Fáth Gábor

Gábor Fáth

senior research fellow

PhD (Eötvös Loránd University, Budapest, 1994)

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

National Lab for Quantum Informatics

Room(s): Lágymányos Campus, Northern Building 569
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Extension(s): n.a.
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Email: uh.etle.ktt@htaf.robag


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.

Links to associated scientific database profiles:

Selected publications of recent years:

  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