Thanks for sticking around. Below you can find a list of my scientific publications as well as some of the projects I’ve worked on over the years.
Dimitris Fotakis, Panagiotis Kostopanagiotis, Vasileios Nakos, Georgios Piliouras, Stratis Skoulakis. “On The Approximability of Multistage Min-Sum Set Cover”. International Colloquium on Automata, Languages and Programming 2021.
Dimitris Fotakis, Loukas Kavouras, Panagiotis Kostopanagiotis, Philip Lazos, Stratis Skoulakis, Nikolas Zarifis. “Reallocating Multiple Facilities on the Line”. International Joint Conference on Artificial Intelligence 2019, Theoretical Computer Science Journal, Elsevier, 10.1016/j.tcs.2021.01.028
Quantum Computing for Option Valuation Description, Bloomberg LP
During the summer of 2020 I did a 3 month Software Engineering Internship at Bloomberg LP working for the London office on the department of Financial Analytics. My project consisted of implementing the ideas from the paper Option Pricing using Quantum Computers to develop a product for pricing a variety of Option Contracts and integrate it to the Bloomberg terminal.
We developed an API that received pricing requests for European, Asian and Barrier options. After parsing the requests our service constructed the appropriate circuit that would perform the pricing of the option using Quantum Amplitude Estimation. Then our API would contact the Quantum Computers accessible through IBM Quantum Experience and return the price of the requested option contract.
Our project achieved matching results to traditional pricing methods such as Black-Scholes and therefore is a major stepping stone towards the use of the novel Quantum Computing techniques in the Financial Technology Industry.
Technologies used: Python, Javascript, C++, XML, Node.JS, React.JS, Numpy, Qiskit, Matplotlib
Points of reference: Callum Piper, Mark Smith
Epidemic Simulator, Github
This was a project developed during the early stages of lockdown in Greece. We used a modified SIR Model where every individual was modeled as a point in a 2-dimensional space executing a brownian motion.
The population parameters could be altered by the user and there is a real time graphical representation of several statistical measures.
Later on we added modes that resembled the real world such as a region of interest where every particle was attracted to through a random potential function or a random sampling algorithm where the infectious individuals where isolated from the general population and quarantined until cured. This allowed us to observe how different senarios affect the curves and the statistics of the simulation.
Technologies used: Python 3.8, Numpy, Matplotlib
QuaSiMode, Github
QuaSiMode(Quantum Simulator) is a framework where you can develop and run Quantum Circuits. It’s a primal quantum computer simulator built from scratch. The circuits are modeled as Directed Acyclic Graphs and there is a method for actually viewing the graphical representation of the circuits.
QuaSiMode allows you to measure your circuits’ outputs and extract results. You can find some sample circuits implemented like Quantum Coin Flip or Quantum Teleporation. Feel free to play around!
Technologies used: Python 3.8, Numpy, NetworkX, Matplotlib