Research Output per year

## Fingerprint Dive into the research topics where I. Kondor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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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: 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: Article

Open Access

Expected Shortfall

Portfolio Optimization

Estimation Error

Regularization

Trade-offs

6
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: Article

Analytic Solution

optimization

Optimization

estimators

Optimization Problem