Ángel Rodríguez-Rozas

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David PardoIkerbasque, University of the Basque Country (UPV/EHU), and BCAMVerified email at ehu.eus
Acebron Juan A.Assistant Professor ISCTE, Lisboa, PortugalVerified email at iscte.pt
Enrique SolanoCo-CEO, Kipu Quantum, Berlin, GermanyVerified email at kipu-quantum.com
Mikel SanzUniversity of the Basque Country (UPV/EHU)Verified email at ehu.eus
Renato SpiglerFull Professor of Numerical Analysis, Roma Tre UniversityVerified email at mat.uniroma3.it
Javier Gonzalez-CondeUniversity of the Basque CountryVerified email at ikasle.ehu.eus
Ignacio MugaInstituto de Matemáticas, Pontificia Universidad Católica de ValparaísoVerified email at pucv.cl
Xi ChenInstituto de Ciencia de Materiales de Madrid (ICMM-CSIC)Verified email at csic.es
Lucas LamataUniversidad de SevillaVerified email at us.es
Roman OrusIkerbasque Research Professor @ DIPC & CSO / Cofounder @ Multiverse ComputingVerified email at dipc.org
José D. Martin-GuerreroETSE-UV, Universitat de ValènciaVerified email at uv.es
Antonio MorenoUniversitat Rovira i Virgili (URV)Verified email at urv.cat
David SanchezSerra Hunter Professor and ICREA-Acadèmia Researcher at Universitat Rovira i Virgili (URV)Verified email at urv.cat
Vincent DarrigrandESI-groupVerified email at esi-group.com
Serge PrudhommeProfessor of Mathematics, Polytechnique MontréalVerified email at polymtl.ca
Albert RomkesSouth Dakota School of Mines and TechnologyVerified email at sdsmt.edu
Carlos Torres-VerdinUniversity of Texas at Austin, Cockrell School of EngineeringVerified email at austin.utexas.edu
Victor M. CaloJohn Curtin Distinguished Professor, Professorial Chair in Computational Geoscience, CurtinVerified email at curtin.edu.au
Mostafa ShahriariGE HealthcareVerified email at gehealthcare.com
Sergio RojasSchool of Mathematics, Monash UniversityVerified email at monash.edu

Ángel Rodríguez-Rozas

Quant Analyst - Model Validation at Banco Santander | PhD in Computational and Applied Math

Verified email at gruposantander.com - Homepage

Quantitative Finance Finite Element Method Simulations Quantum Computing


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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	88	2021
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	34	2009
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	26	2011
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	26	2010
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	25	2018
Simulating option price dynamics with exponential quantum speedup J Gonzalez-Conde, Á Rodríguez-Rozas, E Solano, M Sanz arXiv preprint arXiv:2101.04023, 2022	23	2022
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	19	2016
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	17	2018
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	17	2018
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	16	2023
Pricing financial derivatives with exponential quantum speedup J Gonzalez-Conde, A Rodrĺguez-Rozas, E Solano, M Sanz methods 2, 6, 2021	16	2021
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	16	2011
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	15	2013
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	14	2018
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	12	2015
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	10	2021
General purpose agent-based parallel computing D Sánchez, D Isern, Á Rodríguez-Rozas, A Moreno Distributed Computing, Artificial Intelligence, Bioinformatics, Soft …, 2009	6	2009
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	4	2010
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	3	2017
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	1	2019

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