Norbert Fogarasi

From MaRDI portal
Person:2013878

Available identifiers

zbMath Open fogarasi.norbertMaRDI QIDQ2013878

List of research outcomes





PublicationDate of PublicationType
Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction2024-04-30Paper
On partial sorting in restricted rounds2017-08-09Paper
https://portal.mardi4nfdi.de/entity/Q29355182014-12-30Paper
Sparse, mean reverting portfolio selection using simulated annealing2014-06-13Paper
Improved parameter estimation and simple trading algorithm for sparse, mean reverting port\-folios2012-07-12Paper

Research outcomes over time

This page was built for person: Norbert Fogarasi

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:2013878&oldid=6557172"
Powered by MediaWiki