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Research Interests

• Metric space - CAT(1)-space, Mosco convergence, Douglas-Rachford operator splitting algorithm

• Monetary models (International transmission mechanism)

Research Group

Analysis in metric spaces  (Department of Mathematics, Corvinus University of Budapest)

Teaching

• 2020/2021 (Spring): Macroeconomics 

• 2022/2023 (Fall): Mathematics I. (Calculus)

• 2023/2024 (Fall): Mathematics I. (Calculus)

• 2023/2024 (Spring): Data Analysis II. (Probability and Statistics), Entering Global Markets (International Business and Economics)

• 2024/2025 (Fall): Mathematics I. (Calculus), Corporate Finance II, Business solutions with Excel.

Publication (work-in-progress)

• M.Pálfia, Convergence of semi-convex functions in CAT(1) -spaces, Calculus of Variations and Partial Differential Equations. (submitted - revision).

• Reversal Mosco convergence and their Moreau envelopes in CAT(1)-space, Journal of Approximation Theory. (in preparation)

• Douglas-Rachford Operator Splitting Algorithm in portfolio optimization, Optimal Letters. (re-submitting)

• A.Juhász, Quantitative Tightening: Theory, Research, and Impact on Emerging Market Economies, Journal of Central Banking Theory and Practice. (submitted - under review)

• International transmission mechanism of conventional monetary policy:  Evidence from the US towards Canada and Australia,  Economics Letters. (in preparation)

• International transmission mechanism of unconventional monetary policy, Applied Economics Letters. (in preparation)

• Performance analysis of ESG-dedicated international organizations, Environment, Development and Sustainability. (in preparation)

Education

Master of Finance, Corvinus University of Budapest, September 2018 - 6th July, 2020.  Advisor: Gábor Kürthy.  Thesis title: "Finance stability: Monetary vs Macroprudential policy". 

Past and forthcoming conference participation

• Mathematical and Statistical Methods for Actuarial Sciences and Finance, University of Salerno (Italy), 20-22 April, 2022 (MAF2022). Presentation of "Ergodic Behavior of Returns in a Buy Low and Sell High Type Trading Strategy".

Conference paper

• International Conference on Empirical Economics, Pennsylvania State University at Altoona (USA),  5 August, 2023 - presenter and discussant. Presentation of  "Quantitative Tightening: Theory, Research, and Impact on Selected Emerging Market Economies".

• 14th Annual Financial Market Liquidity (AFML) Conference, Corvinus University of Budapest (Hungary),  9-10 November, 2023. - PhD poster session. Presentation of "Performance analysis of ESG-dedicated international organizations".

• VOCAL Optimization Conference: Advanced Algorithms, Corvinus University of Budapest (Hungary), 5-7 June, 2024 - presentation.  Link: VOCAL 2024. Presentation of "Convergence of semi-convex functions in CAT(1) spaces and reflection on Douglas Rachford Operator Splitting Algorithm".

Membership

• Society for Industrial and Applied Mathematics (SIAM)

• American Economic Association (AEA)

• European Operational Research Societies - Working Group of Continuous Optimization (EUROPT) 

Grant

• National Research, Development and Innovation Office (ÚNKP) - 09/2023 - 08/2024. 

• EFOP-3.6.3-VEKOP-16-2017-00007 “Young researchers from talented students” project.

Other Activites

• Oxford Summer School, 12-16 September 2022.  Theoretical and applied sessions from Monetary Economics and International Finance. Presentation title: Quantitative Tightening by the Fed: Theory, Research, and Impact on Selected Emerging Market Economies. (on site)

• Princeton Summer School, 27 June - 12  July 2023, Continuous Time Optimization. (online)

• EUROPT Summer School, 21-22 August 2023, Corvinus Center of Operations Research, Corvinus University of Budapest, Hungary. Continuous Time Optimization. (on site)

• University of Surrey Summer School, 11-15 September 2023, Centre for International Macroeconomic Studies - CIMS. (online)

• Workshop: Statistics in metric spaces, 11-13 October, 2023., ENSAE, Palaiseau, France. (on site)

• Corvinus University of Budapest, Mini-course on Continuous-Time Heterogeneous Agent Models in Matlab, 20-21 November, 2023. (on site)

• 3rd International Finance/Macro/Trade Conference organized by Sogang University (Korea), Johns Hopkins University (USA) and University of Surrey (UK), February 14-15, 2024. (online)

Skills

• Languages: Hungarian (native language), English (fluent), Croatian (fluent), German (intermediate), Italian (intermediate), French (basic), Latin (basic).

• Programming languages and computing: Stata, R, EViews, SAS, Matlab, Excel and Latex.