CV of Gergely Mádi-Nagy
PERSONAL
INFORMATION:
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Place of
Work: |
Eötvös Loránd University, Faculty of Science |
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Department of Operations Research |
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Pázmány Péter
Sétány 1/C |
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Budapest H-1117,
Hungary |
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e-mail: |
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Tel.: |
+36-1-4632140
(work) , +36-20-9616494 |
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Webpage: |
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PERSONAL
DATA: |
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Home Address: |
Budapest H-1124 |
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Date of
Birth: |
May 6, 1973,
Szombathely, Hungary |
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Marital
Status: |
Married, two
children |
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Citizenship: |
Hungarian |
PROFESSIONAL
POSITIONS:
·
Department of Operations Research, Institute of
Mathematics, Eötvös Loránd University, Faculty of Science, Budapest, Hungary,
§
2009- :
Assistant professor
§
2005-2009: Part-time assistant professor
·
Department
of Differential Equations, Institute of
Mathematics, Budapest University of Technology and Economics, Budapest,
Hungary
§
2009- : Part-time
assistant professor
§
2004-2009: Assistant professor
§
2000-2004: Teaching assistant
VISITING POSITION:
· Visitor at
RUTCOR, Rutgers University, USA (thru April 2008)
EDUCATION:
· Ph.D. in Applied Mathematics, Eötvös University, Budapest, Hungary (2002)
Dissertation: Multivariate
Discrete Moment Problems.
Advisor:
András Prékopa
(In
Hungarian: http://www.math.bme.hu/~gnagy/doktdolg.pdf
Extract in English: http://www.math.bme.hu/~gnagy/thesis.pdf
)
· B.Sc. in Economics, Budapest University of Economic Sciences,
Hungary (1998)
· M.Sc. in Mathematics, Eötvös University, Budapest, Hungary (1997)
Thesis: Application of Quadratic Programming for
the Portfolio Problem.
Advisor:
András Prékopa
(In
Hungarian: http://www.math.bme.hu/~gnagy/diplij.pdf
)
·
Student
for Informatics, Budapest University of Technology (1991-1993)
AWARDS:
·
OTKA (Hungarian
Scientific Research Fund) grant for young researchers “Bounding of functions of random variables”(2004-2008)
·
OTKA
grant for the research project “Solution
and applications of nonconvex and discrete stochastic programming problems”
(2004-2008)
·
Gyula
Farkas prize of the János Bolyai Mathematical Society (2003)
·
DAAD
fellowship. Eberhard Karls Universität, Tübingen, Germany (2001-2002)
· TEMPUS scholarship. University of London,
Queen Mary and Westfield College (1998-1999)
RESEARCH
INTERESTS:
·
Applications
of stochastic programming
· Multivariate discrete moment problems
· Probability bounds
· Mathematical applications in energy trading
TEACHING EXPERIENCE:
·
In Hungarian. BSc courses: Calculus, Linear Algebra,
Operations Research, Probability Theory.
MSc courses: Operations Research, Nonlinear Programming, Probability
Theory, Microeconomics, Mathematics of Economics.
·
In
English. BSc courses: Calculus, Linear Algebra. MSc: Probability Theory and
Statistics.
Programming skills:
C, C++, Java,
MATLAB, Wolfram’s Mathematica
Language skills:
Native Hungarian,
English (fluent), German (basic)
PROJECTS, MATHEMATICAL APPLICATIONS:
·
Calculating optimal fishing strategies of
the lake Bolsena (2002):
Common project of Universitŕ della
Tuscia and Gödöllő University of Agricultural Sciences.
http://www.math.bme.hu/~gnagy/firenze.pdf
·
Potential applications of weather
derivatives in Hungary (2007):
·
supervising in Student Research Conference (called TDK in
Hungarian). 1st prize at Budapest University of Technology and Economics. 3rd
prize in the national competition.
http://www.gtk.bme.hu/cgi-bin/hallgato/tdk_programfuzet.cgi?szekcio=KOZG02_06
·
Modelling telecommunication networks
(2009-2010):
Common project of France
Telecom and Eötvös University.
·
Optimal cover of
open-positions in short-term energy trading (2010):
Module of
energy-trading Informatics Platform of IP Systems LTD.
·
Market simulation
and sensitivity analysis of flow-based capacity allocation method on the CEE
electricity market (2011):
Modules of flow-based-capacity-trading
Informatics Platform of IP Systems LTD.
·
Other small
projects:
E.g.,
consumer segmentation in energy trading, ANOVA in balneo-gynecology research,
simple risk-analysis for a security audit.
PUBLICATIONS:
http://www.math.bme.hu/~gnagy/publications.html
Courses were
studied as a postgraduate student for mathematics:
(The topics of
most courses are on the http://www.cs.elte.hu/opres/courses.html
page.)
Financial
courses were studied as undergraduate student for economics:
·
Corporate
Finance (Topics: Present value and the opportunity cost of capital. Risk and
return. Capital budgeting. Financing decisions and market efficiency. Dividend
policy and capital structure. Options, futures, forwards.)
·
Finance
Theory (money-theory, finance of social economy, financial assets, Hungarian specialities)
Courses were
studied as Ph.D. student:
Linear Programming
Packages (CPLEX, programming in MATLAB), Selected Topics in Nonlinear
Programming (summary of the classical topics, Geometric Programming and lp Programming), Decision Analysis, Dinamical
Systems, Expert Systems, Nonlinear MCMD Methods (about nonlinear
multiobjective optimization problems)
Studies abroad:
·
Finance
Theory, Futures and Options; at QMW College, University of London
·
Mathematical
Finance (Black-Sholes model and its variants); at Imperial College, University
of London