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Personal data sheet |
Print preview personal data approved: 2024. I. 04. Publications |
2023
from data base, 2024. I. 04. |
Udvarnoki Zoltán, Fáth Gábor, Fogarasi Norbert: Quantum advantage of Monte Carlo option pricing, JOURNAL OF PHYSICS COMMUNICATIONS 7: (5) p. 055001. type of document: Journal paper/Article language: English URL |
2022
from data base, 2024. I. 04. |
Rácz Attila, Fogarasi Norbert: Improved sparse mean reverting portfolio selection using Simulated Annealing and Extreme Learning Machine, ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA type of document: Journal paper/Article language: English URL |
2021
from data base, 2024. I. 04. |
Rácz Attila, Fogarasi Norbert: Trading mean reverting portfolios with generative models, ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA type of document: Journal paper/Article language: English URL |
2021
from data base, 2024. I. 04. |
Racz Attila, Fogarasi Norbert: Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction, ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA 13: (2) pp. 288-302. type of document: Journal paper/Article language: English URL |
2018
from data base, 2024. I. 04. |
Ceffer A, Levendovszky J, Fogarasi N: Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading, COMPUTATIONAL ECONOMICS 54: (1) pp. 281-303. type of document: Journal paper/Article number of independent citations: 2 language: English URL |
2018
from data base, 2024. I. 04. |
Ceffer A, Fogarasi N, Levendovszky J: Trading by estimating the quantized forward distribution, APPLIED ECONOMICS 50: (59) pp. 6397-6405. type of document: Journal paper/Article number of independent citations: 2 language: English URL |
2017
from data base, 2024. I. 04. |
Ivanyi Antal, Fogarasi Norbert: On partial sorting in restricted rounds, ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA 9: (1) pp. 17-34. type of document: Journal paper/Article language: English URL |
2013
from data base, 2024. I. 04. |
Fogarasi Norbert, Levendovszky Janos: Sparse, mean reverting portfolio selection using simulated annealing, ALGORITHMIC FINANCE 2: (3-4) pp. 197-211. type of document: Journal paper/Article number of independent citations: 1 language: English URL |
2012
from data base, 2024. I. 04. |
Fogarasi Norbert, Levendovszky Janos: A simplified approach to parameter estimation and selection of sparse, mean reverting portfolios, PERIODICA POLYTECHNICA-ELECTRICAL ENGINEERING AND COMPUTER SCIENCE 56: (1) pp. 21-28. type of document: Journal paper/Article number of independent citations: 1 language: English URL |
2012
from data base, 2024. I. 04. |
Fogarasi Norbert, Tornai Kalman, Levendovszky Janos: A novel Hopfield neural network approach for minimizing total weighted tardiness of jobs scheduled on identical machines, ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA 4: (1) pp. 48-66. type of document: Journal paper/Article language: English Full text |
| Number of independent citations to these publications: | 6 |
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