11.
Norbert, Fogarasi ; Janos, Levendovszky
Combinatorial methods for solving the generalized eigenvalue problem with cardinality constraint for mean reverting trading
In: Zoltan, Csornyei (eds.) MaCS '12 9th Joint Conference on Mathematics and Computer Science : Siófok, Hungary February 9-12, 2012
Budapest, Hungary : ELTE Informatikai Kar, (2012) pp. 43-43. , 1 p.
Publication:3222327 Approved Core Conference paper (Conference paper )
Conference paper (Conference paper) | Scientific[3222327] [Approved]
12.
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. , 19 p. (2012)
Teljes dokumentum Other URL arXiv
Publication:2691666 Published Core Journal Article (Article ) Scientific
Citing papers: 3 | Independent citation: 0 | Self citation: 3 | Unknown citation: 0 | Number of citations in WoS: 1 | Number of citations in Scopus: 2 | WoS/Scopus assigned: 2 | Number of citations with DOI: 2
Article (Journal Article) | Scientific[2691666] [Approved]
All citations+mentions: 3, External citations: 0, Self citations: 3, Unhandled citations: 0
13.
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. , 24 p. (2012)
Teljes dokumentum
Publication:2691665 Published Core Journal Article (Article ) Scientific
Citing papers: 3 | Independent citation: 1 | Self citation: 2 | Unknown citation: 0 | Number of citations in Scopus: 2 | WoS/Scopus assigned: 2 | Number of citations with DOI: 2
Article (Journal Article) | Scientific[2691665] [Approved]
All citations+mentions: 3, External citations: 1, Self citations: 2, Unhandled citations: 0
14.
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. , 8 p. (2012)
DOI Scopus
Publication:2678531 Published Core Journal Article (Article ) Scientific
Citing papers: 4 | Independent citation: 1 | Self citation: 3 | Unknown citation: 0 | Number of citations in WoS: 1 | Number of citations in Scopus: 3 | WoS/Scopus assigned: 3 | Number of citations with DOI: 3
Article (Journal Article) | Scientific[2678531] [Approved]
All citations+mentions: 4, External citations: 1, Self citations: 3, Unhandled citations: 0
15.
Norbert, Fogarasi ; Norbert, Fogarasi (eds.)
Option Pricing Primer: Introduction to Financial Derivatives and option pricing pp. 1-6. Paper: 1 , 6 p. (2003)
Technical Report, Country: Hungary,
Publication:3222344 Approved Core Miscellaneous (Technical report (published) )
Technical report (published) (Miscellaneous) | Scientific[3222344] [Approved]
2024-05-01 22:55