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Author

Paolo Recchia

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Preprint Sep 2026

Quantum Quasi-Monte Carlo: a window for pre-asymptotic quantum advantage

Numerical integration with Monte Carlo methods is a central computational task in many scientific and industrial applications, including financial derivative pricing and risk management. Classical Monte Carlo algorithms are computationally demanding: achieving an accuracy $\epsilon$ typically requires a number of funct...

Paolo Recchia, Yu Zhan, Kelvin Koor et al. · 0 citations
Preprint Sep 2026

Q-Edge: Symmetry-Reduced Quantum Simulation of Structured Extreme Dependence

High-dimensional simulation of multivariate extremes is fundamentally limited by the combinatorial complexity of dependence, often more than by the scarcity of extreme observations. We show that symmetry admits a lossless orbit-space representation that preserves structured extreme dependence while replacing an exponen...

Hong-Ru Zhang, Paolo Recchia, Ying Chen · 0 citations

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