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Mahbub Majumdar

Publications and source records attributed to Mahbub Majumdar.

11 recordsLinked to original sources
arXiv2023

Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a significant profit in the US stock market by performing live trading. However, very few studies have focused on the importance of finding the best features for a particular trading period. Our top approach used the performance to narrow down the features from a total of 148 to about 30. Furthermore, the top 25 features were dynamically selected before each time training our machine learning model. It uses ensemble learning with four classifiers: Gaussian Naive Bayes, Decision Tree, Logistic Regression with L1 regularization, and Stochastic Gradient Descent, to decide whether to go long or short on a particular stock. Our best model performed daily trade between July 2011 and January 2019, generating 54.35% profit. Finally, our work showcased that mixtures of weighted classifiers perform better than any individual predictor of making trading decisions in the stock market.

q-fin.TR↗
arXiv2023

A Hybrid Evolutionary Approach to Solve University Course Allocation Problem

This paper discusses various types of constraints, difficulties and solutions to overcome the challenges regarding university course allocation problem. A hybrid evolutionary algorithm has been defined combining Local Repair Algorithm and Modified Genetic Algorithm to generate the best course assignment. After analyzing the collected dataset, all the necessary constraints were formulated. These constraints manage to cover the aspects needed to be kept in mind while preparing clash free and efficient class schedules for every faculty member. The goal is to generate an optimized solution which will fulfill those constraints while maintaining time efficiency and also reduce the workload of handling this task manually. The proposed algorithm was compared with some base level optimization algorithms to show the better efficiency in terms of accuracy and time.

cs.NE↗
arXiv2021

Design of a Quantum-Repeater using Quantum-Circuits and benchmarking its performance on an IBM Quantum-Computer

Quantum communication relies on the existence of entanglement between two nodes of a network. However, due to its fragile nature, it is nearly impossible to establish entanglement at large distances through the direct transmission of qubits. Quantum repeaters have been proposed to solve this problem, which split-up the network to create small-scale entangled links and then connect them up to create the large-scale link. As researchers race to establish entanglement over larger and larger distances, it becomes essential to gauge the performance and robustness of the different protocols that have been proposed to design a quantum repeater, before deploying them in real life. Currently available noisy quantum computers are ideal for this task, as they can emulate the noisy environment in a quantum communication channel, and provide a measure for how the protocols will perform on real-life hardware. In this paper, we report the circuit-level implementation of the complete architecture of a quantum repeater, and benchmark this protocol on IBM's cloud quantum computer - IBMQ. Our experiments indicate a 26% fidelity of shared bell-pairs for a complete on-chip quantum repeater with a yield of 49%. We also compare these results with simulation data from IBM Qiskit. The results of our experiments provide a quantitative measure for the fidelity of entanglement that currently available repeaters can establish. In addition, the proposed circuit-implementation provides a robust benchmark for state-of-the-art quantum computing hardware.

quant-ph↗
arXiv2019

Modifications of the Page Curve from correlations within Hawking radiation

We investigate quantum correlations between successive steps of black hole evaporation and investigate whether they might resolve the black hole information paradox. 'Small' corrections in various models were shown to be unable to restore unitarity. We study a toy qubit model of evaporation that allows small quantum correlations between successive steps and reaffirm previous results. Then, we relax the 'smallness' condition and find a nontrivial upper and lower bound on the entanglement entropy change during the evaporation process. This gives a quantitative measure of the size of the correction needed to restore unitarity. We find that these entanglement entropy bounds lead to a significant deviation from the expected Page curve.

hep-th↗
arXiv2014

Comments on Information Erasure in Black Hole

We analyze the Kim, Lee & Lee model of information erasure by black holes and find contradictions with standard physical laws. We demonstrate that the erasure model leads to arbitrarily fast information erasure; the proposed physical interpretation of information freezing at the event horizon as observed by an asymptotic observer is problematic; and information erasure, whatever the process may be, near the black hole horizon leads to contradictions with quantum mechanics if Landauer's principle is assumed. The later part of the work demonstrates the significance of the "erasure entropy." We show that the erasure entropy is the mutual information between two subsystems.

hep-th↗
arXiv2006

A Tutorial on Links between Cosmic String Theory and Superstring Theory

Cosmic superstrings are introduced to non-experts. First D-branes and $(p,q)$ strings are discussed. Then we explain how tachyon condensation in the early universe may have produced F, D and $(p,q)$ strings. Warped geometries which can render horizon sized superstrings relatively light are discussed. Various warped geometries including the deformed conifold in the Klebanov-Strassler geometry are reviewed and their warp factors are calculated. The decay rates for strings in the KS geometry are calculated and reasons for the necessity of orientifolds are reviewed. We then outline calculations of the intercommuting probability of F, D and $(p,q)$ strings and explain in detail why cosmic superstring intercommuting probabilities can be small. We explore cosmic superstring networks. Their scaling properties are examined using the Velocity One Scale model and its extra dimensional extensions. Two different approaches and two sets of simulations are reviewed. Finally, we review in detail the gravitational wave amplitude calculations for strings with intercommuting probability $P<1$.

hep-th↗
arXiv2004

Maximum Entropy Multivariate Density Estimation: An exact goodness-of-fit approach

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the problem considers contributions only from the smoothness of the estimated distribution (as measured by its entropy) and the loss functional associated with its goodness-of-fit to the sample data, and in particular does not make use of any additional constraints that cannot be justified from the sample data alone. By mapping the general multivariate problem to a tractable univariate one, we are able to write down exact expressions for the goodness-of-fit of an arbitrary multivariate distribution to any given set of samples using both the traditional likelihood-based approach and a rigorous information-theoretic approach, thus solving a long-standing problem. As a corollary we also give an exact solution to the `forward problem' of determining the expected distributions of samples taken from a population with known probability distribution.

physics.data-an↗
arXiv2003

Cosmological Creation of D-branes and anti-D-branes

We argue that the early universe may be described by an initial state of space-filling branes and anti-branes. At high temperature this system is stable. At low temperature tachyons appear and lead to a phase transition, dynamics, and the creation of D-branes. These branes are cosmologically produced in a generic fashion by the Kibble mechanism. From an entropic point of view, the formation of lower dimensional branes is preferred and $D3$ brane-worlds are exponentially more likely to form than higher dimensional branes. Virtually any brane configuration can be created from such phase transitions by adjusting the tachyon profile. A lower bound on the number defects produced is: one D-brane per Hubble volume.

hep-th↗
arXiv2003

Inflation from Tachyon Condensation, Large N Effects

Using only general properties of the tachyon potential we show that inflation may be generic when many branes and anti-branes become coincident. Inflation may occur because of: (1) the assistance of the many diagonal tachyon fields; (2) when the tachyons condense in a staggered fashion; or (3) when some of them condense very late. We point out that such inflation is in some sense a stringy implementation of chaotic inflation and may have important applications for ``regularizing'' a lopsided or singular cosmological compact surface.

hep-th↗
arXiv2003

D-brane Anti-brane Annihilation in an Expanding Universe

The time-varying density of D-branes and anti-D-branes in an expanding universe is calculated. The D-brane anti-brane annihilation rate is shown to be too small to compete with the expansion rate of a FRW type universe and the branes over-close the universe. This brane problem is analogous to the old monopole problem. Interestingly however, it is shown that small dimension D-branes annihilate more slowly than high dimension branes. Hence, an initially brany universe may be filled with only low dimension branes at late times. When combined with an appropriate late inflationary theory this leads to an attractive dynamical way to create a realistic braneworld scenario.

hep-th↗