Gábor Papp

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Applications of domain adversarial neural network in phase transition of 3D Potts model Physica A	2024-05-10	Paper
Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint The European Physical Journal B. Condensed Matter and Complex Systems	2023-07-26	Paper
Study of phase transition of Potts model with domain adversarial neural network Physica A	2023-04-27	Paper
Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}Template:\rm e {\ell_2}$ regularization Journal of Statistical Mechanics: Theory and Experiment	2021-08-17	Paper
Analytic solution to variance optimization with no short positions Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Portfolio optimization under expected shortfall: contour maps of estimation error Quantitative Finance	2018-11-14	Paper
Portfolio optimization under expected shortfall: contour maps of estimation error Quantitative Finance	2018-11-14	Paper
Random matrix filtering in portfolio optimization	2017-09-27	Paper
Random matrix filtering in portfolio optimization (available as arXiv preprint)	2017-09-27	Paper
Towards non-Hermitian random Lévy matrices	2017-09-27	Paper
scientific article; zbMATH DE number 6781398 (Why is no real title available?)	2017-09-27	Paper
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case Quantitative Finance	2011-08-19	Paper
scientific article; zbMATH DE number 2065267 (Why is no real title available?)	2004-05-18	Paper
Free random variables and molecular spectra Physica A	2003-06-23	Paper
Numerical modeling of gravitational field lines -- the effect of mass attraction on horizontal coordinates Journal of Geodesy	2002-10-27	Paper
scientific article; zbMATH DE number 1748512 (Why is no real title available?) (available as arXiv preprint)	2002-06-03	Paper
Free random Lévy variables and financial probabilities Physica A	2001-10-23	Paper
Characteristics of quantum open systems: Free random variables approach. Acta Physica Polonica B	2001-08-01	Paper
scientific article; zbMATH DE number 1222209 (Why is no real title available?) (available as arXiv preprint)	1999-03-07	Paper
Non-hermitian random matrix models Nuclear Physics B	1997-09-10	Paper

Research outcomes over time

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