Attila Ceffer

Attila Ceffer

Ph.D. student

Main fileds of interests

  • Algorithmic trading
  • Financial mathematics
  • Intelligent systems
  • C++ & GPGPU development

Short CV

M.Sc. degree in Software Engineering, summa cum laude

2012 - 2015

Budapest University of Technology and Economics.
Major: Intelligent systems
Master Thesis: Analysis of financial time series and algorithmic trading

B.Sc. degree in Software Engineering

2012 - 2015

Budapest University of Technology and Economics.
Major: Media technologies
Thesis: Analysis of financial time series and electronic trading

Selected publications

  • SIPOS, I. Róbert; CEFFER, Attila; LEVENDOVSZKY, János. Parallel optimization of sparse portfolios with AR-HMMs.
    Computational Economics, Online First.
    DOI

  • CEFFER, Attila; LEVENDOVSZKY, János; FOGARASI, Norbert. Applying ICA and NARX networks for algorithmic trading.
    Presented at ISCEF 2016.
    PDF

  • CEFFER, Attila; LEVENDOVSZKY, János. Kolmogorov-Smirnov test for keystroke dynamics based user authentication.
    Presented at CINTI 2016.
    DOI

  • CEFFER, Attila; LEVENDOVSZKY, János. Trading by estimating the forward distribution using quantization and volatility information.
    Presented at FMND 2017.
    PDF

  • CEFFER, Attila; LEVENDOVSZKY, János; FOGARASI Norbert. Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading.
    Computational Economics
    Read online

Education