684 citations · 1.2k across the 32 of their papers we have counts for
35 papers
Field theory for the Almeida-Thouless transition
Tamás Temesvári, Imre Kondor
This work contains a review of the theoretical understanding for the Almeida-Thouless transition. The effective field theoretic model for this transition to the replica symmetry br…
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…
The effect of social balance on social fragmentation
Tuan Minh Pham, Imre Kondor, Rudolf Hanel +1
With the availability of cell phones, internet, social media etc. the interconnectedness of people within most societies has increased drastically over the past three decades. Acro…
Analytic approach to variance optimization under an constraint
Imre Kondor, Gábor Papp, Fabio Caccioli
The optimization of the variance supplemented by a budget constraint and an asymmetric regularizer is carried out analytically by the replica method borrowed from the theo…
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 …