PAPERS:
- Mádi-Nagy,
G. and A. Prékopa (2015). Bivariate Bonferroni-type inequalities based on
multivariate Lagrange interpolation. Studia Scientiarum Mathematicarum
Hungarica 52 (1), 21-39
click here to see the
paper
- Füzi,
Á. and G. Mádi-Nagy (2014). Flow-based Capacity Allocation in the CEE
Electricity Market: Sensitivity Analysis, Multiple Optima, Total Revenue. Social
and Management Sciences 22 (2)
click here to see the paper
- Füzi
Á. és Mádi-Nagy, G. (2013). Villamosenergia beszerzést támogató modellek (Electricity purchasing strategy
tools: models and software with English abstract). Szigma
XLIII. (1-2), 15-41.
click here to see the paper
(pdf)
- Bukszár,
J., G. Mádi-Nagy and T. Szántai (2012). Computing bounds for the
probability of the union of events by different methods. Annals
of Operations Research 201 (1), pp 63-81.
(Impact
factor: 0.840)
click here to see the
preprint of paper (pdf)
link
to the published paper
- Bernáth,
A., T. Király, E. R. Kovács, G. Mádi-Nagy, G. Pap, J. Pap, J. Szabó and L.
Végh (2012). Algorithms for multiplayer multicommodity flow. Central
European Journal of Operations Research, Online First. DOI: 10.1007/s10100-012-0255-6
(Impact
factor: 0.484)
click here to see the
preprint of paper (pdf)
link to the
published paper
- Mádi-Nagy,
G. (2012). Polynomial bases on the numerical solution of the multivariate
discrete moment problem. Annals of Operations Research 200
(1), pp 75-92.
(Impact
factor: 0.840)
click here to see
the preprint of paper (pdf)
link to the
published paper
- Mádi-Nagy,
G. and A. Prékopa (2011). Bounding Expectations of Functions of Random Vectors
with Given Marginals and some Moments: Applications of the Multivariate
Discrete Moment Problem. Mathematical Inequalities and
Applications 14 (1), pp. 101-122.
(Impact
factor: 0.493)
click here to see the paper
(pdf)
- Mádi-Nagy,
G. (2010). Application of the Solution of the Univariate Discrete Moment
Problem for the Multivariate Case. Studia
Scientiarum Mathematicarum Hungarica 47 (4), pp. 485-504.
(Impact factor: 0.280)
click here to see the paper (pdf)
- Mádi-Nagy,
G. (2008). On Multivariate Discrete Moment Problems: Generalization of the
Bivariate Min Algorithm for Higher Dimensions. SIAM Journal on Optimization
19 (4), pp. 1781-1806.
(Impact
factor: 1.554)
click here to see the paper (pdf)
The
algorithm of the paper has already been implemented in C++. The source code and
binary files (windows/linux) can be found here.
- Prékopa,
A. and G. Mádi-Nagy (2008). A Class of Multiattribute Utility Functions. Economic Theory 34 (3) , pp. 591-602.
(Impact factor: 0.755)
click here to see the paper (pdf)
- Mádi-Nagy,
G. (2005). A method to find the best bounds in a multivariate discrete
moment problem if the basis structure is given. Studia Scientiarum Mathematicarum Hungarica 42 (2),
pp. 207 - 226.
(Impact factor: 0.254)
click here to see the paper (pdf)
The
algorithm of the paper has already been implemented in C++. The source code and
binary files (windows/linux) can be found here.
- Mádi-Nagy,
G. and A. Prékopa (2004).On Multivariate Discrete Moment Problems and
their Applications to Bounding Expectations and Probabilities. Mathematics of Operations Research
29(2), pp. 229-258.
(Impact factor: 1.044)
click here to see the paper (pdf)
The
algorithm of the paper has already been implemented in C++. The source code and
binary files (windows/linux) can be found here.
THESES:
- Mádi-Nagy G. (2002) Többváltozós diszkrét
momentum problémák (.pdf) (Multivariate Discrete Moment Problems, in
Hungarian), Ph.D. Dissertation, Eötvös University, Budapest, Hungary. English summary (.pdf)
- Mádi-Nagy G. (1997) Kvadratikus programozás
alkalmazása a portfólió problémára (.pdf) (Application of Quadratic
Programming for the Portfolio Problem, in Hungarian), M.Sc. Degree Thesis,
Eötvös University,
Budapest, Hungary.
RESEARCH REPORTS, CONFERENCE PROCEEDINGS:
- Varga, L. and G. Mádi-Nagy (2013). Joint
Operation for Mitigating the Power Variability in Balance Circles included
Wind and Cogeneration Units using Heat Storage Tank (.pdf).
(WIW13-1042) 12th Wind Integration Workshop, 22-24 October, 2013,
London, UK.
- Mádi-Nagy G. and Z-Cs. Nagy (2013). Sharp
Bounds of the Multivariate Discrete Moment Problem: Approximations of CDF
Values and Reliability Levels (.pdf) RUTCOR Research Report
6-2013.
- Füzi, Á. and G. Mádi-Nagy
(2012). Flow-based
Capacity Allocation in the CEE Region: Sensitivity Analysis, Multiple
Optima, Real Income (.pdf) RUTCOR Research Report 8-2012.
- Bukszár, J., G. Mádi-Nagy
and T. Szántai (2011). Computing
Bounds for the Probability of Union of Events by Different Methods (.pdf)
RUTCOR Research Report 10-2011.
