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
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

Cavity and Replica Method

Expected Shortfall

Portfolio Optimization

Risk Management

Estimation Error

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: Article

Analytic Solution

optimization

Optimization

estimators

Optimization Problem