Apostolos Chalkis

According to our database, Apostolos Chalkis authored at least 19 papers between 2018 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Randomized Control in Performance Analysis and Empirical Asset Pricing.

Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas

CoRR, 2024

2023

A Practical Algorithm for Volume Estimation based on Billiard Trajectories and Simulated Annealing.

Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

ACM J. Exp. Algorithmics, December, 2023

Truncated Log-concave Sampling for Convex Bodies with Reflective Hamiltonian Monte Carlo.

Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias P. Tsigaridas

ACM Trans. Math. Softw., June, 2023

Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises.

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

Comput. Geom., 2023

Randomized geometric tools for anomaly detection in stock markets.

Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022

On the sampling error for parametric curves.

Apostolos Chalkis, Christina Katsamaki, Josué Tonelli-Cueto

CoRR, 2022

On the Error of Random Sampling: Uniformly Distributed Random Points on Parametric Curves.

Apostolos Chalkis, Christina Katsamaki, Josué Tonelli-Cueto

Proceedings of the ISSAC '22: International Symposium on Symbolic and Algebraic Computation, Villeneuve-d'Ascq, France, July 4, 2022

2021

Efficient geometric random walks for high-dimensional sampling from convex bodies

Apostolos Chalkis

PhD thesis, 2021

volesti: Volume Approximation and Sampling for Convex Polytopes in R.

Apostolos Chalkis, Vissarion Fisikopoulos

R J., 2021

The cross-sectional distribution of portfolio returns and applications.

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris

CoRR, 2021

Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo.

Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias P. Tsigaridas

CoRR, 2021

Modeling of Crisis Periods in Stock Markets.

Apostolos Chalkis, Emmanouil Christoforou, Theodore Dalamagas, Ioannis Z. Emiris

Proceedings of the Learning and Intelligent Optimization - 15th International Conference, 2021

Geometric Algorithms for Sampling the Flux Space of Metabolic Networks.

Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas, Haris Zafeiropoulos

Proceedings of the 37th International Symposium on Computational Geometry, 2021

2020

Modeling asset allocation strategies and a new portfolio performance score.

Apostolos Chalkis, Ioannis Z. Emiris

CoRR, 2020

Efficient Sampling from Feasible Sets of SDPs and Volume Approximation.

Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos, Panagiotis Repouskos, Elias P. Tsigaridas

CoRR, 2020

Sampling the feasible sets of SDPs and volume approximation.

Apostolos Chalkis, Vissarion Fisikopoulos, Panagiotis Repouskos, Elias P. Tsigaridas

ACM Commun. Comput. Algebra, 2020

Practical Volume Estimation of Zonotopes by a New Annealing Schedule for Cooling Convex Bodies.

Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

Proceedings of the Mathematical Software - ICMS 2020, 2020

2019

Practical Volume Estimation by a New Annealing Schedule for Cooling Convex Bodies.

Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

CoRR, 2019

2018

Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises.

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

Proceedings of the 34th International Symposium on Computational Geometry, 2018