Rupak Chatterjee
Lecturer
School: School of Engineering and Science
Department: Physics
Building: Burchard
Room: 709
Phone: (201) 216-5099
Fax: (201) 216-5638
Email: rchatte1@stevens.edu
• 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
- 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).
- Chatterjee, R.; Yu, T. (2021). Modular operators and entanglement in supersymmetric quantum mechanics. Journal of Physics A: Mathematical and Theoretical (20 ed., vol. 54).
- 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).
- 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).
- 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. - 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. - 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).
- 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. - 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).
- Chatterjee, R.. Modular Operators and Entanglement in Supersymmetric Quantum Mechanics. Journal of Physics A: Mathematical and Theoretical (20 ed., vol. 54).
- 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).
- 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).
- 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).
- 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).
- 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).
- Chatterjee, R.; Tudor, S.; Tydniouk, I.. On a New Parametrization Class of Solvable Diffusion Models and Transition Probability Kernels. Quantitative Finance (vol. 1-18).
- 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).
- Chatterjee, R.; Yu, T.. Generalized Coherent States, Reproducing Kernels, and Quantum Support Vector Machines. Quantum Information and Computation (15&16 ed., vol. 17).