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Imre Kondor, Permanent Fellow from 2002 to 2010

Rector of the Collegium from 2002 to 2008 and professor of physics at Eötvös Loránd University (ELTE), Budapest.

Born in 1943. Graduated in physics in 1966 at ELTE. Obtained the candidate of sciences and doctor of physical sciences degree from the Hungarian Academy of Sciences (HAS) in 1984 and 1988, respectively. From 1969 to 1989 he held various positions in the Research Group for Theoretical Physics of HAS, and various visiting positions abroad: at the Institute for Theoretical Physics, Trieste, Italy (1972-73), at the Institut für Theoretische Physik, Goethe Universität, Frankfurt, Germany (1981), at the Service de Physique Théorique, Centre d´Etudes Nucleaires de Saclay, France (1982-83), and at the Theoretical Physics Department of Victoria University, Manchester, UK (1984-86). Between 1983 and 1998 he kept up a close and continuous collaboration with the Saclay group.

In 1989 he became professor of physics at the Institute for Theoretical Physics, Eötvös University, and between 1998 and 2000 he was head of the Department of the Physics of Complex Systems at the same university, where presently he holds the position of full professor.

In 1992 he founded the Bolyai College, a school of excellence for science students, where he served as director until 1998. From 1998 he started lecturing also at the Budapest University of Economic Sciences and Public Administration, and from 1999 to 2002 he was head of the Market Risk Research Department of Raiffeisen Bank, Budapest.

From 1977 to 1980 he was the secretary of the Statistical Physics Division of the Eötvös Physical Society, Budapest, from 1980 to 1990 secretary, from 1990 to 1997 chairman of the Statistical Physics Committee of the Hungarian Academy of Sciences, and between 1996-99 he served as chairman of the Higher Education Research Grant Committee. He has been a member of the International Advisory Board of the Middle-European Cooperation in Statistical Physics since 1991, and the chairman of the Hungarian Association of Risk Managers since 2000.

In 1973 he was awarded the Bródy Prize of the Eötvös Physical Society, in 1989 the Physics Prize, and in 1992 the Academic Prize of the Hungarian Academy of Sciences, and in 1999 the Apáczai Csere János Prize of the Ministry of Education, Budapest.

Research Intrests

During the first few years of his research career he worked on condensed Bose systems, from the early 70´s on static and dynamic critical phenomena. Around 1980 his research interest turned to random systems, in particular to the field theory of spin glasses. His present research field is the application of the methods of statistical physics to problems in quantitative finance, and the theoretical aspects of risk management and of financial regulation.

Selected Publications

  • On the dynamics of continuous phase transitions (with P. Szépfalusy), Ann. of Phys. 82, 1 (1974)
  • Calculation of critical exponents to O(1/n )(with T. Temesvári), Phys. Rev. B21, 260 (1980)
  • Resummation of the 1/n expansion through a self-consistent scheme (with T. Temesvári and L. Herényi), Phys. Rev. B22, 1451 (1980)
  • Eigenvalues of the stability matrix for Parisi solution of the long range spin glass (with C. De Dominicis), Phys. Rev. B27, 606 (1983)
  • On spin glass fluctuations (with C. De Dominicis), J. de Physique Lett. 45, L205 (1984)
  • On chaos in spin glasses, J. Phys. A22, L163 (1989)
  • Short-range corrections to the order parameter of the Ising spin glass above the upper critical dimension (with C. De Dominicis and T. Temesvári), J. Phys. A24, L301 (1991)
  • Beyond the Sherrington-Kirkpatrick model (with C. De Dominicis and T. Temesvári), in Spin glasses and random fields, ed. A.P. Young, World Scientific, Singapore, pp. 119-160, 1998.
  • Portfolios with nonlinear constraints and spin glasses (with A. Gábor), Physica A274, 222 (1999)
  • Spin glasses in the trading book, Int. J. of Theor. and Appl. Finance, 3, 537 (2000)
  • Noisy covariance matrices and portfolio optimization (with Sz. Pafka) Eur. Phys. J. B27, 277-280 (2002)

Books

  • From phase transitions to chaos: topics in modern statistical physics, eds. G. Györgyi, I. Kondor, L. Sasvári and T. Tél, World Scientific, Singapore, 1992
  • Advances in computer simulation, eds. J. Kertész and I. Kondor, Springer Verlag, Heidelberg, 1997

Publications

Conference Talks, Seminars

 

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H-1014 Budapest
Tel: +36 1 224 8300
Fax: +36 1 224 8310

info@colbud.hu