Search Results for author: Apostolos Chalkis

Found 4 papers, 2 papers with code

Randomized Control in Performance Analysis and Empirical Asset Pricing

no code implementations14 Feb 2024 Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos, Elias Tsigaridas

The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation.

Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo

1 code implementation25 Feb 2021 Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias Tsigaridas

We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex body.

Geometric algorithms for sampling the flux space of metabolic networks

1 code implementation10 Dec 2020 Apostolos Chalkis, Vissarion Fisikopoulos, Elias Tsigaridas, Haris Zafeiropoulos

Systems Biology is a fundamental field and paradigm that introduces a new era in Biology.

Modeling asset allocation strategies and a new portfolio performance score

no code implementations9 Dec 2020 Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris, Theodore Dalamagas

The first concerns crisis detection, which is of prime interest for the public in general and for policy makers in particular because of the significant impact that crises have on the economy.

Anomaly Detection Management +1

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