Kondor, Imre
- The effect of social balance on social fragmentation
2020/05/04 by Tuan Minh Pham, Pham, Tuan Minh, Imre Kondor +5 · 1 voice · 8 citations
Physics and Astronomy · Social Sciences · #Complex Network Analysis Techniques #Evolutionary Game Theory and Cooperation #Opinion Dynamics and Social Influence
- Noise sensitivity of portfolio selection under various risk measures
2006/11/02 by Imre Kondor, Szilárd Pafka, Szilard Pafka +5 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Physics and Astronomy · #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Physics and Society (physics.soc-ph) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #physics.soc-ph #q-fin.RM
- On the Feasibility of Portfolio Optimization under Expected Shortfall
2006/06/01 by Stefano Ciliberti, Imre Kondor, Ciliberti, Stefano +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Economics and business #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Portfolio Management (q-fin.PM) #cond-mat.dis-nn #physics.soc-ph #q-fin.PM
- Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization
2004/02/24 by Szilard Pafka, Szilárd Pafka, Pafka, Szilard +4 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST) #Statistical Mechanics (cond-mat.stat-mech) #Stochastic processes and financial applications #cond-mat.stat-mech #q-fin.ST
- Field theory for the Almeida-Thouless transition
2022/12/03 by T. Temesvári, Temesvári, Tamás, Imre Kondor +1 · 1 citation
Physics and Astronomy · #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Physical sciences #Physics of Superconductivity and Magnetism #Quantum and electron transport phenomena #Statistical Mechanics (cond-mat.stat-mech) #Theoretical and Computational Physics