László Gerencsér Address: MTA SZTAKI,  H-1111 Budapest  Kende 13-17, Hungary Phone:  (36-1)  279-6138 Fax: (36-1) 466-7503 E-mail: gerencser@sztaki.hu

Research interest

• Statistical properties of linear stochastic systems
• Financial mathematics
• Hidden-Markov processes
• Randomization methods in optimization

Stochastic control

Recent publications

Teaching

• Hidden Markov Models
• Linear Stochastic Systems
• Models of financial markets
• Information theory

• Professional
• Personal

gerencser@sztaki.hu.