Numerical linear algorithms and group theory

Numerical Algorithms Group

The newly emerging science of studying complex systems is being applied to global finance markets by a new joint academic/commercial venture, the Oxford Centre for Computational Finance. Multi-agent-based models are used to create artificial markets and to perform dynamic tests of new methods for option pricing and the like. At the same time, this laboratory for analysis of live-market data is ...

Numerical Algorithms Group

Increasingly, sophisticated methods are available for analyzing financial data and helping decision makers. In practice, the data that will be used can be full of errors. It is often the more sophisticated methods that seem to be particularly sensitive to the presence of bad values in the data. Therefore, it makes sense to deal with the bad data before the modeling takes place – improve the qua...

Numerical Linear Algebra Algorithms and Software

Quantum Algorithms In Group Theory

We present a survey of quantum algorithms, primarily for an intended audience of pure mathematicians. We place an emphasis on algorithms involving group theory.

Randomized algorithms in numerical linear algebra

This survey provides an introduction to the use of randomization in the design of fast algorithms for numerical linear algebra. These algorithms typically examine only a subset of the input to solve basic problems approximately, including matrix multiplication, regression and low-rank approximation. The survey describes the key ideas and gives complete proofs of the main results in the field. A...