Publications
This is a list of my publications.
Conference Proceedings & Journal Articles
- A. Chalkis, V. Fisikopoulos, E. Tsigaridas, H. Zafeiropoulos - Geometric algorithms for sampling the flux space of metabolic networks, Proceedings of the 37th International Symposium on Computational Geometry, 2021.
-
A. Chalkis, E. Christoforou, I.Z. Emiris, T. Dalamagas - Modeling asset allocations and a new portfolio performance score, Digital Finance, Springer, 2021.
-
A. Chalkis, V. Fisikopoulos - volesti: Volume Approximation and Sampling for Convex Polytopes in R, R Journal, 2021.
-
A. Chalkis, E. Christoforou, I.Z. Emiris, T. Dalamagas - Modeling of crisis periods in stock markets, Springer, Learning and Intelligent Optimization (The 15th Learning and Intelligent Optimization Conference), 2021.
-
A. Chalkis, V. Fisikopoulos, P. Repouskos, E. Tsigaridas - Sampling from feasible sets of SDPs and volume approximation, Linear Algebra and its Applications, Elsevier, (Distinguished poster award at ISSAC 2020).
-
A. Chalkis, I.Z. Emiris, V. Fisikopoulos - Practical Volume Estimation of Zonotopes by a New Annealing Schedule for Cooling Convex Bodies. Mathematical Software – ICMS 2020, ICMS 2020. Lecture Notes in Computer Science, Springer.
- L. Cales, A. Chalkis, I.Z. Emiris, V. Fisikopoulos - Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises, Proceedings of the 34th International Symposium on Computational Geometry, 2018.
Preprints & Journal submissions
-
Apostolos Chalkis, Christina Katsamaki, Josué Tonelli-Cueto - On the sampling error for parametric curves, 2022.
- A. Chalkis, I.Z. Emiris, V. Fisikopoulos - A practical algorithm for volume estimation based on billiard trajectories and simulated annealing, 2021.
- L. Cales, A. Chalkis, I.Z. Emiris - The cross-sectional distribution of portfolio returns and applications, 2021. (EU publications, 2019).
- A. Chalkis, V. Fisikopoulos, M. Papachristou, E. Tsigaridas - Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo, 2021.