684 citations · 1.2k across the 32 of their papers we have counts for
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cond-mat.stat-mech2021
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…
q-fin.PM2021
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…