Publications

GERENCSÉR, L. – MÁTYÁS, Z. – SZÁZ, J.: A stochastic feedback system model of a stock exchange. In: Proceedings of the 44th IEEE Conference on Decision and Control and European Control Conference ECC 2005, Seville, Spain, December 12-15, 2005.

GERENCSÉR, L. – MÁTYÁS, Z.: A system theoretic approach to behavioral finance. In: Proceedings of the 43rd IEEE Conference on Decision and Control, Nassau, The Bahamas, December 14-17, 2004, TuA10.2, pp. 335-339.

GERENCSÉR, L. – MÁTYÁS, Z.: A behavioral stock market model. In: Proceedings of the International Conference on Stochastic Finance, Lisbon, Portugal, September 26-30, 2004 (electronic).

BERLINGER, E. – GERENCSÉR, L. – MÁTYÁS, Z. – RÁSONYI, M.: Analysis of an income contingent student loan system, manuscript, 2004.

GERENCSÉR, L. – MÁTYÁS, Z. – MOLNÁR-SÁSKA, G. – ORLOVITS, ZS.: Statistical theory of non-linear stochastic systems I., electronic lecture notes, 2004.

GERENCSÉR, L. – MÁTYÁS, Z.: A system theoretic approach to behavioral finance. Econometric Time Series Analysis – Methods and Applications, Linz, September 29 – October 1, 2003.

GERENCSÉR, L. – MÁTYÁS, Z.: A prediction-based behavioral model for financial markets. European Control Conference ECC 2003, Cambridge, September 1-4, 2003.

GERENCSÉR, L. – MÁTYÁS, Z.: A behavioral feedback model for financial markets. 11th Mediterranean Conference on Control and Automation, MED'03, T7-103, Rhodes, June 18-20, 2003.

GERENCSÉR L. – MÁTYÁS Z.: Rendszerelmélet IV. Electronic lecture notes (in Hungarian), 2003.

GERENCSÉR L. – MÁTYÁS Z.: Sztochasztikus rendszerek statisztikai vizsgálata. Electronic lecture notes (in Hungarian), 2003.