TY - JOUR AU - Zlatniczki, Ádám AU - Telcs, András TI - Application of Portfolio Optimization to Achieve Persistent Time Series JF - JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS J2 - J OPTIMIZ THEORY APP PY - 2024 PG - 23 SN - 0022-3239 DO - 10.1007/s10957-024-02426-1 UR - https://m2.mtmt.hu/api/publication/34795866 ID - 34795866 N1 - Department of Computer Science and Information Theory, Budapest University of Technology and Economics, Budapest, Hungary Ericsson Hungary, Budapest, Hungary Department for Computational Sciences, Wigner Research Centre for Physics, Budapest, Hungary Department of Quantitative Methods, University of Pannonia, Veszprem, Hungary Export Date: 22 April 2024 Correspondence Address: Zlatniczki, A.; Department of Computer Science and Information Theory, Hungary; email: adam.zlatniczki@cs.bme.hu AB - 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. LA - English DB - MTMT ER - TY - JOUR AU - Radeleczki, Balázs AU - Nagy, Noémi AU - Percze-Mravcsik, Mariann AU - Szemerédi, Péter AU - Futó, Márton AU - Ware, Lara AU - Fehér, Melinda AU - Klauber, András AU - Cserháti, Péter AU - Laczkó, József AU - Zólyominé Botzheim, Lilla TI - A hibrid FES-kerékpározó terápia szerepe részleges gerincvelősérültek rehabilitációjában – esettanulmány JF - REHABILITÁCIÓ: A MAGYAR REHABILITÁCIÓS TÁRSASÁG FOLYÓIRATA J2 - REHABILITÁCIÓ VL - 34 PY - 2024 IS - 1 SP - 10 EP - 17 PG - 8 SN - 0866-479X UR - https://m2.mtmt.hu/api/publication/34773271 ID - 34773271 LA - Hungarian DB - MTMT ER - TY - JOUR AU - Biró, Tamás Sándor AU - Telcs, András AU - Jakovác, Antal TI - Analogies and Relations between Non-Additive Entropy Formulas and Gintropy JF - ENTROPY J2 - ENTROPY-SWITZ VL - 26 PY - 2024 IS - 3 PG - 9 SN - 1099-4300 DO - 10.3390/e26030185 UR - https://m2.mtmt.hu/api/publication/34765018 ID - 34765018 N1 - Export Date: 29 April 2024 LA - English DB - MTMT ER - TY - DATA AU - Kurbucz, Marcell Tamás TI - Global Trading Network of COVID-19 Medical Products Between 2019 and 2020 PY - 2024 DO - 10.17632/b7svp82sdj UR - https://m2.mtmt.hu/api/publication/34761968 ID - 34761968 N1 - Mendeley Data LA - English DB - MTMT ER - TY - DATA AU - Kurbucz, Marcell Tamás AU - Katona, Attila Imre TI - Distance Calculator for the Different Levels of European NUTS Regions PY - 2024 DO - 10.17632/hvjzvpfgbp UR - https://m2.mtmt.hu/api/publication/34761967 ID - 34761967 N1 - Mendeley Data LA - English DB - MTMT ER - TY - DATA AU - Kurbucz, Marcell Tamás TI - Panel Data Generated from Governance, Trade, and Competitiveness Indicators of World Bank Group Platforms PY - 2024 DO - 10.17632/jwkk44trj3 UR - https://m2.mtmt.hu/api/publication/34761965 ID - 34761965 N1 - Mendeley Data LA - English DB - MTMT ER - TY - JOUR AU - Morse, Gregory AU - Rybotycki, Tomasz AU - Kaposi, Ágoston AU - Kolarovszki, Zoltán AU - Stojčić, Uroš AU - Kozsik, Tamás AU - Mencer, Oskar AU - Oszmaniec, Michał AU - Zimborás, Zoltán AU - Rakyta, Péter TI - High performance Boson sampling simulation via data-flow engines JF - NEW JOURNAL OF PHYSICS J2 - NEW J PHYS VL - 26 PY - 2024 IS - 3 PG - 17 SN - 1367-2630 DO - 10.1088/1367-2630/ad313b UR - https://m2.mtmt.hu/api/publication/34750423 ID - 34750423 AB - Boson sampling (BS) is viewed to be an accessible quantum computing paradigm to demonstrate computational advantage compared to classical computers. In this context, the evolution of permanent calculation algorithms attracts a significant attention as the simulation of BS experiments involves the evaluation of vast number of permanents. For this reason, we generalize the Balasubramanian–Bax–Franklin–Glynn permanent formula, aiming to efficiently integrate it into the BS strategy of Clifford and Clifford (2020 Faster classical boson sampling). A reduction