Rupak Chatterjee

• Quantum Machine Learning

• Quantum Information and Computation

• Mathematical Physics

1. R. Chatterjee and T Yu, “Modular operators and entanglement in supersymmetric quantum mechanics”, Journal of Physics A: Mathematical and Theoretical 54 (20) (2021).

2. A. Sarma, R. Chatterjee, K Gili, T Yu, “Quantum Unsupervised and Supervised Learning on Superconducting Processors”, Quantum Information and Computation 20 (7&8), 541-552 (2020).

3. A. Das, R. Chatterjee, T. Yu, “Discrete Phase Space, Relativistic Quantum Electrodynamics, and a Non-Singular Coulomb Potential”, Modern Physics Letters A 35 (24), 2050199, (2020).

4. D.W. Luo, H.Q. Lin, J.Q. You, L.A. Wu, R. Chatterjee, T. Yu, “Geometric Decoherence in Diffusive Open Quantum Systems”, Phys. Rev. A 100 (6), 062112, (2019).

5. S. Tudor, R. Chatterjee, L. Nguyen, Y. Huang, “Quantum Systems for Monte Carlo Methods and Applications to Fractional Stochastic Processes”, Physica A: Statistical Mechanics and its Applications, 534, 121901, (2019).

6. R. Chatterjee and T. Yu, "Generalized Coherent States, Reproducing Kernels, and Quantum Support Vector Machines", Quantum Information and Computation, 17 (15&16), 1292 (2017).

7. R. Chatterjee and L. Takhtajan, "Aspects of Classical and Quantum Nambu Mechanics", Letters in Mathematical Physics, 37(4), 475-482 (1996).

8. R. Chatterjee, "Dynamical Symmetries and Nambu Mechanics", Letters in Mathematical Physics, 36(2), 117-126 (1996).

Stevens Industry Professor, Department of Physics 2018-Present

Stevens Industry Professor and Director, Financial Engineering 2012-2018

Citigroup, NY Director, Multi-Asset Quantitative Research 2005-2012

HSBC, NY Senior Vice President, Multi-Asset Research 2001-2005

CSFB, NY Vice President, Quantitative Risk Management 1999-2001

Barclays, NY Quantitative Analyst 1997-1999

• TEACHING ADVISORY BOARD Member

1. Ding, Q.; Chatterjee, R.; Huang, Y.; Yu, T. (2021). Gigh-dimensional temporal mode propagation in a turbulent environment. Quantum Information and Computation (3-4 ed., vol. 21, pp. 233-254).
2. Chatterjee, R.; Yu, T. (2021). Modular operators and entanglement in supersymmetric quantum mechanics. Journal of Physics A: Mathematical and Theoretical (20 ed., vol. 54).
3. Das, A.; Chatterjee, R.; Yu, T. (2020). Discrete phase space, relativistic quantum electrodynamics, and a non-singular Coulomb potential. Modern Physics Letters A (24 ed., vol. 35).
4. Sarma, A.; Chatterjee, R.; Gili, K.; Yu, T. (2020). Quantum unsupervised and supervised learning on superconducting processors. Quantum Information and Computation (7-8 ed., vol. 20, pp. 541-552).
5. Zhao, H.; Chatterjee, R.; Lonon, T.; Florescu, I. (2019). Pricing Bermudan Variance Swaptions Using Multinomial Trees. The Journal of Derivatives (3 ed., vol. 26, pp. 22--34). Institutional Investor Journals Umbrella.
   https://jod.pm-research.com/content/26/3/22.
6. Tudor, S. F.; Chatterjee, R.; Nguyen, L.; Huang, Y. (2019). Quantum systems for Monte Carlo methods and applications to fractional stochastic processes. Physica A: Statistical Mechanics and its Applications (vol. 534, pp. 121901).
   http://www.sciencedirect.com/science/article/pii/S037843711931115X.
7. Luo, D. W.; Lin, H. Q.; You, J. Q.; Wu, L. A.; Chatterjee, R.; Yu, T. (2019). Geometric decoherence in diffusive open quantum systems. Physical Review A (6 ed., vol. 100).
8. Zhao, H.; Zhao, Z.; Chatterjee, R.; Lonon, T.; Florescu, I. (2017). Pricing Variance, Gamma, and Corridor Swaps Using Multinomial Trees. The Journal of Derivatives (2 ed., vol. 25, pp. 7--21). Institutional Investor Journals Umbrella.
   https://jod.pm-research.com/content/25/2/7.
9. Chatterjee, R.. Discrete phase space and continuous time relativistic quantum mechanics I: Planck oscillators and closed string-like circular orbits. Modern Physics Letters A (20 ed., vol. 36).
10. Chatterjee, R.. Modular Operators and Entanglement in Supersymmetric Quantum Mechanics. Journal of Physics A: Mathematical and Theoretical (20 ed., vol. 54).
11. Chatterjee, R.; Florescu, I.; Gobayani, P.. A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees. The North American Journal of Economics and Finance (vol. 54, pp. 101251).
12. Chatterjee, R.; Das, A.; Yu, T.. Discrete Phase Space, Relativistic Quantum Electrodynamics, and a Non- Singular Coulomb Potential. Modern Physics Letters (24 ed., vol. 35, pp. 2050199).
13. Chatterjee, R.; Cao, H.; Cui, Z.. Options Valuation and Calibration for Leveraged Exchange-Traded Funds with Heston-Nandi and Inverse Gaussian GARCH Models. International Journal of Financial Engineering (03 ed., vol. 6, pp. 1950027).
14. Chatterjee, R.; Alos, E.; Tudor, S.; Wang, T.. Target Volatility Option Pricing in Lognormal Fractional SABR Model. Quantitative Finance (8 ed., vol. 19, pp. 1339-1356).
15. Chatterjee, R.; Cui, Z.; Fan, J.; Liu, M.. An Efficient and Stable Method for Short Maturity Asian OptionsJournal of Futures Markets (12 ed., vol. 38, pp. 1470-1486).
16. Chatterjee, R.; Tudor, S.; Tydniouk, I.. On a New Parametrization Class of Solvable Diffusion Models and Transition Probability Kernels. Quantitative Finance (vol. 1-18).
17. Chatterjee, R.; Yu, T.; Gili, K.; Sarma, A.. QUANTUM UNSUPERVISED AND SUPERVISED LEARNING ON SUPERCONDUCTING PROCESSORS. Quantum Information and Computation (7&8 ed., vol. 20, pp. 541-552).
18. Chatterjee, R.; Yu, T.. Generalized Coherent States, Reproducing Kernels, and Quantum Support Vector Machines. Quantum Information and Computation (15&16 ed., vol. 17).