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publications

(32)

• Diffusion Kernels on Graphs and Other Discrete Input Spaces
  Risi Imre Kondor and John D. Lafferty Proceedings of the 19th International Conference on Machine Learning (ICML 2002), July 8-12, 2002, Sydney, Australia 315--322 (2002)
  to graph kernels by sb3000 and 6 other people on 2008-05-16 15:00:41
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• Diffusion kernels on graphs and other discrete input spaces
  R. Kondor and J. Lafferty (2002)
  to imported by kdubiq and 6 other people on 2008-04-30 12:59:47
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• On the feasibility of portfolio optimization under expected shortfall
  Stefano Ciliberti and Imre Kondor and Marc M{\'E}zard Quantitative Finance 7 389--396 (2007)
  to imported by smicha on 2008-04-23 19:09:19
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• Noise sensitivity of portfolio selection under various risk measures
  Imre Kondor and Szil{\'a}rd Pafka and G{\'a}bor Nagy Journal of Banking \& Finance 31 1545--1573 (2007)
  to Risk measures by smicha on 2008-04-22 13:53:19
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• Noise sensitivity of portfolio selection in constant conditional correlation GARCH models
  I. Varga-Haszonits and I. Kondor Physica A: Statistical Mechanics and its Applications 385 307--318 (2007)
  to Noisy covariance matrices by smicha on 2008-04-22 10:36:30
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• Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets
  Szil{\'a}rd Pafka and Imre Kondor Physica A: Statistical Mechanics and its Applications 299 305--310 (2001)
  to RiskMetrics by smicha on 2008-04-22 10:36:30
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• Noisy covariance matrices and portfolio optimization II
  Szil{\'a}rd Pafka and Imre Kondor Physica A: Statistical Mechanics and its Applications 319 487--494 (2003)
  to Noisy covariance matrices by smicha on 2008-04-22 10:36:30
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• Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass
  I. Kondor and C. De Dominics and T. Temesv{\'a}ri Physica A: Statistical and Theoretical Physics 185 295--304 (1992)
  to imported by smicha on 2008-04-22 10:36:30
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• Statistical analysis of 5 s index data of the Budapest Stock Exchange
  Imre M. J{\'a}nosi and Bal{\'a}zs Janecsk{\'o} and Imre Kondor Physica A: Statistical Mechanics and its Applications 269 111--124 (1999)
  to Financial markets by smicha on 2008-04-22 10:36:30
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• Portfolios with nonlinear constraints and spin glasses
  Adrienn G{\'a}bor and I. Kondor Physica A: Statistical Mechanics and its Applications 274 222--228 (1999)
  to imported by smicha on 2008-04-22 10:36:30
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