I am a mathematician working in probability theory and financial mathematics. My fields of interest include online learning algorithms fed with dependent data.
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Alfréd Rényi Institute of Mathematics
- Budapest
- www.linkedin.com/in/attila-lovas
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Trading-With-Threshold-Strategies
Trading-With-Threshold-Strategies PublicOnline simulation section for Ergodic Aspects of Trading With-Threshold-Strategies (arXiv:2111.14708v2)
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