Prof. János Kertész Profile

Prof. János Kertész

at Budapest Univ of Technology and Economics

SPIE Involvement:

Author

Publications (4)

Proceedings Article | 15 June 2007 Paper

The limit order book on different time scales

Zoltán Eisler, János Kertész, Fabrizio Lillo

Proceedings Volume 6601, 66010G (2007) https://doi.org/10.1117/12.724817

KEYWORDS: Diffusion, Liquids, Iron, Complex systems, Physics, Solids, Astatine, Stochastic processes, Time metrology, Visualization

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Proceedings Article | 15 June 2007 Paper

Limited resolution and multiresolution methods in complex network community detection

Jussi Kumpula, Jari Saramäki, Kimmo Kaski, János Kertész

Proceedings Volume 6601, 660116 (2007) https://doi.org/10.1117/12.725560

KEYWORDS: Algorithms, Social networks, Algorithm development, Visualization, Physics, Biological research, Detection and tracking algorithms, Detector development, Optimization (mathematics), Stochastic processes

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Proceedings Article | 15 June 2007 Paper

The role of edge weights in social networks: modelling structure and dynamics

Riitta Toivonen, Jussi Kumpula, Jari Saramäki, Jukka-Pekka Onnela, János Kertész, Kimmo Kaski

Proceedings Volume 6601, 66010B (2007) https://doi.org/10.1117/12.725557

KEYWORDS: Social networks, Modeling, Radon, Systems modeling, Data modeling, Physics, Human-computer interaction, Stochastic processes, Complex systems, Detection and tracking algorithms

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Proceedings Article | 15 June 2007 Paper

Modeling the Epps effect of cross correlations in asset prices

Bence Tóth, János Kertész

Proceedings Volume 6601, 66010J (2007) https://doi.org/10.1117/12.727127

KEYWORDS: Motion models, Correlation function, Data modeling, Physics, Mathematics, Monte Carlo methods, Stochastic processes, Complex systems, Lead, Time metrology

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