I. Róbert Sipos

According to our database1, I. Róbert Sipos authored at least 3 papers between 2013 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2019
Parallel MCMC sampling of AR-HMMs for prediction based option trading.
Algorithmic Finance, 2019

2016
Real-Time Stochastic Portfoilo Optimization
PhD thesis, 2016

2013
Optimizing sparse mean reverting portfolios.
Algorithmic Finance, 2013


  Loading...