5 citations · 11 across the 19 of their papers we have counts for
4 papers · 1 filter
Randomized geometric tools for anomaly detection in stock markets
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos +1
We propose novel randomized geometric tools to detect low-volatility anomalies in stock markets; a principal problem in financial economics. Our modeling of the (detection) problem…
Efficient Sampling from Feasible Sets of SDPs and Volume Approximation
Apostolos Chalkis, Ioannis Emiris, Vissarion Fisikopoulos +2
We present algorithmic, complexity, and implementation results on the problem of sampling points from a spectrahedron, that is the feasible region of a semidefinite program. Our ma…
Condition Numbers for the Cube. I: Univariate Polynomials and Hypersurfaces
Josué Tonelli-Cueto, Elias Tsigaridas
The condition-based complexity analysis framework is one of the gems of modern numerical algebraic geometry and theoretical computer science. Among the challenges that it poses is…
Algebraic methods for counting Euclidean embeddings of rigid graphs
Ioannis Z. Emiris, Elias P. Tsigaridas, Antonios Varvitsiotis
The study of (minimally) rigid graphs is motivated by numerous applications, mostly in robotics and bioinformatics. A major open problem concerns the number of embeddings of such g…