Dienstags, 9-11 Uhr, Raum N24/252, grundpraktikum Physik fr Ingenieure (Naydenov) (3. Guhr A Random Matrix Approach to Credit Risk plos ONE, 9, e98030 (2014), preprint: arXiv:1102.3900.A. Portfolio return distributions: Sample statistics with stochastic correlations. It is a club for students, graduates and postgraduates of Ulm University, which provides a comprehensive connection between university education and professional practice. 95, 184102 (2005). Grothe Estimating correlation and covariance matrices by weighting of market similarity Quantitative Finance, 14, 931-939 (2014), preprint: arXiv:1006.5847.A. Guhr Credit risk - A structural model with jumps and correlations Physica A 383, 533 (2007), preprint on. Schfer, impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns preprint: arXiv:1506.08054. Guhr Spatial Dependence in Stock Returns - Local Normalization and VAR Forecasts SFB 823 Discussion Paper 18/13 (2013).
Seligman Emerging spectra of singular correlation matrices under small power-map deformations Phys. E 73, 066120 (2006). Wirtschaftsphysik is a relatively new course of studies, introduced at the. Equilibrium Pricing in an Order Book Environment: Case Study for a Spin Model preprint: arXiv:1502.01125,. Schfer Fidelity Recovery in Chaotic Systems and the Debye-Waller Factor Phys. In the first two years, the emphasis is on Physics and Mathematics but after the Bachelor Economics and Computer Science become more important.
It especially promotes research activities, teaching activities and international cooperation. Semester mittwochs, 10-14 Uhr, O26/202-233. The purpose of the, fIN Club is to connect future, current and former students, staff, lecturers and people interested in the field of computer science. Stanley Identifying States of a Financial Market Scientific Reports 2 : 644 (2012), preprint: arXiv:1202.1623.F.R. Donnerstags, 8-10 Uhr, H2, freitags, 10-12 Uhr, H2, seminar: Montags, 14-16 Uhr, O27/2202.
Constructing Analytically Tractable Ensembles of Non-Stationary Covariances with an Application to Financial Data preprint: arXiv:1503.01584,. Seligman Experimental verification of fidelity decay: From perturbative to Fermi golden rule regime Phys. Stckmann Transition from Gaussian-orthogonal to Gaussian-unitary ensemble in a microwave billiard with threefold symmetry Phys. Stckmann Directed emission from a dielectric microwave billiard with quadrupolar shape New Journal of Physics 8, 46 (2006). International Journal of Theoretical and Applied Finance 18, 1550012 (2015) preprint: arXiv:1308.3961,. Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example. Experimental Quantum Optics (Kubanek wahlfach fr Master Physik und Master Wirtschaftsphysik.
Stckmann Correlation functions of scattering matrix elements in microwave cavities with strong absorption Journal of Physics A 36, 3289 (2003). Econophysics but it is questionable if both terms mean the same thing. Stckmann Fidelity amplitude of the scattering matrix in microwave cavities New Journal of Physics 7, 152 (2005).-J. It maintains contact between the University and the local public, the political sector and the economy. Annual reunions are one of the main events of the Alumni Club, where students, alumni and members of the faculty have the opportunity to meet each other and share their experiences. Dynamics of quasi-stationary systems: Finance as an example. Wolf Analysis of a decision model in the context of equilibrium pricing and order book pricing Physica A 415, 347-353 (2014), preprint: arXiv:1404.7356.C. Schfer A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market Physica A 390, 4251 (2011), preprint: arXiv:1102.1099.C. In addition, the University Society supports the student body and is the official alumni organisation of the University. Guhr Microscopic understanding of heavy-tailed return distributions in an agent-based model Europhysics Letters 100, 38005 (2012), preprint: arXiv:1207.2946.
Guhr Local normalization: Uncovering correlations in non-stationary financial time series Physica A 389, 3856 (2010).C. Habilitation thesis (2013. Stckmann Spectra and wavefunctions in a ray-splitting Sinai microwave billiard and their semiclassical interpretation Foundations of Physics 31, 475 (2001). Mech., P08011 (2015), preprint: arXiv:1503.00556,. Dependence structure of market states,. The, studium und Praxis club has been around since 1987. Guhr Statistical causes for the Epps effect in microstructure noise International Journal of Theoretical and Applied Finance 14, (2011) preprint: arXiv:1009.6157. Credit risk: taking fluctuating asset correlations into account accepted for publication in Journal of Credit Risk.
Wirtschaftsphysik Alumni is a non-profit organization which aims to connect graduates, students, lecturers and anyone else who is interested in the fields of business physics or physics. Mech., P08012 (2015), preprint: arXiv:1503.09004,. The Alumni Network is mainly shaped by the ties the graduates have to their university and their time spent together as students. The WiWi Alumni Club offers the possibility to stay in touch with other alumni as well as with Ulm University itself. We strive to deepen this sort of contact as well as contribute to the continuing education of our members.
It is composed of studies. Schfer Recovery of the fidelity amplitude for the Gaussian ensembles New Journal of Physics 6, 199 (2004). Our aim is to foster the mutual exchange between students and graduates of Ulm University and business and professional communities. Guhr Non-Stationarity in Financial Time Series and Generic Features Europhysics Letters 103, 58003 (2013), preprint: arXiv:1304.5130 Vinayak,. Tuesdays, 8-10 am, N24/251. Vorlesung: Freitags, 10-13 Uhr, Raum N24/251. Guhr Power mapping with dynamical adjustment for improved portfolio optimization Quantitative Finance 10, (2010).
Quantile correlations: Uncovering temporal dependencies in financial time series accepted for publication in ijtaf,. E 88, 032115 (2013), preprint: arXiv:1304.4982.A. Europhysics Letters 110, 68003 (2015), preprint: arXiv:1502.07522,.A. The FIN Club works closely with the computer science faculty, assisting them with first semester student orientation as well as other events which improve contact between instructors and students within the department of computer science. Guhr Compensating asynchrony effects in the calculation of financial correlations Physica A 389, 767 (2010), preprint: arXiv:0910.2909. Schfer, econophysics: Quantitative Studies of Equity and Credit Markets. The, university Society of Ulm University helps to ensure development and continued growth at Ulm University. Guhr Credit risk and the instability of the financial system: An ensemble approach Europhysics Letters 105, 38004 (2014), preprint: arXiv:1309.5245.C. Principles of Structural Formation in Nanomaterials (Rogers). The name might be translated into English.
Preprint available at: m/abstract2320675. University of Ulm in 1997. The, wiWi Alumni Club, ulm serves as an information and communication platform for both students and graduates in the business administration and economics programme of Ulm University. 94, 244101 (2005).-J. The FS Alumni Barbecue is one example, a casual setting for members to meet and discuss ideas or exchange experiences. Lecture for Advanced Materials (3. Elektrizitt und Magnetismus (Naydenov vorlesung fr Physik und Wirtschaftsphysik Bachelor (2. Guhr Impact of the tick-size on financial returns and correlations Physica A 389, 4828 (2010), preprint: arXiv:1001.5124.C.
Our aim in the area of alumni work is to achieve very close contact between the alumni and the faculty, including the sharing of experiences and information. Schfer Calibration of structural and reduced-form recovery models Journal of Credit Risk 8 (4 31-51 (2012), preprint: arXiv:1102.4864.A. Mech., P01029 (2015), preprint: arXiv:1406.5386.C. In comparison to regular physics students, Wirtschaftsphysik students have to participate in about half as many experiments in experimental physics and are only required to take three of the usual five lectures. The Ulm University association. Schfer Correlation functions and fidelity decay in chaotic systems.