Norbert Fogarasi
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction Acta Universitatis Sapientiae. Informatica | 2024-04-30 | Paper |
| On partial sorting in restricted rounds Acta Universitatis Sapientiae. Informatica | 2017-08-09 | Paper |
| A novel Hopfield neural network approach for minimizing total weighted tardiness of jobs scheduled on identical machines (available as arXiv preprint) | 2014-12-30 | Paper |
| Sparse, mean reverting portfolio selection using simulated annealing Algorithmic Finance | 2014-06-13 | Paper |
| Improved parameter estimation and simple trading algorithm for sparse, mean reverting port\-folios Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae. Sectio Computatorica | 2012-07-12 | Paper |
Research outcomes over time
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