1.
Sipos, I. Róbert ; Ceffer, Attila ; Horváth, Gábor ; Levendovszky, János
Parallel MCMC sampling of AR-HMMs for prediction based option trading
ALGORITHMIC FINANCE 8 : 1-2 pp. 47-55. , 9 p. (2019)
DOI WoS Scopus Other URL
Publication:31144197 Published Core Citing Journal Article (Article ) Scientific
Citing papers: 1 | Independent citation: 1 | Self citation: 0 | Unknown citation: 0 | Number of citations in WoS: 1 | WoS/Scopus assigned: 1 | Number of citations with DOI: 1
Article (Journal Article) | Scientific[31144197] [Approved]
All citations+mentions: 1, External citations: 1, Self citations: 0, Unhandled citations: 0
2.
J, Levendovszky ; I, Reguly ; A, Olah ; A, Ceffer
Low Complexity Algorithmic Trading by Feedforward Neural Networks
COMPUTATIONAL ECONOMICS 54 : 1 pp. 267-279. , 13 p. (2019)
DOI REAL WoS Scopus
Publication:3252486 Validated Core Journal Article (Article ) Scientific
Citing papers: 3 | Independent citation: 3 | Self citation: 0 | Unknown citation: 0 | Number of citations in WoS: 2 | WoS/Scopus assigned: 2 | Number of citations with DOI: 3
Article (Journal Article) | Scientific[3252486] [Validated]
All citations+mentions: 3, External citations: 3, Self citations: 0, Unhandled citations: 0
3.
Ceffer, A ; Fogarasi, N ; Levendovszky, J
Trading by estimating the quantized forward distribution
APPLIED ECONOMICS 50 : 59 pp. 6397-6405. , 9 p. (2018)
DOI WoS Scopus
Publication:3393080 Validated Core Journal Article (Article ) Scientific
Citing papers: 2 | Independent citation: 2 | Self citation: 0 | Unknown citation: 0 | Number of citations in WoS: 2 | WoS/Scopus assigned: 2 | Number of citations with DOI: 2
Article (Journal Article) | Scientific[3393080] [Validated]
All citations+mentions: 2, External citations: 2, Self citations: 0, Unhandled citations: 0
4.
Ceffer, A ; Levendovszky, J ; Fogarasi, N
Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading
COMPUTATIONAL ECONOMICS 54 : 1 pp. 281-303. , 23 p. (2018)
DOI WoS Scopus
Publication:3256024 Published Core Journal Article (Article ) Scientific
Citing papers: 2 | Independent citation: 2 | Self citation: 0 | Unknown citation: 0 | Number of citations in WoS: 2 | Number of citations in Scopus: 2 | WoS/Scopus assigned: 2 | Number of citations with DOI: 2
Article (Journal Article) | Scientific[3256024] [Approved]
All citations+mentions: 2, External citations: 2, Self citations: 0, Unhandled citations: 0
5.
Attila, Ceffer ; János, Levendovszky
Trading by estimating the forward distribution using quantization and volatility information
In: Fredj, Jawadi - Fredj, Jawadi (eds.) 3rd International Workshop on Financial Markets and Nonlinear Dynamics
(2017) pp. 1-14. , 14 p.
Publication:3342883 Published Core Conference paper (Conference paper )
Conference paper (Conference paper) | Scientific[3342883] [Approved]
6.
Sipos, István Róbert ; Ceffer, Attila ; Levendovszky, János
Parallel optimization of sparse portfolios with AR-HMMs
COMPUTATIONAL ECONOMICS 49 : 4 pp. 563-578. , 16 p. (2017)
DOI WoS Scopus
Publication:3043217 Published Core Citing Journal Article (Article ) Scientific
Citing papers: 3 | Independent citation: 2 | Self citation: 1 | Unknown citation: 0 | Number of citations in WoS: 3 | Number of citations in Scopus: 2 | WoS/Scopus assigned: 3 | Number of citations with DOI: 3
Article (Journal Article) | Scientific[3043217] [Approved]
All citations+mentions: 3, External citations: 2, Self citations: 1, Unhandled citations: 0
7.
Ceffer, Attila ; Levendovszky, János ; Fogarasi, Norbert
Applying ICA and NARX networks for algorithmic trading
In: Fourth International Symposium in Computational Economics and Finance
(2016) pp. 1-16.
Publication:3183235 Published Core Conference paper (Conference paper )
Conference paper (Conference paper) | Scientific[3183235] [Approved]
8.
Ceffer, Attila ; Levendovszky, János
Kolmogorov-Smirnov test for keystroke dynamics based user authentication
In: Szakál, Anikó (eds.) 2016 17TH IEEE INTERNATIONAL SYMPOSIUM ON COMPUTATIONAL INTELLIGENCE AND INFORMATICS (CINTI 2016
Bp, Hungary : IEEE Hungary Section (2016) 370 p. pp. 105-110. , 6 p.
DOI WoS Scopus
Publication:3183215 Published Core Chapter in Book (Conference paper ) Scientific
Citing papers: 2 | Independent citation: 2 | Self citation: 0 | Unknown citation: 0 | Number of citations in WoS: 2 | Number of citations in Scopus: 2 | WoS/Scopus assigned: 2 | Number of citations with DOI: 2
Conference paper (Chapter in Book) | Scientific[3183215] [Approved]
All citations+mentions: 2, External citations: 2, Self citations: 0, Unhandled citations: 0
2024-05-03 07:32