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1

High Frequency Asymptotics for the Limit Order Book

Lakner, Peter, Reed, Josh, Stoikov, Sasha

Journal:

Market Microstructure and Liquidity

Year:

2016

Language:

english

File:

PDF, 815 KB

english, 2016

2

PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS

Peter Lakner, Lan Ma Nygren

Journal:

Mathematical Finance

Year:

2006

Language:

english

File:

PDF, 281 KB

english, 2006

3

Optimal Control of a Mean-Reverting Inventory

Cadenillas, Abel, Lakner, Peter, Pinedo, Michael

Journal:

Operations Research

Year:

2010

Language:

english

File:

PDF, 313 KB

english, 2010

4

Optimal trading strategy for an investor: the case of partial information

Journal:

Stochastic Processes and their Applications

Year:

1998

Language:

english

File:

PDF, 151 KB

english, 1998

5

Martingale Measures For A Class of Right-Continuous Processes

Journal:

Mathematical Finance

Year:

1993

Language:

english

File:

PDF, 621 KB

english, 1993

6

Modeling supermarket re-layout from the owner’s perspective

Boros, Péter, Fehér, Orsolya, Lakner, Zoltán, Niroomand, Sadegh, Vizvári, Béla

Journal:

Annals of Operations Research

Year:

2016

Language:

english

File:

PDF, 1.00 MB

english, 2016

7

Optimal Production Management When Demand Depends on the Business Cycle

Cadenillas, Abel, Lakner, Peter, Pinedo, Michael

Journal:

Operations Research

Year:

2013

Language:

english

File:

PDF, 346 KB

english, 2013

8

Perpetual call options with non-tradability

Ashay Kadam, Peter Lakner, Anand Srinivasan

Journal:

Optimal Control Applications and Methods

Year:

2005

Language:

english

File:

PDF, 189 KB

english, 2005

9

Utility maximization with partial information

Journal:

Stochastic Processes and their Applications

Year:

1995

Language:

english

File:

PDF, 1.11 MB

english, 1995

10

Fourier series in solutions of Poincaré and Schröder equations

Mitja Lakner, Peter Petek, Marjeta Škapin-Rugelj

Journal:

Chaos, Solitons & Fractals

Year:

2008

Language:

english

File:

PDF, 158 KB

english, 2008

11

A resonantly excited 2D-micro-scanning-mirror with large deflection

Harald Schenk, Peter Dürr, Detlef Kunze, Hubert Lakner, Heinz Kück

Journal:

Sensors and Actuators A: Physical

Year:

2001

Language:

english

File:

PDF, 1002 KB

english, 2001

12

New laser pattern generator for DUV using a spatial light modulator

Ulric Ljungblad, Ulrike Dauderstädt, Peter Dürr, Torbjörn Sandström, Hans Buhre, Hubert Lakner

Journal:

Microelectronic Engineering

Year:

2001

Language:

english

File:

PDF, 721 KB

english, 2001

13

A critical review on issues and overcoming strategies for the enhancement of dark fermentative hydrogen production in continuous systems

Sivagurunathan, Periyasamy, Kumar, Gopalakrishnan, Bakonyi, Péter, Kim, Sang-Hyoun, Kobayashi, Takurou, Xu, Kai Qin, Lakner, Gábor, Tóth, Gábor, Nemestóthy, Nándor, Bélafi-Bakó, Katalin

Journal:

International Journal of Hydrogen Energy

Year:

2016

Language:

english

File:

PDF, 727 KB

english, 2016

14

Scaling Limit of a Limit Order Book Model via the Regenerative Characterization of Lévy Trees

Lakner, Peter, Reed, Josh, Simatos, Florian

Journal:

Stochastic Systems

Year:

2017

Language:

english

File:

PDF, 529 KB

english, 2017

15

Linking the dimensions of policy-related research on obesity: a hybrid mapping with multicluster topics and interdisciplinarity maps

Kiss, Anna, Fritz, Péter, Lakner, Zoltán, Soós, Sándor

Journal:

Year:

2019

File:

PDF, 2.77 MB

2019

16

In the search of convergents to

Peter Petek, Mitja Lakner, Marjeta Škapin Rugelj

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 176 KB

english, 2009

17

6.4 MVA resitive fault current limiter based on Bi-2212 superconductor

Makan Chen, Willi Paul, Martin Lakner, Lise Donzel, Markus Hoidis, Peter Unternaehrer, Reto Weder, Michael Mendik

Journal:

Physica C: Superconductivity

Year:

2002

Language:

english

File:

PDF, 254 KB

english, 2002

18

IGR2096a_1 T and IGR2198a_1 C alleles on IBD5 locus of chromosome 5q31 region confer risk for Crohn’s disease in Hungarian patients

Lilla Lakner, Veronika Csöngei, Patrícia Sarlós, Luca Járomi, Enikő Sáfrány, Márta Varga, Péter Orosz, Lili Magyari, Judit Bene, Pál Miheller, Zsolt Tulassay, Béla Melegh

Journal:

International Journal of Colorectal Disease

Year:

2009

Language:

english

File:

