• 1489 Citations
  • 18 h-Index
1968 …2019
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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

spin glass Physics & Astronomy
Spin glass Engineering & Materials Science
Spin Glass Mathematics
replicas Physics & Astronomy
optimization Physics & Astronomy
Potts model Engineering & Materials Science
exponents Physics & Astronomy
Mean Field Mathematics

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Research Output 1968 2019

  • 1489 Citations
  • 18 h-Index
  • 50 Article
  • 2 Chapter
  • 1 Conference contribution

Analytic approach to variance optimization under an ℓ 1 constraint

Kondor, I., Papp, G. & Caccioli, F., Jan 1 2019, In : European Physical Journal B. 92, 1, 8.

Research output: Contribution to journalArticle

Financial data processing
Budget control
Error analysis
optimization
Constrained optimization
4 Citations

Analytic solution to variance optimization with no short positions

Kondor, I., Papp, G. & Caccioli, F., Dec 12 2017, In : Journal of Statistical Mechanics: Theory and Experiment. 2017, 12, 123402.

Research output: Contribution to journalArticle

Analytic Solution
optimization
Optimization
estimators
Optimization Problem
1 Citations

Portfolio optimization under Expected Shortfall: contour maps of estimation error

Caccioli, F., Kondor, I. & Papp, G., Nov 18 2017, (Accepted/In press) In : Quantitative Finance. p. 1-19 19 p.

Research output: Contribution to journalArticle

Portfolio optimization
Expected shortfall
Estimation error
Sample size
Confidence