Adám Zlatniczki

Adám Zlatniczki
Magyar Tudományos Akadémia Wigner Fizikai Kutatóközpont · Department of Computational Sciences

Master of Science

About

7
Publications
1,111
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1
Citation
Citations since 2016
6 Research Items
1 Citation
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Education
September 2015 - August 2018
September 2013 - June 2015
Budapest University of Technology and Economics
Field of study
  • Business informatics
September 2009 - June 2013
Budapest University of Technology and Economics
Field of study
  • Computer engineering

Publications

Publications (7)
Article
Full-text available
This work is about observational causal discovery for deterministic and stochastic dynamic systems. We explore what additional knowledge can be gained by the usage of standard conditional independence tests and if the interacting systems are located in a geodesic space.
Preprint
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Any portfolio that has low risk, positive trend, and behaves predictably is naturally a good portfolio. Assuming that cumulative portfolio returns follow a fractional Brownian motion, the minimum fractal dimension portfolio satisfies such good properties. In this paper we apply fractal theory to portfolio optimization to find the minimum fractal di...
Preprint
Full-text available
Supplementary Information to Exact Inference of Causal Relation in Dynamical Systems
Preprint
Full-text available
Exact Inference of Causal Relations in Dynamical Systems From philosophers of ancient times to modern economists, biologists and other researchers are engaged in revealing causal relations. The most challenging problem is inferring the type of the causal relationship: whether it is uni- or bi-directional or only apparent - implied by a hidden comm...
Article
Full-text available
We conjecture that in highly developed economies business cycles show positive feedback mechanism in which the households amplify the crises by refraining to replace old durable goods to new ones. On the one hand, families do not suffer much if they stop buying new consumer durables, such as automobiles, the example we use in this paper, because it...
Conference Paper
Full-text available
One significant field of modern finance is the construction of optimal investment strategies. Investors require methods that help them in the diversification of their portfolio of stocks such that it becomes optimal under some kind of objective function and a set of constraints. The objective function usually involves the expected value or the risk...
Article
Full-text available
Determining the value of the residues of crops grown on arable land is a non-trivial task, depending much on how it is defined. In this paper the value of residues is considered to be the savings achieved on the total expense of artificial fertilizer distribution by returning the residues into the soil. A general linear programming approach is pres...

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