ODT - THESIS TOPIC: János Levendovszky: Stochastic models and statistical ...


	Login Forum Organisation officers member institutions resolutions (in Hung.) by-laws (in Hung.) regulations Doctoral program doctoral schools by institution by research field by number ceased working academic staff member by name by research topic archives thesis topic proposals by doctoral school by research field by research topic supervision of PhD students search students Theses defended by institution by research field by name by date by doctoral school Naturalized degrees by institution by research field by name by date Habilitation presentations by institution by branch of science by name Documents (all in Hung.) public documents news legal backgrounds guidelines Contacts contact details partners

Thesis topic proposal

Stochastic models and statistical estimations for algorithmic trading

THESIS TOPIC PROPOSAL

Institute: Budapest University of Technology and Economics
computer sciences
Doctoral School of Informatics

Thesis supervisor: János Levendovszky
Location of studies (in Hungarian): Department of Networked Systems and Services
Abbreviation of location of studies: HIT

Description of the research topic:

Modelling of financial time series with Lévy processes and autoregressive hidden Markov processes. Algorithms of high frequency trading with estimation of the conditional distribution. Optimization of portfolio applying cardinal constraint. Implementation of algorithms on GPGPU architectures.

Required language skills: English
Number of students who can be accepted: 1

Deadline for application: 2016-06-20

2024. IV. 17.
ODT ülés
Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).