Norbert Fogarasi - ODT Personal data sheet


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Personal data sheet

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personal data approved: 2024. I. 04.

Personal data

name	Norbert Fogarasi
name of institution	Budapest University of Technology and Economics
doctoral school	BME Doctoral School of Informatics (Academic staff member Az oktató a doktori iskola doktoranduszai számára oktat tantárgyat, és/vagy a doktori iskola megszavazta, hogy doktoranduszok számára kutatási témát írjon ki. )
the share of work in the different doctoral schools.	BME Doctoral School of Informatics 100%

Contact details
phone number	+36 1 881-4113
	own web page

Academic title
scientific degree, title	Ph.D.
year degree was obtained	2014
discipline to which degree belongs	computer sciences
institution granting the degree	Budapest University of Technology and Economics

Employment
2017 -	Budapest University of Technology and Economics university professor or researcher

Thesis topic supervisor
number of doctoral students supervised until now	0.5
number of students who fulfilled course requirements	0.5
students who obtained their degrees:
	Thesis topic proposals

Research
research area	Mathematical finance, computational finance, neural networks, heuristic optimization, scheduling theory
research field in which current research is conducted	computer sciences mathematics and computing

Publications

2023

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

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

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

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

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

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

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

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

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

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
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Scientometric data

list of publications and citations

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scientific publications published abroad that meet the accreditation criteria:

publications not in Hungarian, published in Hungary, meeting the accreditation criteria:

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