Efficient option pricing with a unary-based photonic computing chip and generative adversarial learning

Hui Zhang; Lingxiao Wan; Sergi Ramos-Calderer; Yuancheng Zhan; Wai-Keong Mok; Hong Cai; Feng Gao; Xianshu Luo; Guo-Qiang Lo; Leong Chuan Kwek; José Ignacio Latorre; Ai Qun Liu

doi:10.1364/PRJ.493865

Photonics Research, Volume. 11, Issue 10, 1703(2023)

Efficient option pricing with a unary-based photonic computing chip and generative adversarial learning On the Cover

Hui Zhang^1,2, Lingxiao Wan², Sergi Ramos-Calderer^3,4, Yuancheng Zhan², Wai-Keong Mok⁵, Hong Cai⁶, Feng Gao⁷, Xianshu Luo⁷, Guo-Qiang Lo⁷, Leong Chuan Kwek^2,5,8, José Ignacio Latorre^3,4,5, and Ai Qun Liu^1,2、*

Author Affiliations

¹Institute of Quantum Technologies (IQT), The Hong Kong Polytechnic University, Hong Kong, China

²Quantum Science and Engineering Centre (QSec), Nanyang Technological University, Singapore, Singapore

³Departament de Fisica Quantica i Astrofisica and Institut de Ciencies del Cosmos (ICCUB), Universitat de Barcelona, Barcelona, Spain

⁴Quantum Research Centre, Technology Innovation Institute, Abu Dhabi, UAE

⁵Centre for Quantum Technologies, National University of Singapore, Singapore, Singapore

⁶Institute of Microelectronics, A*STAR (Agency for Science, Technology and Research), Singapore, Singapore

⁷Advanced Micro Foundry, Singapore, Singapore

⁸National Institute of Education, Nanyang Technological University, Singapore, Singapore

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Hui Zhang, Lingxiao Wan, Sergi Ramos-Calderer, Yuancheng Zhan, Wai-Keong Mok, Hong Cai, Feng Gao, Xianshu Luo, Guo-Qiang Lo, Leong Chuan Kwek, José Ignacio Latorre, Ai Qun Liu. Efficient option pricing with a unary-based photonic computing chip and generative adversarial learning[J]. Photonics Research, 2023, 11(10): 1703

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Paper Information

Category: Integrated Optics

Received: Apr. 25, 2023

Accepted: Jul. 31, 2023

Published Online: Sep. 27, 2023

The Author Email: Ai Qun Liu (aiqun.liu@polyu.edu.hk)

DOI:10.1364/PRJ.493865

Topics

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