Apostolos Chalkis

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 23

Top Topics

Asset Allocation

Parametric Curves

Top Venues

Publications

Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas
Randomized Control in Performance Analysis and Empirical Asset Pricing. CoRR (2024)
Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
A Practical Algorithm for Volume Estimation based on Billiard Trajectories and Simulated Annealing. ACM J. Exp. Algorithmics 28 (2023)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises. Comput. Geom. 109 (2023)
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas
Randomized geometric tools for anomaly detection in stock markets. AISTATS (2023)
Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias P. Tsigaridas
Truncated Log-concave Sampling for Convex Bodies with Reflective Hamiltonian Monte Carlo. ACM Trans. Math. Softw. 49 (2) (2023)
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas
Randomized geometric tools for anomaly detection in stock markets. CoRR (2022)
Apostolos Chalkis, Christina Katsamaki, Josué Tonelli-Cueto
On the sampling error for parametric curves. CoRR (2022)
Apostolos Chalkis, Christina Katsamaki, Josué Tonelli-Cueto
On the Error of Random Sampling: Uniformly Distributed Random Points on Parametric Curves. ISSAC (2022)
Apostolos Chalkis, Emmanouil Christoforou, Theodore Dalamagkas, Ioannis Z. Emiris
Modeling of crisis periods in stock markets. CoRR (2021)
Apostolos Chalkis, Emmanouil Christoforou, Theodore Dalamagas, Ioannis Z. Emiris
Modeling of Crisis Periods in Stock Markets. LION (2021)
Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas, Haris Zafeiropoulos
Geometric Algorithms for Sampling the Flux Space of Metabolic Networks. SoCG (2021)
Apostolos Chalkis, Vissarion Fisikopoulos
volesti: Volume Approximation and Sampling for Convex Polytopes in R. R J. 13 (2) (2021)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris
The cross-sectional distribution of portfolio returns and applications. CoRR (2021)
Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias P. Tsigaridas
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo. CoRR (2021)
Apostolos Chalkis, Vissarion Fisikopoulos, Elias P. Tsigaridas, Haris Zafeiropoulos
Geometric algorithms for sampling the flux space of metabolic networks. CoRR (2020)
Apostolos Chalkis, Ioannis Z. Emiris
Modeling asset allocation strategies and a new portfolio performance score. CoRR (2020)
Apostolos Chalkis, Vissarion Fisikopoulos
volesti: Volume Approximation and Sampling for Convex Polytopes in R. CoRR (2020)
Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical Volume Estimation of Zonotopes by a New Annealing Schedule for Cooling Convex Bodies. ICMS (2020)
Apostolos Chalkis, Vissarion Fisikopoulos, Panagiotis Repouskos, Elias P. Tsigaridas
Sampling the feasible sets of SDPs and volume approximation. ACM Commun. Comput. Algebra 54 (3) (2020)
Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos, Panagiotis Repouskos, Elias P. Tsigaridas
Efficient Sampling from Feasible Sets of SDPs and Volume Approximation. CoRR (2020)
Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical Volume Estimation by a New Annealing Schedule for Cooling Convex Bodies. CoRR (2019)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. SoCG (2018)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. CoRR (2018)