Research Output per year

## 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.

- 4 Similar Profiles

spin glass
Physics & Astronomy

Spin Glass
Mathematics

replicas
Physics & Astronomy

optimization
Physics & Astronomy

Portfolio Optimization
Mathematics

exponents
Physics & Astronomy

Mean Field
Mathematics

Ising
Mathematics

##
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 1968 2019

## 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 journal › Article

Error analysis

optimization

Constrained optimization

physical exercise

replicas

##
Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ
_{2}
regularization

Papp, G., Caccioli, F. & Kondor, I., Jan 4 2019, In : Journal of Statistical Mechanics: Theory and Experiment. 2019, 1, 013402.Research output: Contribution to journal › Article

Open Access

Expected Shortfall

Portfolio Optimization

Estimation Error

Regularization

Trade-offs

4
Citations
(Scopus)

## 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 journal › Article

Analytic Solution

optimization

Optimization

estimators

Optimization Problem