Imre Kondor

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2019
Позовавания	3462	663
h-индекс	28	12
i10-индекс	52	19

220

110

165

198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202427 24 8 13 26 20 23 21 33 30 25 31 36 49 38 63 42 54 43 45 61 63 112 133 151 166 162 158 168 159 140 219 158 155 131 98 124 124 116 70

Публичен достъп

Преглед на всички

10 статии

1 статия

налични

неналични

Въз основа на изисквания при финансирането

Съавтори

Fabio CaccioliUniversity College LondonПотвърден имейл адрес: ucl.ac.uk
Gábor PappInstitute for Physics, Eötvös Loránd UniversityПотвърден имейл адрес: ludens.elte.hu
Matteo MarsiliSenior reserch scientist, Abdus Salam ICTP, TriesteПотвърден имейл адрес: ictp.it
Albert-László BarabásiNortheastern University, Harvard Medical SchoolПотвърден имейл адрес: neu.edu
João Gama OliveiraDepartamento de Física, Universidade de AveiroПотвърден имейл адрес: ua.pt
Maciej A. NowakMarc Kac Complex Systems Research Center, Jagiellonian UniversityПотвърден имейл адрес: th.if.uj.edu.pl
Marc PottersCIO, Capital Fund Management;Потвърден имейл адрес: cfm.com
Davide FiaschiUniversity of PisaПотвърден имейл адрес: unipi.it
Marc MezardBocconi University MilanoПотвърден имейл адрес: unibocconi.it
Imre M. Jánosiprofessor, University of Public Service, Faculty of Water Science, BudapestПотвърден имейл адрес: uni-nke.hu
Tuan Minh PhamPostdoc at University of AmsterdamПотвърден имейл адрес: meduniwien.ac.at
Tamas TelProfessor of physics, Eotvos University, BudapestПотвърден имейл адрес: general.elte.hu
Géza GyörgyiDepartment of Materials Physics, Eötvös University, Budapest, HungaryПотвърден имейл адрес: glu.elte.hu
Máté Csaba SándorDepartment of Economics, Corvinus University, HungaryПотвърден имейл адрес: stud.uni-corvinus.hu
Istvan CsabaiProfessor of Physics, Eötvös University, BudapestПотвърден имейл адрес: elte.hu
Enys MonesCodeScene, Technical University of DenmarkПотвърден имейл адрес: codescene.com
Enzo MarinariProfessor of Theoretical Physics, Sapienza Università di RomaПотвърден имейл адрес: uniroma1.it
Valerio Volpati
Jovanka LukićProfessor, University of Kragujevac, Faculty of engineeringПотвърден имейл адрес: kg.ac.rs
stefano ciliberti

Следене

Imre Kondor

professor of physics, London Mathematical Laboratory, London, UK and Complexity Science Hub, Vienna

Потвърден имейл адрес: lml.org.uk

statistical physics random systems complex systems quantitative finance


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Modeling bursts and heavy tails in human dynamics A Vázquez, JG Oliveira, Z Dezsö, KI Goh, I Kondor, AL Barabási Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 73 (3 …, 2006	871	2006
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	162	1983
Noise sensitivity of portfolio selection under various risk measures I Kondor, S Pafka, G Nagy Journal of Banking & Finance 31 (5), 1545-1573, 2007	157	2007
On the dynamics of continuous phase transitions P Szépfalusy, I Kondor Annals of Physics 82 (1), 1-53, 1974	157	1974
Noisy covariance matrices and portfolio optimization II S Pafka, I Kondor Physica A: Statistical Mechanics and its Applications 319, 487-494, 2003	154	2003
Estimated correlation matrices and portfolio optimization S Pafka, I Kondor Physica A: statistical mechanics and its applications 343, 623-634, 2004	126	2004
On chaos in spin glasses I Kondor Journal of Physics A: Mathematical and General 22 (5), L163, 1989	99	1989
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	98	2001
Noisy covariance matrices and portfolio optimization S Pafka, I Kondor The European Physical Journal B-Condensed Matter and Complex Systems 27, 277-280, 2002	90	2002
Random matrix filtering in portfolio optimization G Papp, S Pafka, MA Nowak, I Kondor arXiv preprint physics/0509235, 2005	73	2005
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	73	1983
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	69	2004
On the feasibility of portfolio optimization under expected shortfall S Ciliberti, I Kondor, M Mézard Quantitative Finance 7 (4), 389-396, 2007	67	2007
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	66	1999
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	59	2020
Spin Glasses and Random Fields C De Dominicis, I Kondor, T Temesvári Series on Directions in Condensed Matter Physics 12, 1998	59	1998
Econophysics: an emerging science I Kondor, J Kertesz Kluwer, Dordrecht, 1999	49	1999
On spin glass fluctuations C de Dominicis, I Kondor Journal de Physique Lettres 45 (5), 205-210, 1984	49	1984
Econophysics: an emerging science I Kertesz, I Kondor Kluwer, 1999	48	1999
Block diagonalizing ultrametric matrices T Temesvari, C De Dominicis, I Kondor Journal of Physics A: Mathematical and General 27 (23), 7569, 1994	44	1994

Системата не може да изпълни операцията сега. Опитайте отново по-късно.

Статии 1–20

Позовавания годишно

Дублирани описания

Обединени библиографски описания

Добавяне на съавториСъавтори

Следене

Позовавания

Съавтори