Gábor Papp

Available identifiers

Publication	Date of Publication	Type
Analytic approach to variance optimization under an $\mathcal{l}_1$ constraint	2023-07-26	Paper
Study of phase transition of Potts model with domain adversarial neural network	2023-04-27	Paper
Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization	2021-08-17	Paper
Analytic solution to variance optimization with no short positions	2020-08-11	Paper
Portfolio optimization under Expected Shortfall: contour maps of estimation error	2018-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5359676	2017-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q5361351	2017-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q5361360	2017-09-27	Paper
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case	2011-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4459887	2004-05-18	Paper
Free random variables and molecular spectra	2003-06-23	Paper
Numerical modeling of gravitational field lines -- the effect of mass attraction on horizontal coordinates	2002-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q4530392	2002-06-03	Paper
Free random Lévy variables and financial probabilities	2001-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q2728680	2001-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4217713	1999-03-07	Paper
Non-hermitian random matrix models	1997-09-10	Paper

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