39 citations · 93 across the 13 of their papers we have counts for
17 papers
Randomized Control in Performance Analysis and Empirical Asset Pricing
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos +1
The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class o…
Fast Floating-Point Filters for Robust Predicates
Tinko Bartels, Vissarion Fisikopoulos, Martin Weiser
Geometric predicates are at the core of many algorithms, such as the construction of Delaunay triangulations, mesh processing and spatial relation tests. These algorithms have appl…
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…
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo
Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou +1
We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex body. We prove that, starting from…
Geometric algorithms for sampling the flux space of metabolic networks
Apostolos Chalkis, Vissarion Fisikopoulos, Elias Tsigaridas +1
Systems Biology is a fundamental field and paradigm that introduces a new era in Biology. The crux of its functionality and usefulness relies on metabolic networks that model the r…
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…
Volesti: Volume Approximation and Sampling for Convex Polytopes in R
Apostolos Chalkis, Vissarion Fisikopoulos
Sampling from high dimensional distributions and volume approximation of convex bodies are fundamental operations that appear in optimization, finance, engineering, artificial inte…
A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
We tackle the problem of efficiently approximating the volume of convex polytopes, when these are given in three different representations: H-polytopes, which have been studied ext…
Algorithms for Deciding Membership in Polytopes of General Dimension
Evangelos Anagnostopoulos, Ioannis Z. Emiris, Vissarion Fisikopoulos
We study the fundamental problem of polytope membership aiming at large convex polytopes, i.e. in high dimension and with many facets, given as an intersection of halfspaces. Stand…
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…
Enumeration of -level polytopes
Adam Bohn, Yuri Faenza, Samuel Fiorini +3
A (convex) polytope is said to be -level if for every direction of hyperplanes which is facet-defining for , the vertices of can be covered with two hyperplanes of th…
Efficient edge-skeleton computation for polytopes defined by oracles
Ioannis Z. Emiris, Vissarion Fisikopoulos, Bernd Gärtner
In general dimension, there is no known total polynomial algorithm for either convex hull or vertex enumeration, i.e. an algorithm whose complexity depends polynomially on the inpu…
Efficient Random-Walk Methods for Approximating Polytope Volume
Ioannis Z. Emiris, Vissarion Fisikopoulos
We experimentally study the fundamental problem of computing the volume of a convex polytope given as an intersection of linear inequalities. We implement and evaluate practical ra…
Faster Geometric Algorithms via Dynamic Determinant Computation
Vissarion Fisikopoulos, Luis Peñaranda
The computation of determinants or their signs is the core procedure in many important geometric algorithms, such as convex hull, volume and point location. As the dimension of the…
An Oracle-based, Output-sensitive Algorithm for Projections of Resultant Polytopes
Ioannis Z. Emiris, Vissarion Fisikopoulos, Christos Konaxis +1
We design an algorithm to compute the Newton polytope of the resultant, known as resultant polytope, or its orthogonal projection along a given direction. The resultant is fundamen…
Study of the effect of cost policies in the convergence of selfish strategies in Pure Nash Equilibria in Congestion Games
Vissarion Fisikopoulos
In this work we study of competitive situations among users of a set of global resources. More precisely we study the effect of cost policies used by these resources in the converg…
An implementation of range trees with fractional cascading in C++
Vissarion Fisikopoulos
Range trees are multidimensional binary trees which are used to perform d-dimensional orthogonal range searching. In this technical report we study the implementation issues of ran…