Imre Kondor

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Fabio CaccioliUniversity College LondonVerified email at ucl.ac.uk
Gábor PappInstitute for Physics, Eötvös Loránd UniversityVerified email at ludens.elte.hu
Matteo MarsiliSenior reserch scientist, Abdus Salam ICTP, TriesteVerified email at ictp.it
Albert-László BarabásiNortheastern University, Harvard Medical SchoolVerified email at neu.edu
João Gama OliveiraDepartamento de Física, Universidade de AveiroVerified email at ua.pt
Maciej A. NowakMarc Kac Complex Systems Research Center, Jagiellonian UniversityVerified email at th.if.uj.edu.pl
Marc PottersCIO, Capital Fund Management;Verified email at cfm.com
Davide FiaschiUniversity of PisaVerified email at unipi.it
Marc MezardBocconi University MilanoVerified email at unibocconi.it
Imre M. Jánosiprofessor, University of Public Service, Faculty of Water Science, BudapestVerified email at uni-nke.hu
Tuan Minh PhamPostdoc at University of AmsterdamVerified email at meduniwien.ac.at
Tamas TelProfessor of physics, Eotvos University, BudapestVerified email at general.elte.hu
Géza GyörgyiDepartment of Materials Physics, Eötvös University, Budapest, HungaryVerified email at glu.elte.hu
Máté Csaba SándorDepartment of Economics, Corvinus University, HungaryVerified email at stud.uni-corvinus.hu
Istvan CsabaiProfessor of Physics, Eötvös University, BudapestVerified email at elte.hu
Enys MonesCodeScene, Technical University of DenmarkVerified email at codescene.com
Enzo MarinariProfessor of Theoretical Physics, Sapienza Università di RomaVerified email at uniroma1.it
Valerio Volpati
Jovanka LukićProfessor, University of Kragujevac, Faculty of engineeringVerified email at kg.ac.rs
stefano ciliberti

Imre Kondor

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

Verified email at lml.org.uk

statistical physics random systems complex systems quantitative finance


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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	873	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	155	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	100	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	70	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	61	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

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