Követés
Imre Kondor
Imre Kondor
professor of physics, London Mathematical Laboratory, London, UK and Complexity Science Hub, Vienna
E-mail megerősítve itt: lml.org.uk
Cím
Hivatkozott rá
Hivatkozott rá
Év
Modeling bursts and heavy tails in human dynamics
A Vázquez, JG Oliveira, Z Dezsö, KI Goh, I Kondor, AL Barabási
Physical Review E 73 (3), 036127, 2006
8662006
Eigenvalues of the stability matrix for Parisi solution of the long-range spin-glass
C De Dominicis, I Kondor
Physical Review B 27 (1), 606, 1983
1621983
On the dynamics of continuous phase transitions
P Szépfalusy, I Kondor
Annals of Physics 82 (1), 1-53, 1974
1571974
Noise sensitivity of portfolio selection under various risk measures
I Kondor, S Pafka, G Nagy
Journal of Banking & Finance 31 (5), 1545-1573, 2007
1542007
Noisy covariance matrices and portfolio optimization II
S Pafka, I Kondor
Physica A: Statistical Mechanics and its Applications 319, 487-494, 2003
1542003
Estimated correlation matrices and portfolio optimization
S Pafka, I Kondor
Physica A: statistical mechanics and its applications 343, 623-634, 2004
1242004
On chaos in spin glasses
I Kondor
Journal of Physics A: Mathematical and General 22 (5), L163, 1989
981989
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets
S Pafka, I Kondor
Physica A: Statistical Mechanics and its Applications 299 (1-2), 305-310, 2001
972001
Noisy covariance matrices and portfolio optimization
S Pafka, I Kondor
The European Physical Journal B-Condensed Matter and Complex Systems 27, 277-280, 2002
902002
Parisi's mean-field solution for spin glasses as an analytic continuation in the replica number
I Kondor
Journal of Physics A: Mathematical and General 16 (4), L127, 1983
721983
Random matrix filtering in portfolio optimization
G Papp, S Pafka, MA Nowak, I Kondor
arXiv preprint physics/0509235, 2005
712005
On the feasibility of portfolio optimization under expected shortfall
S Ciliberti, I Kondor, M Mézard
Quantitative Finance 7 (4), 389-396, 2007
672007
Exponential weighting and random-matrix-theory-based filtering of financial covariance matrices for portfolio optimization
S Pafka, M Potters, I Kondor
arXiv preprint cond-mat/0402573, 2004
672004
Statistical analysis of 5 s index data of the Budapest Stock Exchange
IM Jánosi, B Janecskó, I Kondor
Physica A: Statistical Mechanics and its Applications 269 (1), 111-124, 1999
671999
The effect of social balance on social fragmentation
T Minh Pham, I Kondor, R Hanel, S Thurner
Journal of the Royal Society Interface 17 (172), 20200752, 2020
592020
Spin Glasses and Random Fields
C De Dominicis, I Kondor, T Temesvári
Series on Directions in Condensed Matter Physics 12, 1998
591998
On spin glass fluctuations
C de Dominicis, I Kondor
Journal de Physique Lettres 45 (5), 205-210, 1984
511984
Econophysics: an emerging science
I Kertesz, I Kondor
Kluwer, 1999
481999
Beyond the sherrington-kirkpatrick model
C De Dominicis, I Kondor, T Temesvári
Spin glasses and random fields, 119-160, 1998
441998
Block diagonalizing ultrametric matrices
T Temesvari, C De Dominicis, I Kondor
Journal of Physics A: Mathematical and General 27 (23), 7569, 1994
441994
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