| Optimizing sparse mean reverting portfolios IR Sipos, J Levendovszky Algorithmic Finance 2 (2), 127-139, 2013 | 13 | 2013 |
| Parallel optimization of sparse portfolios with AR-HMMs IR Sipos, A Ceffer, J Levendovszky Computational Economics 49 (4), 563-578, 2017 | 9 | 2017 |
| Optimizing sparse mean reverting portfolios with AR-HMMs in the presence of secondary effects IR Sipos, J Levendovszky Periodica Polytechnica Electrical Engineering and Computer Science 59 (1), 1-8, 2015 | 8 | 2015 |
| Parallel stratified MCMC sampling of AR-HMMs for stochastic time series prediction IR Sipos 4th Stochastic Modeling Techniques and Data Analysis International …, 2016 | 4 | 2016 |
| High frequency trading with Hidden Markov Models by using clustering and PPCA algorithms IR Sipos, J Levendovszky 15th Applied Stochastic Models and Data Analysis (ASMDA2013), 67-80, 2013 | 4 | 2013 |
| Parallel MCMC sampling of AR-HMMs for prediction based option trading IR Sipos, A Ceffer, G Horváth, J Levendovszky Algorithmic Finance 8 (Preprint), 47-55, 2019 | 2 | 2019 |
| Understand cancer with Simulated Cells™ IR Sipos, T ai Compass Tech Summit / Reinforce AI (Budapest, Hungary), 2023 | | 2023 |
| Árazás kvantum lehűtéssel IR Sipos Pro Scientia Aranyérmesek XIII. Konferenciája, 2016 | | 2016 |
| Real-time stochastic portfolio optimization IR Sipos Budapesti Műszaki és Gazdaságtudományi Egyetem, 2015 | | 2015 |
| High school performance in group context: an agent-based simulation Z Boda, IR Sipos NetSci 2011, The International School and Conference on Network Science, 2011 | | 2011 |
| Algoritmikus kereskedés mean-reverting portfóliók identifikálásával IR Sipos Magyar Innovációs TechShow kiállítás, 2011 | | 2011 |
