| Sparse, mean reverting portfolio selection using simulated annealing N Fogarasi, J Levendovszky Algorithmic Finance 2 (3-4), 197-211, 2013 | 31 | 2013 |
| A simplified approach to parameter estimation and selection of sparse, mean reverting portfolios N Fogarasi, J Levendovszky Periodica Polytechnica 56 (1), 21-28, 2012 | 10 | 2012 |
| Applying independent component analysis and predictive systems for algorithmic trading A Ceffer, J Levendovszky, N Fogarasi Computational Economics 54, 281-303, 2019 | 8 | 2019 |
| Improved parameter estimation and simple trading algorithm for sparse, mean-reverting portfolios N Fogarasi, J Levendovszky Annales Univ. Sci. Budapest., Sect. Comp 37, 121-144, 2012 | 8 | 2012 |
| A novel Hopfield neural network approach for minimizing total weighted tardiness of jobs scheduled on identical machines N Fogarasi, K Tornai, J Levendovszky arXiv preprint arXiv:1208.4583, 2012 | 5 | 2012 |
| Trading by estimating the quantized forward distribution A Ceffer, N Fogarasi, J Levendovszky Applied Economics 50 (59), 6397-6405, 2018 | 4 | 2018 |
| On partial sorting in restricted rounds A Iványi, N Fogarasi Acta Universitatis Sapientiae, Informatica 9 (1), 17-34, 2017 | 2 | 2017 |
| Improvements to the hopfield neural network solution of the TWT scheduling problem K Tornai, N Fogarasi, J Levendovszky Periodica Polytechnica Electrical Engineering and Computer Science 57 (2), 57-64, 2013 | 2 | 2013 |
| Trading sparse, mean reverting portfolios using VAR (1) and LSTM prediction A Rácz, N Fogarasi Acta Universitatis Sapientiae, Informatica 13 (2), 288-302, 2021 | 1 | 2021 |
| Applying ICA and NARX networks for algorithmic trading A Ceffer, J Levendovszky, N Fogarasi | 1 | 2016 |
| Combinatorial methods for solving the generalized eigenvalue problem with cardinality constraint for mean reverting trading N Fogarasi, J Levendovszky Zoltán Csörnyei (Ed.), 43, 2012 | 1 | 2012 |
| Polynomial time heuristic optimization methods applied to problems in computational finance N Fogarasi Budapesti Műszaki és Gazdaságtudományi Egyetem, 2014 | | 2014 |
| Informatica-Contents of Volume 4, Number 1, 2012. T Gregorics, L László, V Sargsyan, N Fogarasi, K Tornai, J Levendovszky, ... Acta Universitatis Sapientiae 4 (1), 119-129, 2012 | | 2012 |
| ARTICLE TEMPLATE A Ceffer, N Fogarasi, J Levendovszky | | |
János LevendovszkyBudapest University of Technology and EconomicsVerified email at hit.bme.hu
