Budapest University of Technology and Economics — Hungary
Decision Sciences · Social Sciences
3h-index16citations6works0.02yr avg
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Research Topics
Stock Market Forecasting Methods(3), Financial Markets and Investment Strategies(2), Financial Risk and Volatility Modeling(2), Advanced Bandit Algorithms Research(2), Stochastic processes and financial applications(1)
Publications6 total
Algorithmic Finance·2019· 4 cited
Computational Economics·2016· 5 cited
Periodica Polytechnica Electrical Engineering and Computer Science·2015· 6 citedOpen Access
Real-time stochastic portfolio optimization
2015
Algorithmic Finance·2013· 1 citedOpen Access
A középiskolai teljesítmény. Elemzés és modellezés
2010
Frequent Co-authors
János Levendovszky(4), Attila Ceffer(2), Gábor Horváth(1), Zsófia Boda(1)