Items where Author is "Gerencsér, László"
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Number of items: 145.
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| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2013 | Gerencsér, László and Prosdocimi, C and Vágó, Zs Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate |  | Conference or Workshop Item |
| 2013 | Mánfay, Máté and Gerencsér, László Identification of finite dimensional linear stochastic systems driven by Lévy processes | | Conference or Workshop Item |
| 2013 | Mánfay, Máté and Balas, G and Bokor, József and Gerencsér, László Probabilistic μ for rank-one and perturbed rank-one matrices | | Conference or Workshop Item |
| 2013 | Gerencsér, László and Mánfay, Máté Stability of hybrid Lévy systems | | Conference or Workshop Item |
| 2012 | Huang, L and Hjalmarsson, H and Gerencsér, László Adaptive experiment design for ARMAX systems | Conference or Workshop Item | |
| 2012 | Gerencsér, László and Mánfay, Máté and Gerencsér, Balázs Identification of Lévy Systems in Financial Mathematics | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Prosdocimi, C. Change detection for Hidden Markov Models | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Orlovits, Zsanett and Torma, Balázs Recursive estimation of GARCH processes | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Prokaj, Vilmos Recursive identification of continuous-time linear stochastic systems - an off-line approximation | Conference or Workshop Item | |
| 2009-08-23 | Gerencsér, László and Prokaj, Vilmos Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq | Conference or Workshop Item | |
| 2009-07-06 | Rojas, C. R. and Hjalmarsson, H. and Gerencsér, László and Martensson, J. Consistent estimation of real NMP zeros in stable LTI systems of arbitrary complexity | Conference or Workshop Item | |
| 2008 | Gerencsér, László and Matias, Catherine and Vágó, Zsuzsa and Torma, Balázs and Weiss, Béla Self-exciting point processes with applications in finance and medicine | Conference or Workshop Item | |
| 2008 | Gerencsér, László and Prokaj, Vilmos Stability of hybrid linear stochastic systems - a technical tool in recursive identification | Conference or Workshop Item | |
| 2007 | Gerencsér, László and Martensson, Jonas and Hjalmarsson, Hakan Adaptive input design for ARX systems | | Conference or Workshop Item |
| 2007 | Gerencsér, László and Mátyás, Zalán Almost sure and Lq-convergence of the re-initialized BMP scheme | Conference or Workshop Item | |
| 2007 | Gerencsér, László and Mátyás, Zalán Almost sure convergence of the BMP scheme with resetting | Conference or Workshop Item | |
| 2007 | Gerencsér, László and Michaletzky, György and Orlovits, Zsanett On the top-Lyapunov exponent of block-triangular stationary random matrices | Conference or Workshop Item | |
| 2006 | Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György Improved estimation of the exponential stability of the predictive filter in hidden Markov models | Conference or Workshop Item | |
| 2006 | Gerencsér, László A representation theorem for the error of recursive estimators | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Hjalmarsson, H. Adaptive input design in system identification | Conference or Workshop Item | |
| 2005 | Hill, SD and Gerencsér, László and Vágó, ZS Discrete stochastic approximation via simultaneous difference approximations | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs Log-optimal currency portfolios and control Lyapunov exponents | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett Recursive estimation of Hidden Markov models | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Mátyás, Z. and Száz, J. A stochastic feedback system model of a stock exchange | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Molnár-Sáska, Gábor Change detection of Hidden Markov models | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett Change-detection of Hidden Markov models and GARCH processes | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Rásonyi, Miklós and Vágó, ZS Controlled Lyapunov-exponents with applications | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Hill, SD and Vágó, ZS and Vincze, Z. Discrete optimization, SPSA and Markov chain Monte Carlo methods | Conference or Workshop Item | |
| 2004 | Hill, SD and Gerencsér, László and Vágó, ZS Stochastic approximation on discrete sets using simultaneous difference approximations | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Mátyás, Z. A behavioral stock market model | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Mátyás, Z. A system theoretic approach to behavioral finance | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Rásonyi, Miklós and Vágó, ZS Controlled Lyapunov-exponents with application in optimization, finance and biology | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Molnár-Sáska, Gábor Estimation error in adaptive prediction of Hidden Markov processes | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Mátyás, Z. A behavioral feedback model for financial markets | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Mátyás, Z. A prediction-based behavioral model for financial markets | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Hill, SD and Vágó, ZS Discrete optimization, SPSA and Markov Chain Monte Carlo methods | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS New methods for the statistical analysis of Hidden Markov models | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Vágó, ZS and Hjalmarsson, H. Randomization methods in optimization and adaptive control | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Vágó, ZS and Hjalmarsson, H. Randomized iterative feedback tuning | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Michaletzky, György and Reppa, Z. Two-step estimation of misspecified, non-Gaussian ARMA-processes | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor A new method for the analysis of hidden Markov model estimates | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Michaletzky, György and Reppa, Z. A two-step maximum-likelihood identification of non-Gaussian systems | Conference or Workshop Item | |
| 2001 | Gerencsér, László and Hill, SD and Vágó, ZS Discrete optimization via SPSA | Conference or Workshop Item | |
