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Research Interests

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

• Monetary models - International transmission mechanism.

Research Group

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

Navier Stokes research group (Beijing Institute of Technology, USIU Nairobi) 

Teaching

• 2025/2026 (Fall): Investment and financing (BSc), Business solutions with Excel (BSc); Economics I. (BSc); Mathematics I. - Calculus (BSc); Data analysis I. (BSc);

• 2024/2025 (Spring): Data Analysis II. - Probability and Statistics (BSc), Corporate Finance I. (BSc), Business solutions with Excel (BSc);

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

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

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

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

• 2020/2021 (Spring): Macroeconomics (BSc).

Accepted/Published articles

• Gál, H., Pálfia, M. Convergence of semi-convex functions in CAT(1)-spaces. Calculus of Variations and Partial Differential Equations. 63, 213 (2024), pp. 1-20. https://doi.org/10.1007/s00526-024-02823-4. 

• Gál, H.,  Juhász, A. Quantitative Tightening: Theory, Research, and Impact on Emerging Market Economies, Journal of Central Banking Theory and Practice, 1 (2025), pp. 163-181. https://doi.org/10.2478/jcbtp-2025-0009.

3, article number 213,

Submitted and work-in-progress

• Douglas-Rachford convergence in portfolio optimization, Optimization. Taylor&Francis special issue related to VOCAL conference, submitted on 31.01.2025.

• International transmission mechanism of conventional monetary policy:  Evidence from the US towards Canada, Japan and Australia,  Finance Research Letters (work-in-progress).

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

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".

• EUROPT2025 Conference on Advances in Continuous Optimization, University of Southampton, UK, 29 June - 2 July, 2025. Presentation of financial aspects related to "Coherent risk measurement and return analysis on non-reflexive Banach space" in Portfolio optimization - Stream: Applications: Finance.

Membership

• Society for Industrial and Applied Mathematics (SIAM) - joined the Activity Group on Financial Mathematics and Engineering and Activity Group on Optimization;  

• American Economic Association (AEA);

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

• European Finance Association (EFA).

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), German (intermediate), Italian (intermediate).

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