Imre Kondor
Imre Kondor
professor of physics, London Mathematical Laboratory, London, UK and Complexity Science Hub, Vienna
Dirección de correo verificada de lml.org.uk
TítuloCitado porAño
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
7322006
On the dynamics of continuous phase transitions
P Szépfalusy, I Kondor
Annals of Physics 82 (1), 1-53, 1974
1521974
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
1461983
Noisy covariance matrices and portfolio optimization II
S Pafka, I Kondor
Physica A: Statistical Mechanics and its Applications 319, 487-494, 2003
1272003
Noise sensitivity of portfolio selection under various risk measures
I Kondor, S Pafka, G Nagy
Journal of Banking & Finance 31 (5), 1545-1573, 2007
1102007
Estimated correlation matrices and portfolio optimization
S Pafka, I Kondor
Physica A: Statistical Mechanics and Its Applications 343, 623-634, 2004
982004
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
792001
On chaos in spin glasses
I Kondor
Journal of Physics A: Mathematical and General 22 (5), L163, 1989
761989
Noisy covariance matrices and portfolio optimization
S Pafka, I Kondor
The European Physical Journal B-Condensed Matter and Complex Systems 27 (2 …, 2002
722002
AdVances in computer simulation
E Marinari
Lecture Notes in Physics 501, 50, 1998
671998
Random matrix filtering in portfolio optimization
G Papp, S Pafka, MA Nowak, I Kondor
arXiv preprint physics/0509235, 2005
652005
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
651983
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
581999
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
522004
Spin Glasses and Random Fields
C De Dominicis, I Kondor, T Temesvári
World Scientific, 1998
511998
On the feasibility of portfolio optimization under expected shortfall
S Ciliberti, I Kondor, M Mézard
Quantitative Finance 7 (4), 389-396, 2007
482007
On spin glass fluctuations
C De Dominicis, I Kondor
Journal de Physique Lettres 45 (5), 205-210, 1984
461984
Block diagonalizing ultrametric matrices
T Temesvari, C De Dominicis, I Kondor
Journal of Physics A: Mathematical and General 27 (23), 7569, 1994
431994
Econophysics: an emerging science
I Kertesz, I Kondor
Kluwer, 1999
411999
Beyond the Sherrington-Kirkpatrick Model
C De Dominicis, I Kondor, T Temesvári
Spin glasses and random fields, 119-160, 1998
381998
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20