1.
Udvarnoki, Zoltán ; Fáth, Gábor ; Fogarasi, Norbert
Quantum advantage of Monte Carlo option pricing
JOURNAL OF PHYSICS COMMUNICATIONS 7 : 5 p. 055001 (2023)
DOI WoS Scopus Other URL
Publication:33831953 Published Core Journal Article (Article ) Scientific
Article (Journal Article) | Scientific[33831953] [Approved]
2.
Rácz, Attila ; Fogarasi, Norbert
Improved sparse mean reverting portfolio selection using Simulated Annealing and Extreme Learning Machine
ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA (2022)
Publication:32525405 Published Core Journal Article (Article ) Scientific
Article (Journal Article) | Scientific[32525405] [Approved]
3.
Racz, Attila ✉ ; Fogarasi, Norbert
Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction
ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA 13 : 2 pp. 288-302. , 15 p. (2021)
DOI WoS
Publication:32808022 Published Core Journal Article (Article ) Scientific
Article (Journal Article) | Scientific[32808022] [Approved]
4.
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
5.
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
6.
Ivanyi, Antal ; Fogarasi, Norbert
On partial sorting in restricted rounds: Dedicated to the memory of Antal Ivanyi
ACTA UNIVERSITATIS SAPIENTIAE INFORMATICA 9 : 1 pp. 17-34. , 18 p. (2017)
DOI ISSN: 2066-7760 WoS Teljes dokumentum Teljes dokumentum
Publication:3251573 Validated Core Citing Journal Article (Article ) Scientific
Article (Journal Article) | Scientific[3251573] [Validated]
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.
Fogarasi, Norbert
Polynomial Time Heuristic Optimization Methods Applied to Problems in Computational Finance 82 p.
Budapest University of Technology and Economics, Informatikai Tudományok Doktori Iskola, Levendovszky János Dissertation submission year: 2014, Accepted: 2014 Published/defended: 2014
ODT védés Teljes dokumentum Handle
Publication:2944191 Published Core Suspect Thesis (PhD ) Scientific
PhD (Thesis) | Scientific[2944191] [Approved]
9.
Fogarasi, Norbert ; Levendovszky, Janos
Sparse, mean reverting portfolio selection using simulated annealing
ALGORITHMIC FINANCE 2 : 3-4 pp. 197-211. , 15 p. (2013)
DOI Scopus Teljes dokumentum
Publication:2693507 Admin approved 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[2693507] [Admin approved]
All citations+mentions: 4, External citations: 1, Self citations: 3, Unhandled citations: 0
10.
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. , 8 p. (2013)
DOI Scopus
Publication:2387414 Admin approved Core Citing Journal Article (Article ) Scientific
Article (Journal Article) | Scientific[2387414] [Admin approved]
2024-04-25 11:38