| Talbot quadratures and rational approximations LN Trefethen, JAC Weideman, T Schmelzer BIT Numerical Mathematics 46, 653-670, 2006 | 262 | 2006 |
| Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals T Schmelzer, L Trefethen Unspecified, 2006 | 148 | 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 | 66 | 2007 |
| The block grade of a block Krylov space MH Gutknecht, T Schmelzer Linear Algebra and its Applications 430 (1), 174-185, 2009 | 58 | 2009 |
| Summing a curious, slowly convergent series T Schmelzer, R Baillie The American Mathematical Monthly 115 (6), 525-540, 2008 | 43 | 2008 |
| Updating the QR decomposition of block tridiagonal and block Hessenberg matrices MH Gutknecht, T Schmelzer Applied numerical mathematics 58 (6), 871-883, 2008 | 28 | 2008 |
| Ricci flows connecting Taub–Bolt and Taub–NUT metrics G Holzegel, T Schmelzer, C Warnick Classical and Quantum Gravity 24 (24), 6201, 2007 | 25* | 2007 |
| Block Krylov methods for Hermitian linear systems T Schmelzer Master's Thesis, Dept. of Math., University of Kaiserslautern, Kaiserslautern, 2004 | 20 | 2004 |
| Markowitz portfolio construction at seventy S Boyd, K Johansson, R Kahn, P Schiele, T Schmelzer arXiv preprint arXiv:2401.05080, 2024 | 16 | 2024 |
| The fast evaluation of matrix functions for exponential integrators T Schmelzer University of Oxford, 2007 | 16 | 2007 |
| 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 | 14 | 2023 |
| An extension of the ‘1/9’-problem H Stahl, T Schmelzer Journal of computational and applied mathematics 233 (3), 821-834, 2009 | 9 | 2009 |
| Seven Sins in Portfolio Optimization T Schmelzer, R Hauser http://arxiv.org/abs/1310.3396, 2013 | 4 | 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 |
| Finding moving-band statistical arbitrages via convex–concave optimization K Johansson, T Schmelzer, S Boyd Optimization and Engineering, 1-22, 2024 | 2 | 2024 |
| 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 |
| A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages K Johansson, T Schmelzer, S Boyd arXiv preprint arXiv:2412.02660, 2024 | | 2024 |
| Harry Markowitz R Arnott, B Ball, J Benveniste, F Berg, KA Blay, S Boyd, C Edirisinghe, ... | | 2024 |
LN TrefethenProfessor of Applied Mathematics in Residence, Harvard UniversityVerified email at seas.harvard.edu