Optimizing sparse mean reverting portfolios. - I. Róbert Sipos; János Levendovszky (Algorithmic Finance, 2013)

Real-Time Stochastic Portfoilo Optimization - I. Róbert Sipos (2016)

Parallel MCMC sampling of AR-HMMs for prediction based option trading. - I. Róbert Sipos; Attila Ceffer; Gábor Horváth 002; János Levendovszky (Algorithmic Finance, 2019)