in simulation complexity originating from multiplicities in photon occupation was achieved through the incorporation of a n-ary Gray code ordering of the addends during the permanent evaluation. Implementing the devised algorithm on FPGA-based data-flow engines, we leverage the resulting tool to accelerate boson sampling simulations for up to 40 photons. Drawing samples from a 60-mode interferometer, the achieved rate averages around 80 s per sample, employing 4 FPGA chips. The developed design facilitates the simulation of both ideal and lossy boson sampling experiments. LA - English DB - MTMT ER - TY - JOUR AU - Trényi, Róbert AU - Lukács, Árpád László AU - Horodecki, Paweł AU - Horodecki, Ryszard AU - Vértesi, Tamás AU - Tóth, Géza TI - Activation of metrologically useful genuine multipartite entanglement JF - NEW JOURNAL OF PHYSICS J2 - NEW J PHYS VL - 26 PY - 2024 IS - 2 PG - 18 SN - 1367-2630 DO - 10.1088/1367-2630/ad1e93 UR - https://m2.mtmt.hu/api/publication/34598185 ID - 34598185 N1 - Export Date: 07 March 2024 AB - We consider quantum metrology with several copies of bipartite and multipartite quantum states. We characterize the metrological usefulness by determining how much the state outperforms separable states. We identify a large class of entangled states that become maximally useful for metrology in the limit of large number of copies, even if the state is weakly entangled and not even more useful than separable states. This way we activate metrologically useful genuine multipartite entanglement. Remarkably, not only that the maximally achievable metrological usefulness is attained exponentially fast in the number of copies, but it can be achieved by the measurement of few simple correlation observables. We also make general statements about the usefulness of a single copy of pure entangled states. We surprisingly find that the multiqubit states presented in Hyllus et al (2010 Phys. Rev. A 82 012337), which are not useful, become useful if we embed the qubits locally in qutrits. We discuss the relation of our scheme to error correction, and its possible use for quantum metrology in a noisy environment. LA - English DB - MTMT ER - TY - JOUR AU - Lazar, A. AU - Klein, L. AU - Klon-Lipok, J. AU - Bányai, Mihály AU - Orbán, Gergő AU - Singer, W. TI - Paying attention to natural scenes in area V1 JF - ISCIENCE J2 - ISCIENCE VL - 27 PY - 2024 IS - 2 PG - 15 SN - 2589-0042 DO - 10.1016/j.isci.2024.108816 UR - https://m2.mtmt.hu/api/publication/34568240 ID - 34568240 LA - English DB - MTMT ER - TY - JOUR AU - Kosztyán, Zsolt Tibor AU - Király, Ferenc AU - Kurbucz, Marcell Tamás TI - Európai cégek tulajdonosi szerkezetének dinamikus hálózatelemzése JF - KÖZGAZDASÁGI SZEMLE J2 - KÖZGAZDASÁGI SZEMLE VL - 71 PY - 2024 IS - 1 SP - 57 EP - 85 PG - 29 SN - 0023-4346 DO - 10.18414/KSZ.2024.1.57 UR - https://m2.mtmt.hu/api/publication/34498874 ID - 34498874 AB - A társadalmi hálózatok elemzésének módszertanát egyre szélesebb körben alkalmazzák regionális kapcsolatok kialakulásának és fejlődésének modellezésére. Cikkünkben e módszertan, valamint a széleskörűen alkalmazott gravitációs modell segítségével megvizsgáljuk, hogy mely tényezők magyarázzák az európai vállalatok tulajdonosi szerkezetének kialakulását, illetve időbeli változásait. Az elemzés során felhasznált – 2010-től 2018-ig terjedő – adatok az európai vállalatokat tartalmazó Amadeus adatbázisból származnak, amely közel 24 millió vállalat gazdasági és tulajdonosi információit tartalmazza. A vállalati tulajdonosi kapcsolatokat NUTS3- (megyei) szinten aggregáltuk, majd az így meghatározott régiókhoz további földrajzi, technológiai és gazdasági adatokat rendeltünk.* Journal of Economic Literature (JEL) kód: C4, F1, M2, O3. LA - Hungarian DB - MTMT ER -