PDF, 110 KB

english, 2009

19

Optimal investment in a defaultable bond

Peter Lakner, Weijian Liang

Journal:

Mathematics and Financial Economics

Year:

2008

Language:

english

File:

PDF, 631 KB

english, 2008

20

Symbolic dynamics in investigation of quaternionic Julia sets

Mitja Lakner, Marjeta Škapin-Rugelj, Peter Petek

Journal:

Chaos, Solitons & Fractals

Year:

2005

Language:

english

File:

PDF, 509 KB

english, 2005

21

Almost sure characterization of Martingales

Frittelli, Marco, Lakner, Peter

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1994

Language:

english

File:

PDF, 470 KB

english, 1994

22

SPIE Proceedings [SPIE Micromachining and Microfabrication - San Jose, CA (Saturday 24 January 2004)] MOEMS Display and Imaging Systems II - Application of spatial light modulators for microlithography

Dauderstaedt, Ulrike A., Duerr, Peter, Karlin, Tord, Schenk, Harald, Lakner, Hubert, Urey, Hakan, Dickensheets, David L.

Year:

2004

Language:

english

File:

PDF, 599 KB

english, 2004

23

[IEEE 2012 IEEE 16th International Conference on Intelligent Engineering Systems (INES) - Lisbon, Portugal (2012.06.13-2012.06.15)] 2012 IEEE 16th International Conference on Intelligent Engineering Systems (INES) - Real time control system for industrial waste water management

Hajnal, Eva, Lakner, Gabor, Ivanics, Peter, Molnar, Zoltan, Lakner, Jozsef

Year:

2012

Language:

english

File:

PDF, 258 KB

english, 2012

24

Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process

Lakner, Peter, Slud, Eric

Journal:

SIAM Journal on Control and Optimization

Year:

1991

Language:

english

File:

PDF, 1.61 MB

english, 1991

25

The One-Equator Property

Lakner, Mitja, Petek, Peter

Journal:

Experimental Mathematics

Year:

1997

Language:

english

File:

PDF, 2.59 MB

english, 1997

26

Maximum Likelihood Estimation of Hidden Markov Processes

Halina Frydman and Peter Lakner

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 338 KB

english, 2003

27

SPIE Proceedings [SPIE Micromachining and Microfabrication - San Jose, CA (Saturday 25 January 2003)] MOEMS Display and Imaging Systems - Characterization of spatial light modulators for microlithography

Duerr, Peter, Dauderstaedt, Ulrike, Kunze, Detlef, Auvert, Marine, Bakke, Thor, Schenk, Harald, Lakner, Hubert, Urey, Hakan

Year:

2003

Language:

english

File:

PDF, 494 KB

english, 2003

28

Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy

Jeanblanc, Monique, Lakner, Peter, Kadam, Ashay

Journal:

Mathematics of Operations Research

Year:

2004

Language:

english

File:

PDF, 278 KB

english, 2004

29

SPIE Proceedings [SPIE SPIE BiOS - San Francisco, California, United States (Saturday 13 February 2016)] Multiphoton Microscopy in the Biomedical Sciences XVI - A phasor approach analysis of multiphoton FLIM measurements of three-dimensional cell culture models

Periasamy, Ammasi, So, Peter T. C., König, Karsten, Lakner, P. H., Möller, Y., Olayioye, M. A., Brucker, S. Y., Schenke-Layland, K., Monaghan, M. G.

Year:

2016

Language:

english

File:

PDF, 419 KB

english, 2016

30

SPIE Proceedings [SPIE MOEMS-MEMS 2007 Micro and Nanofabrication - San Jose, California, United States (Saturday 20 January 2007)] Reliability, Packaging, Testing, and Characterization of MEMS/MOEMS VI - Charging effects in spatial light modulators based on micromirrors

Dauderstädt, Ulrike, Hartzell, Allyson L., Ramesham, Rajeshuni, Bakke, Thor, Dürr, Peter, Sinning, Steffen, Wullinger, Ingo, Wagner, Michael, Lakner, Hubert

Year:

2007

Language:

english

File:

PDF, 362 KB

english, 2007

31

SPIE Proceedings [SPIE Symposium on Micromachining and Microfabrication - Santa Clara, CA (Monday 20 September 1999)] Miniaturized Systems with Micro-Optics and MEMS - Micromirrors for direct writing systems and scanners

Lakner, Hubert K., Doleschal, Wolfgang, Duerr, Peter, Gehner, Andreas, Schenk, Harald, Wolter, Alexander, Zimmer, Guenter, Motamedi, M. Edward, Goering, Rolf

Year:

1999

Language:

english

File:

PDF, 1.56 MB

english, 1999

32

SPIE Proceedings [SPIE MOEMS-MEMS 2006 Micro and Nanofabrication - San Jose, CA (Saturday 21 January 2006)] MOEMS Display, Imaging, and Miniaturized Microsystems IV - Micro-actuator with extended analog deflection at low drive voltage

Dürr, Peter, Ürey, Hakan, Dickensheets, David L., Gehner, Andreas, Schmidt, Jan, Gogoi, Bishnu P., Kunze, Detlef, Wagner, Michael, Lakner, Hubert