| 2001 | Gerencsér, László and Vágó, ZS The mathematics of noise-free SPSA | Conference or Workshop Item | |
| 2001 | Gerencsér, László and Vágó, ZS A stochastic approximation method for noise-free optimization | Conference or Workshop Item | |
| 2000 | Gerencsér, László and Vágó, Z. SPSA in noise free optimization | Conference or Workshop Item | |
| 2000 | Finesso, L. and Gerencsér, László and Kmecs, I. A recursive randomized EM-algorithm, for estimation under quantization error | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Vágó, ZS Adaptive control of multivariable linear stochastic systems. A strong approximation approach | Conference or Workshop Item | |
| 1999 | Finesso, L. and Gerencsér, László and Kmecs, I. Estimation of parameters from quantized noisy observations | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Michaletzky, György and Rásonyi, Miklós Model uncertainty and performance in option pricing | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Kozmann, GY and Vágó, ZS Non-smooth optimization via SPSA | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Hill, SD and Vágó, ZS Optimization over discrete sets via SPSA | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Vágó, ZS Stochastic approximation for function minimization under quantization error | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Michaletzky, György and Vágó, ZS The algebra of risk-sensitive identification | Conference or Workshop Item | |
| 1999 | Finesso, L. and Gerencsér, László and Kmecs, I. A randomized EM-algorithm for estimating quantized linear Gaussian regression | Conference or Workshop Item | |
| 1999 | Finesso, L. and Gerencsér, László A simple derivation of the HQ order estimator for multivariable stochastic systems | Conference or Workshop Item | |
| 1998 | Gerencsér, László and Michaletzky, György and Vágó, ZS Risk-sensitive identification of ARMA processes | Conference or Workshop Item | |
| 1998 | Gerencsér, László and Kozmann, GY and Vágó, ZS SPSA for non-smooth optimization with application in ECG analysis | Conference or Workshop Item | |
| 1998 | Gerencsér, László SPSA with state-dependent noise - a tool for direct adaptive control | Conference or Workshop Item | |
| 1997 | Gerencsér, László and Lafontaine, S. and Hunter, IW and Hetthéssy, J. and Jones, L. and Vágó, ZS High accuracy stochastic adaptive control with applications to master-slave tele-micro-surgical robots | Conference or Workshop Item | |
| 1997 | Vágó, ZS and Gerencsér, László Parametric uncertainty of an adaptive LQ controller with periodic excitation | Conference or Workshop Item | |
| 1997 | Vágó, ZS and Gerencsér, László Performance of an adaptive LQ controller with periodic excitation | Conference or Workshop Item | |
| 1997 | Gerencsér, László Rate of convergence of moments of Spall's SPSA method | Conference or Workshop Item | |
| 1995 | Gerencsér, László and Rissanen, J. and van Schuppen, JH and Vágó, ZS Parametric uncertainty and control performance in stochastic adaptive control | Conference or Workshop Item | |
| 1995 | Gerencsér, László and van Schuppen, JH and Vágó, ZS and Sétáló, M. Performance of a minimum variance adaptive controller with noise injection | Conference or Workshop Item | |
| 1994 | Gerencsér, László and Michaletzky, György and Ober, R. and Schuppen, JH and Vágó, ZS Balancing for identification and control | Conference or Workshop Item | |
| 1994 | Gerencsér, László and Vágó, ZS and Hunter, IW and Lafontaine, S. and Horváth, A. High sampling rate identification of continuous time system | Conference or Workshop Item | |
| 1994 | Gerencsér, László and Vágó, ZS and Hunter, IW and Lafontaine, S. and Horváth, A. Stochastic complexity in identification of continuous time system | Conference or Workshop Item | |
| 1994 | Gerencsér, László and Schuppen, JH and Rissanen, J. and Vágó, ZS Stochastic complexity, selftuning and optimality | Conference or Workshop Item | |
| 1993 | Gerencsér, László and Rissanen, J. Asymptotics of predictive stochastic complexity | Conference or Workshop Item | |
| 1993 | Gerencsér, László Predictive stochastic complexity associated with fixed gain estimators | Conference or Workshop Item | |
| 1992 | Baikovicius, J. and Gerencsér, László Applications of stochastic complexity and related computational experiments | Conference or Workshop Item | |
| 1992 | Gerencsér, László Fixed gain estimation and tracking | Conference or Workshop Item | |
| 1992 | Gerencsér, László Foundations of fixed gain estimation | Conference or Workshop Item | |
| 1992 | Gerencsér, László A representation theorem for the error of recursive estimators | Conference or Workshop Item |
Book
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2006 | Gerencsér, László Pénzügyi matematika és kockázatanalízis | Book | |
| 2006 | Gerencsér, László and Orlovits, Zsanett System Theory IV. Part I. (Lecture Notes) | | Book |
| 2004 | Gerencsér, László and Mátyás, Z. and Molnár-Sáska, Gábor and Orlovits, Zsanett Statistical theory of non-linear stochastic systems I | Book | |
| 2003 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Tusnády, G. and Vágó, ZS Rejtett Markov modellek III. [Oktatási segédlet] | Book | |
| 2003 | Gerencsér, László and Mátyás, Z. Rendszerelmélet IV. [Oktatási segédlet] | Book | |
| 2003 | Gerencsér, László and Mátyás, Z. Sztochasztikus rendszerek statisztikai elemzése. [Oktatási segédlet] | Book | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS Rejtett Markov modellek II. [Oktatási segédlet] | Book | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS Rejtett Markov modellek III. [Oktatási segédlet] | Book | |
| 2002 | Gerencsér, László and Michaletzky, György and Vágó, ZS Risk sensitive identification of ARMA processes. (TRITA/MAT-02-OS04) | Book | |
| 2001 | Gerencsér, László and Hill, SD and Vágó, ZS Discrete optimization via SPSA. ( Working paper of the Laboratory of Operations Research and Decision Systems, (LORDS) WP 2001-7.) | Book | |
| 2001 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Vágó, ZS Rejtett Markov modellek. Egyetemi jegyzet. (Hidden Markov models. Lecture Notes) | Book |
Thesis
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 1999 | Gerencsér, László Strong approximation methods in the statistical theory of linear stochastic systems | Thesis |
