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Search Results: 1 - 10 of 49452 matches for " Yi-Kai Su "
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A New Range-Based Regime-Switching Dynamic Conditional Correlation Model for Minimum-Variance Hedging  [PDF]
Yi-Kai Su, Chun-Chou Wu
Journal of Mathematical Finance (JMF) , 2014, DOI: 10.4236/jmf.2014.43018

This study proposes a new range-based Markov-switching dynamic conditional correlation (MSDCC) model for estimating the minimum-variance hedging ratio and comparing its hedging performance with that of alternative conventional hedging models, including the naive, OLS regression, return-based DCC, range-based DCC and return-based MS-DCC models. The empirical results show that the embedded Markov-switching adjustment in the range-based DCC model can clearly delineate uncertain exogenous shocks and make the estimated correlation process more in line with reality. Overall, in-sample and out-of sample tests indicate that the range-based MS-DCC model outperforms other static and dynamic hedging models.

Effects of olmesartan on arterial stiffness in rats with chronic renal failure
Yao-Chen Chuang, Ming-Shiou Wu, Yi-Kai Su, Kwang-Ming Fang
Cardiovascular Diabetology , 2012, DOI: 10.1186/1475-2840-11-66
Abstract: CRF rats were induced by 5/6 nephrectomy and randomly assigned to an OLM (10?mg/day) group or a control group. Hemodynamic states, oxidative stress, renal function and AGEs were measured after 8?weeks of OLM treatment.All the hemodynamic derangements associated with renal and cardiovascular dysfunctions were abrogated in CRF rats receiving OLM. Decreased cardiac output was normalized compared to control (p <0.05). Mean aortic pressure, total peripheral resistance and left ventricular weight/body weight ratio were reduced by 21.6% (p <0.05), 28.2% (p <0.05) and 27.2% ((p <0.05). OLM also showed beneficial effects on the oscillatory components of the ventricular after-load, including 39% reduction in aortic characteristic impedance (p?<?0.05), 75.3% increase in aortic compliance (p <0.05) and 50.3% increase in wave transit time (p?<?0.05). These results implied that OLM attenuated the increased systolic load of the left ventricle and prevented cardiac hypertrophy in CRF rats. Improved renal function was also reflected by increases in the clearances of BUN (28.7%) and serum creatinine (SCr, 38.8%). In addition to these functional improvements, OLM specifically reduced the levels of malondialdehyde (MDA) equivalents in aorta and serum by 14.3% and 25.1%, as well as the amount of AGEs in the aortic wall by 32% (p?<?0.05) of CRF rats.OLM treatment could ameliorate arterial stiffness in CRF rats with concomitant inhibition of MDA and AGEs levels through the reduction of oxidative stress in aortic wall.Increased arterial stiffness is associated with the development and progression of chronic kidney disease (CKD) [1,2]. The accumulation of advanced glycation end products (AGEs) due to reduced capability of detoxification and excretion in CKD patients has been confirmed to worsen vascularpathy [3,4]. AGEs stiffen collagen backbones [5], promote collagen deposition in heart and aorta [6], increase the expression of growth factors and cytokines [7] and induce inflammation [8].
The Local Consistency Problem for Stoquastic and 1-D Quantum Systems
Yi-Kai Liu
Physics , 2007,
Abstract: The Local Hamiltonian problem (finding the ground state energy of a quantum system) is known to be QMA-complete. The Local Consistency problem (deciding whether descriptions of small pieces of a quantum system are consistent) is also known to be QMA-complete. Here we consider special cases of Local Hamiltonian, for ``stoquastic'' and 1-dimensional systems, that seem to be strictly easier than QMA. We show that there exist analogous special cases of Local Consistency, that have equivalent complexity (up to poly-time oracle reductions). Our main technical tool is a new reduction from Local Consistency to Local Hamiltonian, using SDP duality.
The Complexity of the Consistency and N-representability Problems for Quantum States
Yi-Kai Liu
Physics , 2007,
Abstract: QMA (Quantum Merlin-Arthur) is the quantum analogue of the class NP. There are a few QMA-complete problems, most notably the ``Local Hamiltonian'' problem introduced by Kitaev. In this dissertation we show some new QMA-complete problems. The first one is ``Consistency of Local Density Matrices'': given several density matrices describing different (constant-size) subsets of an n-qubit system, decide whether these are consistent with a single global state. This problem was first suggested by Aharonov. We show that it is QMA-complete, via an oracle reduction from Local Hamiltonian. This uses algorithms for convex optimization with a membership oracle, due to Yudin and Nemirovskii. Next we show that two problems from quantum chemistry, ``Fermionic Local Hamiltonian'' and ``N-representability,'' are QMA-complete. These problems arise in calculating the ground state energies of molecular systems. N-representability is a key component in recently developed numerical methods using the contracted Schrodinger equation. Although these problems have been studied since the 1960's, it is only recently that the theory of quantum computation has allowed us to properly characterize their complexity. Finally, we study some special cases of the Consistency problem, pertaining to 1-dimensional and ``stoquastic'' systems. We also give an alternative proof of a result due to Jaynes: whenever local density matrices are consistent, they are consistent with a Gibbs state.
