| 2025 | Effective Convergence Trading of Sparse, Mean Reverting Portfolios | Rácz, Attila |
| 2024 | Improved Sparse Mean Reverting Portfolio Selection Using Simulated Annealing and Extreme Learning Machine | Rácz, Attila |
| 2023 | Quantum advantage of Monte Carlo option pricing | Udvarnoki, Zoltán |
| 2021 | Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction | Racz, Attila |
| 2018 | Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading | Ceffer, A |
| 2018 | Trading by estimating the quantized forward distribution | Ceffer, A |
| 2017 | On partial sorting in restricted rounds | Ivanyi, Antal |
| 2016 | Applying ICA and NARX networks for algorithmic trading | Ceffer, Attila |
| 2014 | Polynomial Time Heuristic Optimization Methods Applied to Problems in Computational Finance | Fogarasi, Norbert |
| 2013 | Improvements to the Hopfield Neural Network Solution of the Total Weighted Tardiness Scheduling Problem | Kálmán, Tornai |
