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20182024
most citedRandomized geometric tools for anomaly detection in stock markets

2 citations · 5 across the 4 of their papers we have counts for

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cs.CG2018

Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises

Ludovic Cales, Apostolos Chalkis, Ioannis Z. Emiris +1

We examine volume computation of general-dimensional polytopes and more general convex bodies, defined as the intersection of a simplex by a family of parallel hyperplanes, and ano…