Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos. Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. In Bettina Speckmann, Csaba D. Tóth, editors, 34th International Symposium on Computational Geometry, SoCG 2018, June 11-14, 2018, Budapest, Hungary. Volume 99 of LIPIcs, Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, 2018. [doi]

Abstract

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