Contact info

primary e-mail: tolis.chal@gmail.com

academic e-mail: achalkis@di.uoa.gr

Status

From 2018, I am a PhD student in Computer Science at the Department of Telecommunications and Informatics at the University of Athens under the supervision of Prof. Ioannis Z. Emiris.

My complete CV can be found here.

Profile and interests

My research focuses on geometric random walks and sampling for financial modeling, volume computation, and convex optimization. In particular, my research interests are:

  • Markov Chain Monte Carlo sampling methods for high dimensional multivariate distributions.
  • Randomized methods for convex optimization and volume estimation in high dimensions.
  • Portfolio scoring, portfolio optimization, and anomaly detection in big stock markets.
  • Bayesian statistics.
  • Optimized implementation of state-of-the-art randomized, geometric and statistical algorithms.

I am also an active open-source programmer. I have participated in Google Summer of Code 2018 and 2019 as a student. I am also a co-founder of GeomScale org, a research, and development project that delivers open-source code for state-of-the-art algorithms at the intersection of data science, optimization, geometric, and statistical computing. I am the author and maintainer of packages volesti and dingo (both packages are developed under GeomScale org).

Research & Industrial internships

  • OLZ Asset Managment. I developed randomized, geometric algorithms for low volatility anomaly detection in big stock markets, Oct. ‘21 - Dec. ‘21.
  • Tweag - Software innovation lab. I built the python package dingo to analyze metabolic networks with Markov Chain Monte Carlo algorithms, Feb. ‘21 - May ‘21.
  • ATHENA RC & Ansys Greece Collaboration. I provided reports and prototype software benchmarking results for potential improvements on Ansys’ Random Walk Technology, Jan. ‘21 - Jun. ‘21.
  • Google Summer of Code 2019. State-of-the-art geometric random walks for sampling from high dimensional bodies in R, May ‘19 - Aug. ‘19.
  • Google Summer of Code 2018. State-of-the-art algorithms in R for volume computation and sampling in high dimensions, May ‘18 - Aug. ‘18.
  • PeGASUS project (ATHENA RC & EU Fund). Approximate geometric algorithms and clustering with applications in finance, May ‘20 - Aug. ‘21.

Education

  • 2018: MSc in Computer Science, NKUA.

    Specialization: Theoretical Computer Science.

    Master’s thesis in Computational Geometry,

    Title: Practical Volume Computation of Structured Convex Bodies for Modeling Financial Crises,

    Advisor: Prof. Ioannis Z. Emiris.

  • 2016: Graduate from School of Applied Mathematics and Physics (5 years degree), NTUA.

    Specialization: Applied Mathematics.

    Thesis in Numerical Linear Algebra,

    Title: Numerical algorithms for eigenvalue and singular value decomposition,

    Advisor: Prof. Konstantinos Chrysafinos.