Apostolos Chalkis

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I am a PhD student in Computer Science at the Department of Telecommunications and Informatics at the University of Athens under the supervision of Prof. Ioannis Z. Emiris.

My research focuses on geometric random walks and sampling for financial modeling, volume computation, and convex optimization.

I am also an active open-source programmer. I have participated in Google Summer of Code 2018 and 2019 as a student. I am also a co-founder of GeomScale org, a research, and development project that delivers open-source code for state-of-the-art algorithms at the intersection of data science, optimization, geometric, and statistical computing. I am the author and maintainer of packages volesti and dingo (both packages are developed under GeomScale org).

Research interests: -- Markov Chain Monte Carlo sampling methods for high dimensional multivariate distributions. -- Randomized methods for convex optimization and volume estimation in high dimensions. -- Portfolio scoring, portfolio optimization, and anomaly detection in big stock markets. -- Bayesian statistics. -- Optimized implementation of state-of-the-art randomized, geometric and statistical algorithms.

Important links:

-- My personal website: https://tolischal.github.io/ -- GeomScale org, i) website: https://geomscale.github.io/, ii) github: https://github.com/GeomScale -- volesti, i) github: https://github.com/GeomScale/volesti, ii) CRAN: https://CRAN.R-project.org/package=volesti -- dingo: https://github.com/GeomScale/dingo