Fáth Gábor

tudományos főmunkatárs

PhD (Eötvös Loránd Tudományegyetem, Budapest, 1994)

Habilitáció (Research Institute for Solid State Physics and Optics, Budapest, 2006)

Biográfia:

Gabor Fath is a senior research fellow at Eötvös University, where he runs research in quantitative finance, machine learning and quantum computing. Earlier, Gabor was a Managing Director and member of the Board of Directors of Morgan Stanley Hungary, where he was heading the Budapest Fixed Income Strats organization. Gabor has extensive experience in quantitative modeling from physics (low dimensional strongly interacting quantum systems, game theory models for social and economic dynamics, pattern formation in biological systems) to finance (derivative pricing, risk management, portfolio optimization). Gabor holds a PhD in physics, and during his scientific career he worked as a research physicist at various academic institutions across Europe. Gabor is the director of ELTE RiskLab, a center for quantitative finance research and education with a mission to foster academia and industry collaborations in the quant space.

Tudományos adatbázisok profiloldalai:

• Publikációs lista: MTMT2
• Publikációs lista: ORCID
• Publikációs lista: Scopus
• Publikációs lista: Google Scholar

Az utolsó 5 év válogatott közleményei:

1. S Kunsági-Máté, G Fáth, I Csabai, G Molnár-Sáska, Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks, Quantitative Finance, 23(4), pp. 615–629, 2023
2. Z Udvarnoki, G Fáth, N Fogarasi, Quantum advantage of Monte Carlo option pricing, J. Phys. Commun. 7 055001, 2023