Login
 Forum
 
 
Personal data sheet
 Print preview
personal data approved: 2017. VII. 27.
Personal data
Norbert Fogarasi
name Norbert Fogarasi
year of birth 1973
name of institution
doctoral school
BME Doctoral School of Informatics (Academic staff member)
Contact details
E-mail address fogarasihit.bme.hu
phone number +36 1 881-4116
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
students who obtained their degrees:
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
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
Full text 
2016

Ceffer Attila, Levendovszky János, Fogarasi Norbert: Applying ICA and NARX networks for algorithmic trading, In: Fourth International Symposium in Computational Economics and Finance.Paris, Franciaország, 2016.04.14-2016.04.16. pp. 1-16. Kiadvány: 2016.
type of document: Conference paper/Előadás vagy poszter cikke
language: English
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 
2013

Kálmán Tornai, Nobert Fogarasi, János Levendovszky: Improvements to the Hopfield Neural Network Solution of the Total Weighted Tardiness Scheduling Problem, PERIODICA POLYTECHNICA-ELECTRICAL ENGINEERING AND COMPUTER SCIENCE 57: (2) pp. 57-64.
type of document: Journal paper/Article
language: English
DOI 
2012

Norbert Fogarasi, Janos Levendovszky: Combinatorial methods for solving the generalized eigenvalue problem with cardinality constraint for mean reverting trading, In:Szerk.: Zoltan Csornyei MaCS '12 9th Joint Conference on Mathematics and Computer Science: Siófok, Hungary February 9-12, 2012.Siófok, Magyarország, 2012.02.09-2012.02.12. Budapest: ELTE Informatikai Kar, pp. 43 Kiadvány: Budapest: ELTE Informatikai Kar, 2012.
type of document: Conference paper/Előadás vagy poszter cikke
language: English
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
DOI 
2012

Fogarasi Norbert, Levendovszky János: Improved parameter estimation and simple trading algorithm for sparse, mean-reverting portfolios, ANNALES UNIVERSITATIS SCIENTIARUM BUDAPESTINENSIS DE ROLANDO EOTVOS NOMINATAE SECTIO COMPUTATORICA 37: (1) pp. 121-144.
type of document: Journal paper/Article
number of independent citations: 1
language: English
Full text 
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
Full text 
Number of independent citations to these publications:
Scientometric data
list of publications and citations
number of scientific publications that meet accreditation criteria:
4
number of scientific publications:
6
monographs and professional books:
0
monographs/books in which chapters/sections were contributed:
0 
art/engineering creative works:
0
scientific publications published abroad that meet the accreditation criteria:
2
publications not in Hungarian, published in Hungary, meeting the accreditation criteria:
2
number of independent citations to scientific publications and creative works:
0

 
All rights reserved © 2007, Hungarian Doctoral Council. Doctoral Council registration number at commissioner for data protection: 02003/0001. Program version: 2.2358 ( 2017. X. 31. )