Rupak Chatterjee
Rupak Chatterjee
Professor of Applied Physics, New York University
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Cited by
Cited by
A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees
P Golbayani, I Florescu, R Chatterjee
The North American Journal of Economics and Finance 54, 101251, 2020
Generalized coherent states, reproducing kernels, and quantum support vector machines
R Chatterjee, T Yu
Quantum Information & Computation 17 (15-16), 1292–1306, 2017
Generalized coherent states, reproducing kernels, and quantum support vector machines
R Chatterjee
arXiv preprint arXiv:1612.03713, 2016
Dynamical symmetries and Nambu mechanics
R Chatterjee
Letters in Mathematical Physics 36, 117-126, 1996
Aspects of classical and quantum Nambu mechanics
R Chatterjee, L Takhtajan
Letters in Mathematical Physics 37, 475-482, 1996
Practical methods of financial engineering and risk management: tools for modern financial professionals
R Chatterjee
Apress, 2014
Quantum Unsupervised and Supervised Learning on Superconducting Processors
A Sarma, R Chatterjee, K Gili, T Yu
Quantum Information and Computation 20 (7&8), 541-552, 2020
Target volatility option pricing in the lognormal fractional SABR model
E Alos, R Chatterjee, SF Tudor, TH Wang
Quantitative Finance 19 (8), 1339-1356, 2019
An efficient and stable method for short maturity Asian options
R Chatterjee, Z Cui, J Fan, M Liu
Journal of Futures Markets 38 (12), 1470-1486, 2018
Optimal dynamic hedging of cliquets
A Petrelli, J Zhang, O Siu, R Chatterjee, V Kapoor
DefaultRisk. com, May, 2008
Rigid-body motion, interacting billiards, and billiards on curved manifolds
R Chatterjee, AD Jackson, NL Balazs
Physical Review E 53 (6), 5670, 1996
Coin tossing as a billiard problem
NL Balazs, R Chatterjee, AD Jackson
Physical Review E 52 (4), 3608, 1995
Optimization on Large Interconnected Graphs and Networks Using Adiabatic Quantum Computation
V Padmasola, R Chatterjee
International Journal of Quantum Information 21 (06), 2023
A Modular Operator Approach to Entanglement of Causally Closed Regions
C Gallaro, R Chatterjee
International Journal of Theoretical Physics 61 (221), 2022
Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning
A Petrelli, R Balachandran, O Siu, R Chatterjee, Z Jun, V Kapoor
SSRN 1530046, 2010
Pricing variance, gamma and corridor swaps using multinomial trees
H Zhaoab, Z Zhaoab, R Chatterjeea, T Lonona, I Florescuab
Discrete phase space, relativistic quantum electrodynamics, and a non-singular Coulomb potential
A Das, R Chatterjee, T Yu
Modern Physics Letters A 35 (24), 2050199, 2020
High-dimensional temporal mode propagation in a turbulent environment
Q Ding, R Chatterjee, Y Huang, T Yu
Quantum Information and Computation 21 (3&4), 233-254, 2021
Discrete phase space and continuous time relativistic quantum mechanics I: Planck oscillators and closed string-like circular orbits
A Das, R Chatterjee
Modern Physics Letters A 36 (20), 2150142, 2021
Quantum systems for Monte Carlo methods and applications to fractional stochastic processes
SF Tudor, R Chatterjee, L Nguyen, Y Huang
Physica A: Statistical Mechanics and its Applications 534, 121901, 2019
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