scientific article; zbMATH DE number 7236423
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Publication:5115786
DOI10.4230/LIPICS.SOCG.2018.19zbMATH Open1489.68344arXiv1803.05861MaRDI QIDQ5115786FDOQ5115786
Ludovic Calès, Ioannis Z. Emiris, Apostolos Chalkis, Vissarion Fisikopoulos
Publication date: 18 August 2020
Full work available at URL: https://arxiv.org/abs/1803.05861
Title of this publication is not available (Why is that?)
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Cites Work
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- An Active Set Method for Single-Cone Second-Order Cone Programs
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- Practical Polytope Volume Approximation
- Content of the frustum of a simplex
- Thin Partitions: Isoperimetric Inequalities and Sampling Algorithms for some Nonconvex Families
- Geodesic walks in polytopes
- Dynamic risk exposures in hedge funds
- Convergence rate of Riemannian Hamiltonian Monte Carlo and faster polytope volume computation
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Cited In (6)
- Neural Networks for Cryptocurrency Evaluation and Price Fluctuation Forecasting
- A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
- Truncated log-concave sampling for convex bodies with reflective Hamiltonian Monte Carlo
- Exchangeable Bernoulli distributions: high dimensional simulation, estimation, and testing
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- Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises
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