wave computers to sample Boltzmann Random Variables

Sampling random variables following a Boltzmann distribution is an NP-hard problem involved in various applications such as training of \textit{Boltzmann machines}, a specific kind of neural network. Several attempts have been made to use a D-Wave quantum computer to sample such a distribution, as this could lead to significant speedup in these applications. Yet, at present, several challenges remain to efficiently perform such sampling. We detail the various obstacles and explain the remaining difficulties in solving the sampling problem on a D-wave machine.

quant-ph↗

arXiv2021

Conditional Loss and Deep Euler Scheme for Time Series Generation

We introduce three new generative models for time series that are based on Euler discretization of Stochastic Differential Equations (SDEs) and Wasserstein metrics. Two of these methods rely on the adaptation of generative adversarial networks (GANs) to time series. The third algorithm, called Conditional Euler Generator (CEGEN), minimizes a dedicated distance between the transition probability distributions over all time steps. In the context of Ito processes, we provide theoretical guarantees that minimizing this criterion implies accurate estimations of the drift and volatility parameters. We demonstrate empirically that CEGEN outperforms state-of-the-art and GAN generators on both marginal and temporal dynamics metrics. Besides, it identifies accurate correlation structures in high dimension. When few data points are available, we verify the effectiveness of CEGEN, when combined with transfer learning methods on Monte Carlo simulations. Finally, we illustrate the robustness of our method on various real-world datasets.

stat.ML↗

arXiv2021

Deep combinatorial optimisation for optimal stopping time problems : application to swing options pricing

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the derivation of a dynamic programming principle nor a backward stochastic differential equation. Unlike continuous optimization where automatic differentiation is used directly, we propose a likelihood ratio method for gradient computation. Numerical tests are done on the pricing of American and swing options. The proposed algorithm succeeds in pricing high dimensional American and swing options in a reasonable computation time, which is not possible with classical algorithms.

q-fin.CP↗

arXiv2020

Risk management with machine-learning-based algorithms

We propose some machine-learning-based algorithms to solve hedging problems in incomplete markets. Sources of incompleteness cover illiquidity, untradable risk factors, discrete hedging dates and transaction costs. The proposed algorithms resulting strategies are compared to classical stochastic control techniques on several payoffs using a variance criterion. One of the proposed algorithm is flexible enough to be used with several existing risk criteria. We furthermore propose a new moment-based risk criteria.

q-fin.RM↗

arXiv2018

Machine Learning for semi linear PDEs

Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point problem by using deep learning techniques. This new algorithm appears to be competitive in terms of accuracy with the best existing algorithms.

cs.LG↗