Imre Kondor
Imre Kondor
professor of physics, London Mathematical Laboratory, London, UK and Complexity Science Hub, Vienna
Verified email at lml.org.uk
TitleCited byYear
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
7302006
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
1451983
Noisy covariance matrices and portfolio optimization II
S Pafka, I Kondor
Physica A: Statistical Mechanics and its Applications 319, 487-494, 2003
1262003
Noise sensitivity of portfolio selection under various risk measures
I Kondor, S Pafka, G Nagy
Journal of Banking & Finance 31 (5), 1545-1573, 2007
1082007
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
741989
Noisy covariance matrices and portfolio optimization
S Pafka, I Kondor
The European Physical Journal B-Condensed Matter and Complex Systems 27 (2 …, 2002
712002
AdVances in computer simulation
E Marinari
Lecture Notes in Physics 501, 50, 1998
661998
Random matrix filtering in portfolio optimization
G Papp, S Pafka, MA Nowak, I Kondor
arXiv preprint physics/0509235, 2005
642005
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
641983
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
561999
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
502004
Spin Glasses and Random Fields
C De Dominicis, I Kondor, T Temesvári
World Scientific, 1998
481998
On the feasibility of portfolio optimization under expected shortfall
S Ciliberti, I Kondor, M Mézard
Quantitative Finance 7 (4), 389-396, 2007
462007
On spin glass fluctuations
C De Dominicis, I Kondor
Journal de Physique Lettres 45 (5), 205-210, 1984
461984
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
421994
Econophysics: an emerging science
I Kertesz, I Kondor
Kluwer, 1999
401999
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Articles 1–20