Unit:
Κατεύθυνση / ειδίκευση Θεωρητική Πληροφορική (ΘΕΩ)Πληροφορική
Author:
Chalkis Apostolos
Supervisors info:
Ιωάννης Ζ. Εμίρης, καθηγητής, Τμήμα Πληροφορικής και Τηλεπικοινωνιών, Ε.Κ.Π.Α.
Γιαννόπουλος Απόστολος, καθηγητής, Τμήμα Μαθηματικών, Ε.Κ.Π.Α.
Original Title:
Practical Volume Computation of Structured Convex Bodies for Modeling Financial Crises
Translated title:
Practical Volume Computation of Structured Convex Bodies for Modeling Financial Crises
Summary:
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 another family of parallel hyperplanes or a family of concentric ellipsoids. Such convex bodies appear in modeling and predicting financial crises.
We design and implement practical algorithms in the exact and approximate setting, we experimentally juxtapose them and study the tradeoff of exactness and accuracy for speed.
Main subject category:
Technology - Computer science
Keywords:
Polytope volume, convex body, simplex, sampling, financial portfolio
