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personal data approved: 2016. IV. 08.
Personal data
name Csaba Fábián
year of birth 1958
name of institution
doctoral school
ELTE Doctoral School of Mathematics (Academic staff member)
PE Doctoral School of Information Science and Technology (Academic staff member)
accreditation statement submitted to: Eötvös Loránd University, Budapest
Contact details
E-mail address fabiancs.elte.hu
phone number +36 1 381-2148
own web page
Academic title
scientific degree, title Ph.D.
year degree was obtained 1999
discipline to which degree belongs mathematics and computing
institution granting the degree ELTE (to be translated)
Employment
2006 - Kecskeméti Főiskola (research institute, not university)
other (not specified) (főiskolai tanár)
Thesis topic supervisor
number of doctoral students supervised until now 1.5
number of students who fulfilled course requirements 0.5
students who obtained their degrees:
(50%) Christian Wolf PhD 2013  

completed course requirement, without degree or degree granting in process:
(50%) Márton Frits (PhD) 2016/01  DSIST-PE
  Thesis topic proposals
Research
research area information systems, risk management, stochastic programming
research field in which current research is conducted computer sciences
mathematics and computing
Publications
2015

C I Fábián, C Wolf, A Koberstein, L Suhl: Risk-averse optimization in two-stage stochastic models: computational aspects and a study, SIAM JOURNAL ON OPTIMIZATION 25:
type of document: Journal paper/Article
number of independent citations: 9
language: English
DOI 
2014

C Wolf, C I Fábián, A Koberstein, L Suhl: Applying oracles of on-demand accuracy in two-stage stochastic programming - a computational study, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 239: pp. 437-448.
type of document: Journal paper/Article
impact factor: 2.038**
language: English
DOI 
2012

V Zverovich, C I Fábián, F Ellison, G Mitra: A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition, MATHEMATICAL PROGRAMMING COMPUTATION 4: (3) pp. 211-238.
type of document: Journal paper/Article
number of independent citations: 15
language: English
DOI 
2011

Fábián C I, Mitra G, Roman D: Processing second-order stochastic dominance models using cutting-plane representations, MATHEMATICAL PROGRAMMING 130: (1)
type of document: Journal paper/Article
number of independent citations: 38
language: English
DOI 
2011

Fábián C I, Mitra G, Roman D, Zverovich V: An enhanced model for portfolio choice with SSD criteria: a constructive approach, QUANTITATIVE FINANCE 11: (10)
type of document: Journal paper/Article
number of independent citations: 22
language: English
DOI 
2008

Fábián C I: Handling CVaR objectives and constraints in two-stage stochastic models, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 191: (3)
type of document: Journal paper/Article
number of independent citations: 39
language: English
DOI 
2008

C I Fábián, A Veszprémi: Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance, JOURNAL OF RISK 10: pp. 111-131.
type of document: Journal paper/Article
number of independent citations: 13
language: English
2007

Fábián C I, Szőke Z: Solving two-stage stochastic programming problems with level decomposition, COMPUTATIONAL MANAGEMENT SCIENCE 4: (4)
type of document: Journal paper/Article
number of independent citations: 27
language: English
DOI 
2002

Fabian CI, Prekopa A, Ruf Fiedler O: On a Dual Method For a Specially Structured Linear Programming Problem With Application to Stochastic Programming, OPTIMIZATION METHODS & SOFTWARE 17: (3)
type of document: Journal paper/Article
number of independent citations: 1
language: English
DOI 
2000

Fábián C I: Bundle-type methods for inexact data, CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH 8:
type of document: Journal paper/Article
number of independent citations: 20
language: English
Number of independent citations to these publications:184 
Scientometric data
Saját közlemény- és idézőlista list of publications and citations
number of scientific publications that meet accreditation criteria:
18
number of scientific publications:
36
monographs and professional books:
0
monographs/books in which chapters/sections were contributed:
1 
art/engineering creative works:
0
scientific publications published abroad that meet the accreditation criteria:
10
publications not in Hungarian, published in Hungary, meeting the accreditation criteria:
2
number of independent citations to scientific publications and creative works:
204

 
All rights reserved © 2007, Hungarian Doctoral Council. Doctoral Council registration number at commissioner for data protection: 02003/0001. Program version: 1.2318 ( 2016. XI. 26. )