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Imre Kondor
Imre Kondor
professor of physics, London Mathematical Laboratory, London, UK and Complexity Science Hub, Vienna
Verified email at lml.org.uk
Title
Cited by
Cited by
Year
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
8642006
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
1532003
Estimated correlation matrices and portfolio optimization
S Pafka, I Kondor
Physica A: statistical mechanics and its applications 343, 623-634, 2004
1222004
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
962001
On chaos in spin glasses
I Kondor
Journal of Physics A: Mathematical and General 22 (5), L163, 1989
941989
Noisy covariance matrices and portfolio optimization
S Pafka, I Kondor
The European Physical Journal B-Condensed Matter and Complex Systems 27, 277-280, 2002
882002
Random matrix filtering in portfolio optimization
G Papp, S Pafka, MA Nowak, I Kondor
arXiv preprint physics/0509235, 2005
712005
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
711983
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
661999
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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