Modeling bursts and heavy tails in human dynamics A Vázquez, JG Oliveira, Z Dezsö, KI Goh, I Kondor, AL Barabási Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 73 (3 …, 2006 | 860 | 2006 |
Eigenvalues of the stability matrix for Parisi solution of the long-range spin-glass C De Dominicis, I Kondor Physical Review B 27 (1), 606, 1983 | 162 | 1983 |
On the dynamics of continuous phase transitions P Szépfalusy, I Kondor Annals of Physics 82 (1), 1-53, 1974 | 156 | 1974 |
Noise sensitivity of portfolio selection under various risk measures I Kondor, S Pafka, G Nagy Journal of Banking & Finance 31 (5), 1545-1573, 2007 | 155 | 2007 |
Noisy covariance matrices and portfolio optimization II S Pafka, I Kondor Physica A: Statistical Mechanics and its Applications 319, 487-494, 2003 | 153 | 2003 |
Estimated correlation matrices and portfolio optimization S Pafka, I Kondor Physica A: statistical mechanics and its applications 343, 623-634, 2004 | 124 | 2004 |
On chaos in spin glasses I Kondor Journal of Physics A: Mathematical and General 22 (5), L163, 1989 | 99 | 1989 |
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets S Pafka, I Kondor Physica A: Statistical Mechanics and its Applications 299 (1-2), 305-310, 2001 | 98 | 2001 |
Noisy covariance matrices and portfolio optimization S Pafka, I Kondor The European Physical Journal B-Condensed Matter and Complex Systems 27, 277-280, 2002 | 89 | 2002 |
Parisi's mean-field solution for spin glasses as an analytic continuation in the replica number I Kondor Journal of Physics A: Mathematical and General 16 (4), L127, 1983 | 72 | 1983 |
Random matrix filtering in portfolio optimization G Papp, S Pafka, MA Nowak, I Kondor arXiv preprint physics/0509235, 2005 | 71 | 2005 |
Exponential weighting and random-matrix-theory-based filtering of financial covariance matrices for portfolio optimization S Pafka, M Potters, I Kondor arXiv preprint cond-mat/0402573, 2004 | 67 | 2004 |
Statistical analysis of 5 s index data of the Budapest Stock Exchange IM Jánosi, B Janecskó, I Kondor Physica A: Statistical Mechanics and its Applications 269 (1), 111-124, 1999 | 66 | 1999 |
On the feasibility of portfolio optimization under expected shortfall S Ciliberti, I Kondor, M Mézard Quantitative Finance 7 (4), 389-396, 2007 | 65 | 2007 |
Spin Glasses and Random Fields C De Dominicis, I Kondor, T Temesvári Series on Directions in Condensed Matter Physics 12, 1998 | 59 | 1998 |
The effect of social balance on social fragmentation T Minh Pham, I Kondor, R Hanel, S Thurner Journal of the Royal Society Interface 17 (172), 20200752, 2020 | 57 | 2020 |
On spin glass fluctuations C de Dominicis, I Kondor Journal de Physique Lettres 45 (5), 205-210, 1984 | 49 | 1984 |
Econophysics: an emerging science I Kondor, J Kertesz Kluwer, Dordrecht, 1999 | 48 | 1999 |
Econophysics: an emerging science I Kertesz, I Kondor Kluwer, 1999 | 48 | 1999 |
Block diagonalizing ultrametric matrices T Temesvari, C De Dominicis, I Kondor Journal of Physics A: Mathematical and General 27 (23), 7569, 1994 | 44 | 1994 |