Econophysics — complex correlations and trend switchings in financial time series

GPU-computing in econophysics and statistical physics

(2011) T. Preis   European Physical Journal-Special Topics

Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2D Ising model

(2010) Benjamin Block et al.   COMPUTER PHYSICS COMMUNICATIONS

Switching Phenomena in a System with No Switches

(2010) Tobias Preis et al.   JOURNAL OF STATISTICAL PHYSICS

Complex dynamics of our economic life on different scales: insights from search engine query data

(2010) T. Preis et al.   PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

Correlated randomness and switching phenomena

(2010) H.E. Stanley et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Implementation and performance analysis of bridging Monte Carlo moves for off-lattice single chain polymers in globular states

(2009) Daniel Reith et al.   COMPUTER PHYSICS COMMUNICATIONS

GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model

(2009) Tobias Preis et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets

(2009) Tobias Preis et al.   NEW JOURNAL OF PHYSICS

Optimal execution strategies in limit order books with general shape functions

(2009) Aurélien Alfonsi et al.   QUANTITATIVE FINANCE

Power-Law Distributions in Empirical Data

(2009) Aaron Clauset et al.   SIAM REVIEW

Moving Average-Based Estimators of Integrated Variance

(2008) Peter R. Hansen et al.   Econometric Reviews

Fluctuation patterns in high-frequency financial asset returns

(2008) T. Preis et al.   EPL

Detrended fluctuation analysis of intertrade durations

(2008) Zhi-Qiang Jiang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Fitting the empirical distribution of intertrade durations

(2007) Mauro Politi et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS