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Ángel Rodríguez-Rozas
Ángel Rodríguez-Rozas
Quant Analyst - Model Validation at Banco Santander | PhD in Computational and Applied Math
Verified email at gruposantander.com - Homepage
Title
Cited by
Cited by
Year
Toward pricing financial derivatives with an IBM quantum computer
A Martin, B Candelas, Á Rodríguez-Rozas, JD Martín-Guerrero, X Chen, ...
Physical Review Research 3 (1), 013167, 2021
802021
Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees
JA Acebrón, Á Rodríguez-Rozas, R Spigler
Journal of Computational Physics 228 (15), 5574-5591, 2009
342009
Agent-based platform to support the execution of parallel tasks
D Sánchez, D Isern, Á Rodríguez-Rozas, A Moreno
Expert Systems with Applications 38 (6), 6644-6656, 2011
272011
Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition
JA Acebrón, Á Rodríguez-Rozas, R Spigler
Journal of scientific computing 43, 135-157, 2010
262010
A numerical 1.5 D method for the rapid simulation of geophysical resistivity measurements
M Shahriari, S Rojas, D Pardo, A Rodríguez-Rozas, SA Bakr, VM Calo, ...
Geosciences 8 (6), 225, 2018
252018
Simulating option price dynamics with exponential quantum speedup
J Gonzalez-Conde, Á Rodríguez-Rozas, E Solano, M Sanz
arXiv preprint arXiv:2101.04023, 2021
192021
A priori Fourier analysis for 2.5 D finite elements simulations of logging-while-drilling (LWD) resistivity measurements
Á Rodríguez-Rozas, D Pardo
Procedia Computer Science 80, 782-791, 2016
182016
Goal‐oriented adaptivity using unconventional error representations for the multidimensional Helmholtz equation
V Darrigrand, Á Rodríguez‐Rozas, I Muga, D Pardo, A Romkes, ...
International Journal for Numerical Methods in Engineering 113 (1), 22-42, 2018
172018
Pricing financial derivatives with exponential quantum speedup
J Gonzalez-Conde, A Rodråguez-Rozas, E Solano, M Sanz
methods 2, 6, 2021
162021
Finite element simulations of logging-while-drilling and extra-deep azimuthal resistivity measurements using non-fitting grids
T Chaumont-Frelet, D Pardo, Á Rodríguez-Rozas
Computational Geosciences 22, 1161-1174, 2018
162018
A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees
JA Acebrón, Á Rodríguez-Rozas
Journal of Computational Physics 230 (21), 7891-7909, 2011
152011
Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov–Poisson simulations
JA Acebrón, Á Rodríguez-Rozas
Journal of Computational Physics 250, 224-245, 2013
142013
Fast 2.5 D finite element simulations of borehole resistivity measurements
Á Rodríguez-Rozas, D Pardo, C Torres-Verdín
Computational Geosciences 22 (5), 1161-117, 2018
132018
Non-conforming curved finite element schemes for time-dependent elastic-acoustic coupled problems
Á Rodríguez-Rozas, J Diaz
Journal of Computational Physics 305 (ISSN 0021-9991), 44-62, 2015
122015
Enrique Solano och Mikel Sanz. Mot prissättning av finansiella derivat med en IBM-kvantdator
A Martin, B Candelas, Á Rodríguez-Rozas, JD Martín-Guerrero, X Chen, ...
Phys. Rev. Research 3 (013167), 10.1103, 2021
102021
General purpose agent-based parallel computing
D Sánchez, D Isern, Á Rodríguez-Rozas, A Moreno
Distributed Computing, Artificial Intelligence, Bioinformatics, Soft …, 2009
62009
Efficient Hamiltonian simulation for solving option price dynamics
J Gonzalez-Conde, Á Rodríguez-Rozas, E Solano, M Sanz
Physical Review Research 5 (4), 043220, 2023
52023
A fully scalable algorithm suited for petascale computing and beyond
JA Acebrón, Á Rodríguez-Rozas, R Spigler
Computer Science-Research and Development 25, 115-121, 2010
42010
Goal-oriented p-adaptivity using unconventional error representations for a 1d steady state convection-diffusion problem
V Darrigrand, Á Rodríguez-Rozas, D Pardo, I Muga
Procedia Computer Science 108, 848-856, 2017
32017
Source time reversal (STR) method for linear elasticity
I Brevis, Á Rodríguez-Rozas, JH Ortega, D Pardo
Computers & Mathematics with Applications 77 (5), 1358-1375, 2019
12019
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