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.

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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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

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 journal › Article

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 journal › Article

Portfolio optimization

Expected shortfall

Estimation error

Sample size

Confidence