Talbot quadratures and rational approximations LN Trefethen, JAC Weideman, T Schmelzer BIT Numerical Mathematics 46, 653-670, 2006 | 255 | 2006 |
Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals T Schmelzer, L Trefethen Unspecified, 2006 | 144 | 2006 |
Computing the gamma function using contour integrals and rational approximations T Schmelzer, LN Trefethen SIAM Journal on Numerical Analysis 45 (2), 558-571, 2007 | 67 | 2007 |
The block grade of a block Krylov space MH Gutknecht, T Schmelzer Linear Algebra and its Applications 430 (1), 174-185, 2009 | 61 | 2009 |
Summing a curious, slowly convergent series T Schmelzer, R Baillie The American Mathematical Monthly 115 (6), 525-540, 2008 | 41 | 2008 |
Updating the QR decomposition of block tridiagonal and block Hessenberg matrices MH Gutknecht, T Schmelzer Applied numerical mathematics 58 (6), 871-883, 2008 | 26 | 2008 |
Ricci flows connecting Taub–Bolt and Taub–NUT metrics G Holzegel, T Schmelzer, C Warnick Classical and Quantum Gravity 24 (24), 6201, 2007 | 24* | 2007 |
Block Krylov methods for Hermitian linear systems T Schmelzer Master's Thesis, Dept. of Math., University of Kaiserslautern, Kaiserslautern, 2004 | 20 | 2004 |
The fast evaluation of matrix functions for exponential integrators T Schmelzer University of Oxford, 2007 | 16 | 2007 |
An extension of the ‘1/9’-problem H Stahl, T Schmelzer Journal of computational and applied mathematics 233 (3), 821-834, 2009 | 9 | 2009 |
A simple method for predicting covariance matrices of financial returns K Johansson, MG Ogut, M Pelger, T Schmelzer, S Boyd Foundations and Trends® in Econometrics 12 (4), 324-407, 2023 | 5 | 2023 |
Seven Sins in Portfolio Optimization T Schmelzer, R Hauser http://arxiv.org/abs/1310.3396, 2013 | 5 | 2013 |
A QR-decomposition of block tridiagonal matrices generated by the block lanczos process MH Gutknecht, T Schmelzer 17th IMACS World Congress Scientific Computation, Applied Mathematics and …, 2005 | 4 | 2005 |
Constructing trading strategy ensembles by classifying market states M Balcerak, T Schmelzer arXiv preprint arXiv:2012.03078, 2020 | 2 | 2020 |
Regression techniques for Portfolio Optimisation using MOSEK T Schmelzer, H Raphael, E Andersen, J Dahl http://arxiv.org/abs/1310.3397, 2013 | 1 | 2013 |
Taming a Hydra of singularities F Bornemann, T Schmelzer The American Mathematical Monthly 114 (8), 727-732, 2007 | 1 | 2007 |
Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization K Johansson, T Schmelzer, S Boyd arXiv preprint arXiv:2402.08108, 2024 | | 2024 |
Markowitz Portfolio Construction at Seventy S Boyd, K Johansson, R Kahn, P Schiele, T Schmelzer arXiv preprint arXiv:2401.05080, 2024 | | 2024 |
THE RICE SIAM CHAPTER 50-DIGIT CHALLENGE T Schmelzer | | 2005 |