@article{MTMT:34795866,
	title = {Application of Portfolio Optimization to Achieve Persistent Time Series},
	url = {https://m2.mtmt.hu/api/publication/34795866},
	author = {Zlatniczki, Ádám and Telcs, András},
	doi = {10.1007/s10957-024-02426-1},
	journal-iso = {J OPTIMIZ THEORY APP},
	journal = {JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS},
	unique-id = {34795866},
	issn = {0022-3239},
	abstract = {The greater the persistence in a financial time series, the more predictable it becomes, allowing for the development of more effective investment strategies. Desirable attributes for financial portfolios include persistence, smoothness, long memory, and higher auto-correlation. We argue that these properties can be achieved by adjusting the composition weights of the portfolio. Considering the fractal nature of typical financial time series, the fractal dimension emerges as a natural metric to gauge the smoothness of the portfolio trajectory. Specifically, the Hurst exponent is designed for measuring the persistence of time series. In this paper, we introduce an optimization method inspired by the Hurst exponent and signal processing to mitigate the irregularities in the portfolio trajectory. We illustrate the effectiveness of this approach using real data from an S &P100 dataset.},
	year = {2024},
	eissn = {1573-2878},
	orcid-numbers = {Zlatniczki, Ádám/0000-0003-3088-441X; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:34765018,
	title = {Analogies and Relations between Non-Additive Entropy Formulas and Gintropy},
	url = {https://m2.mtmt.hu/api/publication/34765018},
	author = {Biró, Tamás Sándor and Telcs, András and Jakovác, Antal},
	doi = {10.3390/e26030185},
	journal-iso = {ENTROPY-SWITZ},
	journal = {ENTROPY},
	volume = {26},
	unique-id = {34765018},
	year = {2024},
	eissn = {1099-4300},
	orcid-numbers = {Biró, Tamás Sándor/0000-0001-6188-8478; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:34406971,
	title = {Correction: The Einstein Relation for Random Walks on Graphs},
	url = {https://m2.mtmt.hu/api/publication/34406971},
	author = {Telcs, András},
	doi = {10.1007/s10955-023-03200-9},
	journal-iso = {J STAT PHYS},
	journal = {JOURNAL OF STATISTICAL PHYSICS},
	volume = {190},
	unique-id = {34406971},
	issn = {0022-4715},
	year = {2023},
	eissn = {1572-9613},
	orcid-numbers = {Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:34167999,
	title = {The Einstein Relation for RandomWalks on Graphs},
	url = {https://m2.mtmt.hu/api/publication/34167999},
	author = {Telcs, András},
	journal-iso = {J STAT PHYS},
	journal = {JOURNAL OF STATISTICAL PHYSICS},
	volume = {190},
	unique-id = {34167999},
	issn = {0022-4715},
	year = {2023},
	eissn = {1572-9613},
	orcid-numbers = {Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:34167230,
	title = {CCDH: Complexity based Causal Discovery of Hidden common cause in time series},
	url = {https://m2.mtmt.hu/api/publication/34167230},
	author = {Stippinger, Marcell and Varga, Bálint and Benkő, Zsigmond and Fabó, Dániel and Erőss, Loránd and Somogyvári, Zoltán and Telcs, András},
	doi = {10.1016/j.chaos.2023.114054},
	journal-iso = {CHAOS SOLITON FRACT},
	journal = {CHAOS SOLITONS & FRACTALS},
	volume = {176},
	unique-id = {34167230},
	issn = {0960-0779},
	year = {2023},
	eissn = {1873-2887},
	orcid-numbers = {Stippinger, Marcell/0000-0002-9954-8089; Varga, Bálint/0000-0001-5025-8518; Fabó, Dániel/0000-0001-5141-5351; Erőss, Loránd/0000-0002-5796-5546; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:33768094,
	title = {Gintropic scaling of scientometric indexes},
	url = {https://m2.mtmt.hu/api/publication/33768094},
	author = {Biró, Tamás Sándor and Telcs, András and Józsa, Máté and Néda, Z.},
	doi = {10.1016/j.physa.2023.128717},
	journal-iso = {PHYSICA A},
	journal = {PHYSICA A - STATISTICAL MECHANICS AND ITS APPLICATIONS},
	volume = {618},
	unique-id = {33768094},
	issn = {0378-4371},
	year = {2023},
	eissn = {1873-2119},
	orcid-numbers = {Biró, Tamás Sándor/0000-0001-6188-8478; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:33682461,
	title = {Causal Discovery of Stochastic Dynamical Systems: A Markov Chain Approach},
	url = {https://m2.mtmt.hu/api/publication/33682461},
	author = {Stippinger, Marcell and Bencze, Attila István and Zlatniczki, Ádám and Somogyvári, Zoltán and Telcs, András},
	doi = {10.3390/math11040852},
	journal-iso = {MATHEMATICS-BASEL},
	journal = {MATHEMATICS},
	volume = {11},
	unique-id = {33682461},
	year = {2023},
	eissn = {2227-7390},
	orcid-numbers = {Stippinger, Marcell/0000-0002-9954-8089; Zlatniczki, Ádám/0000-0003-3088-441X; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:32836596,
	title = {University leagues alongside rankings},
	url = {https://m2.mtmt.hu/api/publication/32836596},
	author = {Banász, Zsuzsanna and Kosztyán, Zsolt Tibor and Csányi, Vivien Valéria and Telcs, András},
	doi = {10.1007/s11135-022-01374-0},
	journal-iso = {QUAL QUANT},
	journal = {QUALITY AND QUANTITY: INTERNATIONAL JOURNAL OF METHODOLOGY},
	volume = {57},
	unique-id = {32836596},
	issn = {0033-5177},
	year = {2023},
	eissn = {1573-7845},
	pages = {721-736},
	orcid-numbers = {Banász, Zsuzsanna/0000-0003-4609-9504; Kosztyán, Zsolt Tibor/0000-0001-7345-8336; Csányi, Vivien Valéria/0000-0001-8120-3907; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:33851049,
	title = {Ccdh: Complexity Based Causal Discovery of Hidden Common Cause (and Other Beasts) in Time Series},
	url = {https://m2.mtmt.hu/api/publication/33851049},
	author = {Varga, Bálint and Stippinger, Marcell and Benkő, Zsigmond and Fabó, Dániel and Halász, Péter and Erőss, Loránd and Somogyvári, Zoltán and Telcs, András},
	doi = {10.2139/ssrn.4294786},
	journal-iso = {SOC SCI RES NETW (SSRN)},
	journal = {SOCIAL SCIENCE RESEARCH NETWORK: SSRN},
	volume = {2022},
	unique-id = {33851049},
	year = {2022},
	eissn = {1556-5068},
	orcid-numbers = {Fabó, Dániel/0000-0001-5141-5351; Erőss, Loránd/0000-0002-5796-5546; Telcs, András/0000-0002-3205-3081}
}

@article{MTMT:33620208,
	title = {A Note on Representational Understanding},
	url = {https://m2.mtmt.hu/api/publication/33620208},
	author = {Jakovác, Antal and Telcs, András},
	doi = {10.3390/e24091313},
	journal-iso = {ENTROPY-SWITZ},
	journal = {ENTROPY},
	volume = {24},
	unique-id = {33620208},
	year = {2022},
	eissn = {1099-4300},
	orcid-numbers = {Telcs, András/0000-0002-3205-3081}
}