Tamás Szántai

Budapest University of Technology and Economics — Hungary

Decision Sciences · Social Sciences

15h-index775citations57works0.02yr avg
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Research Topics

Risk and Portfolio Optimization(12), Bayesian Modeling and Causal Inference(11), Financial Risk and Volatility Modeling(7), Probabilistic and Robust Engineering Design(7), Statistical Distribution Estimation and Applications(6)

Publications57 total

Random Descent Steps in a Probability Maximization Scheme
Journal of Optimization Theory and Applications·2025Open Access
Approximation of Multivariate Probability Integrals
Encyclopedia of Optimization·2024
A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
Annals of Operations Research·2019· 3 citedOpen Access
Emlékezés professzor Prékopa András akadémikusra, halálának első évfordulóján
Magyar Tudomány·2017
On the connection between cherry-tree copulas and truncated R-vine copulas
Kybernetika·2017· 3 citedOpen Access
On the connection between cherry-tree copulas and truncated R-vine\n copulas
arXiv (Cornell University)·2016Open Access
Hypergraphs in the characterization of regular vine copula structures
arXiv (Cornell University)·2016· 5 citedOpen Access
Discovering a junction tree behind a Markov network by a greedy algorithm
Optimization and Engineering·2013· 15 citedOpen Access
Discovering the Markov network structure
arXiv (Cornell University)·2013· 1 citedOpen Access
Cluster analysis by exploiting conditional independences
2013
Editorial
Central European Journal of Operations Research·2013Open Access
Computing bounds for the probability of the union of events by different methods
Annals of Operations Research·2012· 14 cited
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)
Annals of Operations Research·2012· 1 cited
On the binomial tree method and other issues in connection with pricing Bermudan and American options
Quantitative Finance·2012· 4 cited
A probabilistic classification method based on conditional independences
Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae Sectio computatorica·2012Open Access
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
Annals of Operations Research·2011· 3 cited
Vine copulas as a mean for the construction of high dimensional probability distribution associated to a Markov Network
arXiv (Cornell University)·2011· 2 citedOpen Access
Hypergraphs as a mean of discovering the dependence structure of a discrete multivariate probability distribution
Annals of Operations Research·2010· 24 cited
Multivariate Copula Expressed by Lower Dimensional Copulas
arXiv (Cornell University)·2010· 1 citedOpen Access
Application Of t-Cherry Junction Trees in Pattern Recognition
SHILAP Revista de lepidopterología·2010· 4 citedOpen Access
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Frequent Co-authors

Edith Kovács(12), András Prékopa(6), József Bukszár(4), István Deák(3), Jitka Dupačová(2), Alexei A. Gaivoronski(2), Horand I. Gassmann(2), A. Habib(2), András Bakó(2), László Gáspár(2), René Henrion(2), A. A. Gouda(2), Zdeněk Kos(1), Ashraf A. Gouda(1), Jianmin Long(1), Gergely Mádi-Nagy(1), Emil Klafszky(1), Z. Kos(1), Zs. Harnos(1), Sándor Komlósi(1)