Miklós Rásonyi

31 papers Journal 27Unranked 4
YearRankTypeTitle / Venue / Authors
2025 J jnl
On the strong stability of ergodic iterations.
J. Appl. Probab.
László Györfi, Attila Lovas, Miklós Rásonyi
2024 J jnl
Ergodic aspects of trading with threshold strategies.
Ann. Oper. Res.
Attila Lovas, Miklós Rásonyi
2024 J jnl
Short Communication: Utility-Based Acceptability Indices.
SIAM J. Financial Math.
Marcin Pitera, Miklós Rásonyi
2023 J jnl
Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms.
SIAM J. Math. Data Sci.
Attila Lovas, Iosif Lytras, Miklós Rásonyi, Sotirios Sabanis
2022 J jnl
Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics.
CoRR
Attila Lovas, Miklós Rásonyi
2021 J jnl
Ergodic theorems for queuing systems with dependent inter-arrival times.
Oper. Res. Lett.
Attila Lovas, Miklós Rásonyi
2021 J jnl
On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case.
SIAM J. Math. Data Sci.
Ngoc Huy Chau, Éric Moulines, Miklós Rásonyi, Sotirios Sabanis, Ying Zhang
2020 J jnl
Risk-Neutral Pricing for Arbitrage Pricing Theory.
J. Optim. Theory Appl.
Laurence Carassus, Miklós Rásonyi
2020 J jnl
Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms.
CoRR
Attila Lovas, Iosif Lytras, Miklós Rásonyi, Sotirios Sabanis
2019 J jnl
On the Poisson Equation of Parameter-Dependent Markov Chains.
CoRR
Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi
2019 — conf
Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework.
CDC
Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi
2019 J jnl
Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning in the Big Data Regime.
CoRR
Huy N. Chau, Miklós Rásonyi
2019 J jnl
Trading Fractional Brownian Motion.
SIAM J. Financial Math.
Paolo Guasoni, Zsolt Nika, Miklós Rásonyi
2018 J jnl
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach.
Math. Methods Oper. Res.
Romain Blanchard, Laurence Carassus, Miklós Rásonyi
2017 J jnl
Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions.
SIAM J. Control. Optim.
Huy N. Chau, Miklós Rásonyi
2016 J jnl
Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models.
Math. Oper. Res.
Laurence Carassus, Miklós Rásonyi
2015 J jnl
Fragility of arbitrage and bubbles in local martingale diffusion models.
Finance Stochastics
Paolo Guasoni, Miklós Rásonyi
2015 J jnl
Optimal Investment with Nonconcave Utilities in Discrete-Time Markets.
SIAM J. Financial Math.
Miklós Rásonyi
2013 J jnl
Topographic implementation of particle filters on cellular processor arrays.
Signal Process.
András Horváth, Miklós Rásonyi
2012 J jnl
Implementation of cellular genetic algorithms on a CNN chip: Simulations and experimental results.
Int. J. Circuit Theory Appl.
András Horváth, Miklós Rásonyi
2012 J jnl
On long-term arbitrage opportunities in Markovian models of financial markets.
Ann. Oper. Res.
Martin Le Doux Mbele Bidima, Miklós Rásonyi
2012 J jnl
The fundamental theorem of asset pricing under transaction costs.
Finance Stochastics
Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi
2009 J jnl
Rehabilitating Fractal Models in Finance.
ERCIM News
Miklós Rásonyi
2007 J jnl
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do.
Math. Oper. Res.
Laurence Carassus, Miklós Rásonyi
2006 J jnl
Convergence of Utility Indifference Prices to the Superreplication Price.
Math. Methods Oper. Res.
Laurence Carassus, Miklós Rásonyi
2005 — conf
Log-optimal currency portfolios and control Lyapunov exponents.
CDC/ECC
László Gerencsér, Miklós Rásonyi, Csaba Szepesvári, Zsuzsanna Vágó
2004 — conf
Controlled Lyapunov-exponents with applications.
CDC
László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó
2003 — conf
Controlled Lyapunov-exponents in optimization and finance.
ECC
László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó
2003 J jnl
Equivalent martingale measures for large financial markets in discrete time.
Math. Methods Oper. Res.
Miklós Rásonyi
2003 J jnl
On the closedness of sums of convex cones in
Finance Stochastics
Yuri Kabanov, Miklós Rásonyi, Christophe Stricker
2002 J jnl
No-arbitrage criteria for financial markets with efficient friction.
Finance Stochastics
Yuri Kabanov, Miklós Rásonyi, Christophe Stricker