I. Róbert Sipos

Publication Activity (10 Years)

Years Active: 2013-2019
Publications (10 Years): 1

Top Topics

Posterior Distribution

Compressive Sensing

Markov Chain Monte Carlo Sampling

Top Venues

Algorithmic Finance

Publications

I. Róbert Sipos, Attila Ceffer, Gábor Horváth, János Levendovszky
Parallel MCMC sampling of AR-HMMs for prediction based option trading. Algorithmic Finance 8 (1-2) (2019)
I. Róbert Sipos, János Levendovszky
Optimizing sparse mean reverting portfolios. Algorithmic Finance 2 (2) (2013)