- Mádi-Nagy, G. (2010). Empirical
Analysis of Polynomial Bases on the Numerical Solution of the Multivariate
Discrete Moment Problem (.pdf) RUTCOR Research Report 8-2010.
- Mádi-Nagy, G. (2009). Az
események uniójának valószínűsége – becslés a többváltozós diszkrét
momentum probléma segítségével (in Hungarian) ÁVF Tudományos
Közlemények 22,
pp. 147-154.
- Mádi-Nagy, G. and A.
Prékopa (2009). Method of
Multivariate Lagrange Interpolation for Generating Bivariate
Bonferroni-Type Inequalities (.pdf) RUTCOR Research Report
10-2009.
- Mádi-Nagy, G. (2008). Application
of the solution of the univariate discrete moment problem for the
multivariate case (.pdf). RUTCOR Research Report 9-2008.
- Mádi-Nagy, G. (2007). On
Multivariate Discrete Moment Problems: Generalization of the Bivariate Min
Algorithm for Higher Dimensions (.ps). RUTCOR Research Report
13-2007.
- Mádi-Nagy, G. and A.
Prékopa (2007). Bounding
Expectations of Functions of Random Vectors with Given Marginals and some
Moments: Applications of the Multivariate Discrete Moment Problem (.ps).
RUTCOR Research Report 11-2007.
- Mádi-Nagy, G. (2003). Decomposition
Method for Bounding Multivariate Discrete Moment Problems (.ps). RUTCOR
Research Report 4-2003.
- Nagy, G. and S. Romagnoli,
Z. Varga, L. Venzi (2002). Le condizioni di
ottimalitá per la determinazione delle di pesce (.pdf). XXXIX
Convegno annuale della SIDEA, Societé Italiana di Economia Agraria,
Firenze 12-14 settembre 2002, Conference proceedings, to appear.
- Nagy, G. and A. Prékopa
(2000). On
Multivariate Discrete Moment Problems and their Applications to Bounding
Expectations and Probabilities (.ps). RUTCOR Research Report
41-2000.
CONFERENCE TALKS:
- Mádi-Nagy G és Nagy Z-Cs.
Többváltozós eloszlásfüggvények becslése momentumokon alapuló éles
korlátokkal, XXX. Magyar Operációkutatási Konferencia, Balatonőszöd, 2013.
június 10-13.
- Mádi-Nagy G. Optimalizálási problémák a liberalizált
energiapiacon, XIX. Magyar Operációkutatási Konferencia, Balatonőszöd,
2011. szeptember 28-30.
- G. Mádi-Nagy. Polynomial bases on the numerical
solution of the multivariate discrete moment, Bolyai 150, János Bolyai
Memorial Conference, Budapest-Marosvásárhely/Targu Mures, August
30-September 4, 2010.
- Mádi-Nagy G. és Prékopa A. Többváltozós Bonferroni-típusú korlátok
generálása, XXVIII. Magyar Operációkutatási Konferencia,
Balatonőszöd, 2009. június 8-10.
- G. Mádi-Nagy. Bounds on the Probability of the Union
of Events by the Use of the Binomial MDMP, VOCAL 2008,
December 15 - 17, 2008, Veszprém, Hungary
- A. Prékopa and G. Mádi-Nagy
Bounding Expectations of Functions of Random Vectors with Given Marginals
and some Moments: Applications of the Multivariate Discrete Moment
Problem, 11th Conference on Stochastic Programming, August 27 - 31,
2007, Vienna, Austria
- G. Mádi-Nagy. On
Multivariate Discrete Moment Problems: New Bounds on Probabilities, 22nd
European Conference of Operational Research, July 8 - 11, 2007, Prague,
Czech Republic (invited speaker)
- Mádi-Nagy G. és Prékopa A. Valószínuségi
vektorváltozók függvényei várható értékének becslése a peremeloszlások és
néhány vegyes momentum ismeretében: a többváltozós diszkrét momentum
probléma alkalmazásai XXVII. Magyar Operációkutatási Konferencia,
Balatonőszöd, 2007. június 7-9.
- A. Prékopa and G. Mádi-Nagy
A Class of Multivariate Strong Utility Functions, 17th EURO Mini
Conference: Continuous Optimization in Industry, June 29 - July 1, 2005,
Pécs, Hungary
- Mádi-Nagy G. Az egyváltozós diszkrét momentum probléma
módszereinek alkalmazása a többváltozós esetre, XXVI. Operációkutatási
Konferencia, Győr, Széchenyi István Egyetem, 2004. május 26-28.
- G. Mádi-Nagy. Multivariate
Lagrange Interpolation and its Application for Bounding Multivariate
Discrete Moment Problems, Operations Research 2003, International
Conference on Operations Research, University of Heidelberg, Germany,
September 3-5, 2003
- G. Nagy. Decomposition
Method for Bounding Expectations of Multivariate Higher Order Convex
Functions of Discrete Random Variables Based on Moment Information, Operations
Research 2002, International Conference on Operations Research, University
of Klagenfurt, Austria, September 2-5, 2002
- A. Prékopa and G. Nagy. Bounding
expectations of multivariate higher order convex functions of discrete
random variables based on moment information, 17th European
Conference of Operational Research, Budapest, Hungary, July 16-19, 2000
TEXTBOOKS:
- Mádi-Nagy, G. Mathematics in Economics I.
(textbook), Tomori Pál College, Kalocsa, Hungary, to appear.
- Mádi-Nagy G. Gazdasági matematika I. (főiskolai
jegyzet), Tomori Pál Főiskola, Kalocsa, 2005.