13 citations
- Eötvös Loránd UniversityHU2 papers
- Complexity Science HubAT1 paper
- Corvinus University of BudapestHU1 paper
- Heriot-Watt UniversityGB1 paper
- HUN-REN Alfréd Rényi Institute of MathematicsHU1 paper
- HUN-REN Institute for Computer Science and ControlHU1 paper
- Medical University of ViennaAT1 paper
- National Institute of Economic and Social ResearchGB1 paper
- Santa Fe InstituteUS1 paper
- University of Applied Science BudapestHU1 paper
- University of DelawareUS1 paper
- U.S. National Science FoundationUS1 paper
5 papers
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
Katalin Varga, Tibor Szendrei
Tracking the build-up of financial vulnerabilities is a key component of financial stability policy. Due to the complexity of the financial system, this task is daunting, and there…
Voting power in the Council of the European Union: A comprehensive sensitivity analysis
Dóra Gréta Petróczy, László Csató
The Council of the European Union (EU) is one of the main decision-making bodies of the EU. A number of decisions require a qualified majority, the support of 55% of the member sta…
Firm-level supply chains to minimize unemployment and economic losses in rapid decarbonization scenarios
Johannes Stangl, András Borsos, Christian Diem +2
Urgently needed carbon emissions reductions might lead to strict command-and-control decarbonization strategies with potentially negative economic consequences. Analysing the entir…
An extension of the Plancherel measure
Miklós Arató, Villö Csiszár, Balázs Gerencsér +5
Given a distribution in the unite square and having iid sample from it the first question what a statistician might do to test the hypothesis that the sample is iid. For this purpo…
Noise sensitivity of portfolio selection under various risk measures
Imre Kondor, Szilard Pafka, Gabor Nagy
We study the sensitivity to estimation error of portfolios optimized under various risk measures, including variance, absolute deviation, expected shortfall and maximal loss. We in…