68 citations
- Eötvös Loránd UniversityHU7 papers
- London Mathematical LaboratoryGB4 papers
- Systemic Risk CentreGB4 papers
- University College LondonGB4 papers
- Complexity Science HubAT3 papers
- Institute for Frontier Areas of Psychology and Mental HealthDE3 papers
- London School of Economics and Political ScienceGB3 papers
- University of FreiburgDE3 papers
- Carl von Ossietzky Universität OldenburgDE1 paper
- Corvinus University of BudapestHU1 paper
- Frontier Science Foundation-HellasGR1 paper
- HUN-REN Centre for Ecological ResearchHU1 paper
18 papers
Contemporary Perspectivism as a Framework of Scientific Inquiry in Quantum Mechanics and Beyond
Vassilios Karakostas, Elias Zafiris
Contemporary perspectivism is viewed as a framework of scientific inquiry concerning the origin, generation and systematization of scientific knowledge of nature by focusing on the…
Screening in Hubbard models with long-range interactions
Florian Gebhard, Kevin Bauerbach, Örs Legeza
We provide solid evidence for the long-standing presumption that model Hamiltonians with short-range interactions faithfully reproduce the physics of the long-range Coulomb interac…
Subdiffusive semantic evolution in Indo-European languages
Bogdán Asztalos, Gergely Palla, Dániel Czégel
How do words change their meaning? Although semantic evolution is driven by a variety of distinct factors, including linguistic, societal, and technological ones, we find that ther…
Aspects of a phase transition in high-dimensional random geometry
Axel Prüser, Imre Kondor, Andreas Engel
A phase transition in high-dimensional random geometry is analyzed as it arises in a variety of problems. A prominent example is the feasibility of a minimax problem that represent…
Optimizing Expected Shortfall under an constraint -- an analytic approach
Gábor Papp, Imre Kondor, Fabio Caccioli
Expected Shortfall (ES), the average loss above a high quantile, is the current financial regulatory market risk measure. Its estimation and optimization are highly unstable agains…
Analytic solution to variance optimization with no short-selling
Imre Kondor, Gábor Papp, Fabio Caccioli
A large portfolio of independent returns is optimized under the variance risk measure with a ban on short positions. The no-short selling constraint acts as an asymmetric …