Quantum Algorithms Using the Curvelet Transform
Yi-Kai Liu
Physics , 2008,
Abstract: The curvelet transform is a directional wavelet transform over R^n, which is used to analyze functions that have singularities along smooth surfaces (Candes and Donoho, 2002). I demonstrate how this can lead to new quantum algorithms. I give an efficient implementation of a quantum curvelet transform, together with two applications: a single-shot measurement procedure for approximately finding the center of a ball in R^n, given a quantum-sample over the ball; and, a quantum algorithm for finding the center of a radial function over R^n, given oracle access to the function. I conjecture that these algorithms succeed with constant probability, using one quantum-sample and O(1) oracle queries, respectively, independent of the dimension n -- this can be interpreted as a quantum speed-up. To support this conjecture, I prove rigorous bounds on the distribution of probability mass for the continuous curvelet transform. This shows that the above algorithms work in an idealized "continuous" model.
Consistency of Local Density Matrices is QMA-complete
Yi-Kai Liu
Physics , 2006,
Abstract: Suppose we have an n-qubit system, and we are given a collection of local density matrices rho_1,...,rho_m, where each rho_i describes a subset C_i of the qubits. We say that the rho_i are ``consistent'' if there exists some global state sigma (on all n qubits) that matches each of the rho_i on the subsets C_i. This generalizes the classical notion of the consistency of marginal probability distributions. We show that deciding the consistency of local density matrices is QMA-complete (where QMA is the quantum analogue of NP). This gives an interesting example of a hard problem in QMA. Our proof is somewhat unusual: we give a Turing reduction from Local Hamiltonian, using a convex optimization algorithm by Bertsimas and Vempala, which is based on random sampling. Unlike in the classical case, simple mapping reductions do not seem to work here.
Gibbs States and the Consistency of Local Density Matrices
Yi-Kai Liu
Physics , 2006,
Abstract: Suppose we have an n-qubit system, and we are given a collection of local density matrices rho_1,...,rho_m, where each rho_i describes some subset of the qubits. We say that rho_1,...,rho_m are "consistent" if there exists a global state sigma (on all n qubits) whose reduced density matrices match rho_1,...,rho_m. We prove the following result: if rho_1,...,rho_m are consistent with some state sigma > 0, then they are also consistent with a state sigma' of the form sigma' = (1/Z) exp(M_1+...+M_m), where each M_i is a Hermitian matrix acting on the same qubits as rho_i, and Z is a normalizing factor. (This is known as a Gibbs state.) Actually, we show a more general result, on the consistency of a set of expectation values ,...,, where the observables T_1,...,T_r need not commute. This result was previously proved by Jaynes (1957) in the context of the maximum-entropy principle; here we provide a somewhat different proof, using properties of the partition function.
Universal low-rank matrix recovery from Pauli measurements
Yi-Kai Liu
Mathematics , 2011,
Abstract: We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in compressed sensing: recovering a sparse vector from a few of its Fourier coefficients. We show that almost all sets of O(rd log^6 d) Pauli measurements satisfy the rank-r restricted isometry property (RIP). This implies that M can be recovered from a fixed ("universal") set of Pauli measurements, using nuclear-norm minimization (e.g., the matrix Lasso), with nearly-optimal bounds on the error. A similar result holds for any class of measurements that use an orthonormal operator basis whose elements have small operator norm. Our proof uses Dudley's inequality for Gaussian processes, together with bounds on covering numbers obtained via entropy duality.
Building one-time memories from isolated qubits
Yi-Kai Liu
Mathematics , 2013, DOI: 10.1145/2554797.2554823
Abstract: One-time memories (OTM's) are simple tamper-resistant cryptographic devices, which can be used to implement one-time programs, a very general form of software protection and program obfuscation. Here we investigate the possibility of building OTM's using quantum mechanical devices. It is known that OTM's cannot exist in a fully-quantum world or in a fully-classical world. Instead, we propose a new model based on "isolated qubits" -- qubits that can only be accessed using local operations and classical communication (LOCC). This model combines a quantum resource (single-qubit measurements) with a classical restriction (on communication between qubits), and can be implemented using current technologies, such as nitrogen vacancy centers in diamond. In this model, we construct OTM's that are information-theoretically secure against one-pass LOCC adversaries that use 2-outcome measurements. Our construction resembles Wiesner's old idea of quantum conjugate coding, implemented using random error-correcting codes; our proof of security uses entropy chaining to bound the supremum of a suitable empirical process. In addition, we conjecture that our random codes can be replaced by some class of efficiently-decodable codes, to get computationally-efficient OTM's that are secure against computationally-bounded LOCC adversaries. In addition, we construct data-hiding states, which allow an LOCC sender to encode an (n-O(1))-bit messsage into n qubits, such that at most half of the message can be extracted by a one-pass LOCC receiver, but the whole message can be extracted by a general quantum receiver.
Single-shot security for one-time memories in the isolated qubits model
Yi-Kai Liu
Computer Science , 2014, DOI: 10.1007/978-3-662-44381-1_2
Abstract: One-time memories (OTM's) are simple, tamper-resistant cryptographic devices, which can be used to implement sophisticated functionalities such as one-time programs. Can one construct OTM's whose security follows from some physical principle? This is not possible in a fully-classical world, or in a fully-quantum world, but there is evidence that OTM's can be built using "isolated qubits" -- qubits that cannot be entangled, but can be accessed using adaptive sequences of single-qubit measurements. Here we present new constructions for OTM's using isolated qubits, which improve on previous work in several respects: they achieve a stronger "single-shot" security guarantee, which is stated in terms of the (smoothed) min-entropy; they are proven secure against adversaries who can perform arbitrary local operations and classical communication (LOCC); and they are efficiently implementable. These results use Wiesner's idea of conjugate coding, combined with error-correcting codes that approach the capacity of the q-ary symmetric channel, and a high-order entropic uncertainty relation, which was originally developed for cryptography in the bounded quantum storage model.
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