Year:

2006

Language:

english

File:

PDF, 204 KB

english, 2006

33

SPIE Proceedings [SPIE Micromachining and Microfabrication - Santa Clara, CA (Monday 18 September 2000)] MOEMS and Miniaturized Systems - Design and modeling of large deflection micromechanical 1D and 2D scanning mirrors

Schenk, Harald, Duerr, Peter, Kunze, Detlef, Lakner, Hubert K., Kueck, Heinz, Motamedi, M. Edward, Goering, Rolf

Year:

2000

Language:

english

File:

PDF, 1023 KB

english, 2000

34

SPIE Proceedings [SPIE Micromachining and Microfabrication - San Francisco, CA (Monday 22 October 2001)] MOEMS and Miniaturized Systems II - Design and fabrication of micromirror arrays for UV lithography

Lakner, Hubert K., Duerr, Peter, Dauderstaedt, Ulrike, Doleschal, Wolfgang, Amelung, Joerg, Motamedi, M. Edward, Goering, Rolf

Year:

2001

Language:

english

File:

PDF, 682 KB

english, 2001

35

SPIE Proceedings [SPIE Photomask Technology - Monterey, CA (Wednesday 13 September 2000)] 20th Annual BACUS Symposium on Photomask Technology - New architecture for laser pattern generators for 130 nm and beyond

Ljungblad, Ulric B., Sandstrom, Torbjoern, Buhre, Hans, Duerr, Peter, Lakner, Hubert K., Grenon, Brian J., Dao, Giang T.

Year:

2001

Language:

english

File:

PDF, 469 KB

english, 2001

36

SPIE Proceedings [SPIE Micromachining and Microfabrication - Santa Clara, CA (Monday 18 September 2000)] MOEMS and Miniaturized Systems - Test system for micromirror arrays

Duerr, Peter, Tanneberger, Thomas, Wolter, Alexander, Kluge, Wolfram, Doleschal, Wolfgang, Lakner, Hubert K., Motamedi, M. Edward, Goering, Rolf

Year:

2000

Language:

english

File:

PDF, 1.11 MB

english, 2000

37

SPIE Proceedings [SPIE MOEMS-MEMS Micro & Nanofabrication - San Jose, CA (Saturday 22 January 2005)] MOEMS Display and Imaging Systems III - Mechanical stability of spatial light modulators in microlithography

Dauderstadt, Ulrike A., Urey, Hakan, Dickensheets, David L., Duerr, Peter, Ljungblad, Ulric B., Karlin, Tord, Schenk, Harald, Lakner, Hubert

Year:

2005

Language:

english

File:

PDF, 165 KB

english, 2005

38

Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment until Bankruptcy

Monique Jeanblanc, Peter Lakner and Ashay Kadam

Journal:

Mathematics of Operations Research

Year:

2004

Language:

english

File:

PDF, 2.44 MB

english, 2004

39

Possible role of selected IGR and SLC22A4/SLC22A5 loci in development of inflammatory bowel diseases

Lakner, Lilla, Csöngei, Veronika, Magyari, Lili, Varga, Márta, Miheller, Pál, Sarlós, Patrícia, Orosz, Péter, Bári, Zsolt, Takács, István, Járomi, Luca, Sáfrány, Enikő, Sipeky, Csilla, Bene, Judit, Tu

Journal:

Year:

2009

Language:

hungarian

File:

PDF, 115 KB

hungarian, 2009

40

The GM-regulation game – the case of Hungary

Popp, József, Oláh, Judit, Fári, Miklós, Balogh, Péter, Lakner, Zoltán

Journal:

The International Food and Agribusiness Management Review

Year:

2018

Language:

english

File:

PDF, 611 KB

english, 2018

41

Quality of Life Assessment after Pancreatic Enzyme Replacement Therapy in Chronic Pancreatitis

Czakó, László, Takács, Tamás, Hegyi, Peter, Prónai, László, Tulassay, Zsolt, Lakner, Lilla, Döbrönte, Zoltán, Boda, Krisztina, Lonovics, János

Journal:

Canadian journal of gastroenterology

Year:

2003

File:

PDF, 1.21 MB

2003

42

Maximum likelihood estimation of hidden Markov processes

Lakner, Peter, Frydman, Halina

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 141 KB

english, 2003

43

Az elhízás jelenlegi és prognosztizált betegségterhe a magyarországi romák körében I.

Kiss, Anna, Andó, Réka, Fritz, Péter, Lakner, Zoltán

Journal:

Year:

2019

Language:

hungarian

File:

PDF, 529 KB

hungarian, 2019

44

The Power of NatureâBased Solutions: How Peatlands Can Help Us to Achieve Key EU Sustainability Objectives

Tanneberger, Franziska, Appulo, Lea, Ewert, Stefan, Lakner, Sebastian, Ã BrolchÃ¡in, Niall, Peters, Jan, Wichtmann, Wendelin

Journal:

Advanced Sustainable Systems

Year:

2020

File:

PDF, 1.08 MB

2020