Gabor Nagy

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We study and compare the sensitivity to estimation error of portfolios optimized under various risk measures, including variance, absolute deviation, expected shortfall and maximal loss. We introduce a global measure of portfolio sensitivity and test the various risk measures by considering simulated portfolios of varying sizes N and for different lengths T(More)
Nonlinear state estimation is a useful approach to the monitoring of industrial (polymerization) processes. This paper investigates how this approach can be followed to the development of a soft sensor of the product quality (melt index). The bottleneck of the successful application of advanced state estimation algorithms is the identification of models(More)
Canthaxanthin is a natural diketo derivative of β-carotene primarily used by the food and feed industries. Mucor circinelloides is a β-carotene-accumulating zygomycete fungus and one of the model organisms to study the carotenoid biosynthesis in fungi. In this study, the β-carotene ketolase gene (crtW) of the marine bacterium Paracoccus sp. N81106 fused(More)
Thirty Haemonchus contortus male worms were collected from farmed red deer yearlings in order to determine whether routine administration of albendazole for a long-term period (17 years) could select anthelmintic resistance. PCR–RFLP method based on single-nucleotide polymorphism of codon 200 in isotype 1 ß-tubulin gene (Phe200Tyr) was applied. The results(More)
In this paper we implement a Local Linear Regression Ensemble Committee (LOLREC) to predict 1-day-ahead returns of 453 assets form the S&P500. The estimates and the historical returns of the committees are used to compute the weights of the portfolio from the 453 stock. The proposed method outperforms benchmark portfolio selection strategies that optimize(More)
Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient Boosting Regression. The method was tested on data from Global Energy Forecasting Competition 2014 with a year long(More)
Feeding plots often contribute to the spread of micro- and macroparasites. We compared cockchafer grub density, the prevalence and mean intensity of Macracanthorhynchus hirudinaceus infection in cockchafer grubs between wild boar feeding plots and other habitat patches in the southwestern Hungary. Grub density was higher, although not significantly, in(More)
Precursors of sterols, carotenoids, the prenyl groups of several proteins and other terpenoid compounds are synthesised via the acetate-mevalonate pathway. One of the key enzyme of this pathway is the 3-hydroxy-3-methylglutaryl-CoA (HMG-CoA) reductase, which catalyses the conversion of HMG-CoA to mevalonate. HMG-CoA reductase therefore affects many(More)