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03/05/2022
On the Error of Random Sampling: Uniformly Distributed Random Points on Parametric Curves
Given a parametric polynomial curve γ:[a,b]→ℝ^n, how can we sample a ran...
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05/13/2021
The cross-sectional distribution of portfolio returns and applications
This paper aims to develop new mathematical and computational tools for ...
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03/19/2021
Modeling of crisis periods in stock markets
We exploit a recent computational framework to model and detect financia...
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12/09/2020
Modeling asset allocation strategies and a new portfolio performance score
We discuss a powerful, geometric representation of financial portfolios ...
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05/14/2019
Practical Volume Estimation by a New Annealing Schedule for Cooling Convex Bodies
We study the problem of estimating the volume of convex polytopes, focus...
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03/15/2018