Publications

  • Sampling the feasible sets of SDPs and volume approximation.
    Apostolos Chalkis, Vissarion Fisikopoulos, Panagiotis Repouskos, Elias Tsigaridas.
    Under conference submission, February 2020.

  • Computing the volume of projections of convex polytopes.
    Apostolos Chalkis, Ioannis Emiris, Vissarion Fisikopoulos.
    Preprint, December 2019, pdf.

  • On the cross-sectional distribution of portfolio returns.
    Ludovic Calès, Apostolos Chalkis, Ioannis Emiris.
    Working Papers, 2019.
    EU Science Hub, pdf

  • Practical Volume Estimation by a New Annealing Schedule for Cooling Convex Bodies.
    Apostolos Chalkis, Ioannis Emiris, Vissarion Fisikopoulos
    In EuroCG, Utrecht, Netherlands, 2019
    Arxiv version here.

  • Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises.
    Ludovic Calès, Apostolos Chalkis, Ioannis Emiris, Vissarion Fisikopoulos.
    In Symposium of Computational Geometry, Budapest, Hungary, 2018.
    Arxiv version here.

Presentations

  • Accepted at International Congress on Mathematical Software (ICMS) 2020.
    Practical volume of estimation of zonotopes by a new annealing schedule for cooling convex bodies.
    TU Braunschweig, Germany, July 2020.

  • Accepted at The European R Users Meeting (eRum) 2020.
    High dimensional sampling and volume computation.
    Milan, Italy, May 2020.

  • Workshop on Un/Semi-supervised learning and Data Mining hosted by AXA Insurance at their Paris premises.
    Data-driven methods for financial modeling.
    Paris, France, October 2019.

  • 14th Athens Colloquium on Algorithms and Complexity (ACAC 19).
    Computing the volume of projections of convex polytopes.
    Athens, Greece, August 2019.

  • European Workshop on Computational Geometry 2019 (EuroCG 19).
    Practical Volume Estimation by a New Annealing Schedule for Cooling Convex Bodies.
    Utrecht, Netherlands, March 2019.

  • Symposium of Computational Geometry 18 (SoCG 18).
    Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises.
    Hungary, Budapest, June 2018.