Latest News

30 June 2010 | Election of the Federal President (Germany) — Research project Gridscan.com analyzes (together with D. Reith) general public's interest in the candidates using Wikipedia data. Our results were covered by TV and radio stations as well as by various newspapers: ZDF spezial — live TV coverage (S. Schünemann), ZDF Morgenmagazin (S. Schünemann), Frankfurter Allgemeine Zeitung, ZDF heute.de (G. H. Przikling), INFOradio rbb, Rhein-Zeitung. Press Release (B. Leinauer).

15 June 2010 | The Low-Latency Imperative: How Fast Is Fast Enough? — "The increases in speed represented by the GPU are many times faster than the reductions in latency by the exchanges." — My interview for Wall Street & Technology.

24 May 2010 | Paper demonstrating that multi-spin Monte Carlo simulations of the 2D Ising model can be accelerated on GPU clusters published in Computer Physics Communications. Supplementary information: Ising source code is available for download [ Download ].

06 May 2010 | CUDA results on new Fermi architecture — GTX 480 benchmark for time series analyses in computational finance. These results were covered by HPCwire.

Benchmark tests use CUDA 3.0 on an Intel i7 920 system. GTX 480 is compared with one chip of the dual chip graphics card GTX 295. Methods are published in T. Preis et al., New Journal of Physics 11, 093024, 2009. Results can be obtained up to 200 times faster than on a recent CPU core.

05 January 2010 | Econophysics — Paper (together with H. Eugene Stanley) analyzing trend switching processes in financial markets is published in the Journal of Statistical Physics. Such switching occurs on time scales ranging from macroscopic bubbles persisting for hundreds of days to microscopic bubbles persisting only for a few seconds. We find striking scale-free behavior of the volume and inter-trade times after each switching occurs.

16 September 2009 | Paper demonstrating that the analysis of financial market fluctuations can be accelerated on graphic cards published in the New Journal of Physics. This paper has been selected for inclusion in IOP Select. Supplementary information: GPU source code is available for download [ Download ].

30 April 2009 | Paper demonstrating that Monte Carlo simulations of the 2D and 3D Ising model can be accelerated on graphic cards published in Journal of Computational Physics (JCP) — Results can be obtained up to 60 times faster. This paper was covered by NVIDIA, WinFuture, scinexx - Das Wissensmagazin (Springer), and Natur & Geist - Das Forschungsmagazin. Press Release (B. Leinauer). This paper is JCP's most read article (June, September, and December 2009) — counted by article downloads on ScienceDirect. Supplementary information: 2D Ising source code is available for download [ Download ]. Supplementary movie: 3D Ising model.

20 April 2009 | Gutenberg Academy — The Gutenberg Academy of Young Academics accepted me as a junior member. This event was covered by Allgemeine Zeitung Mainz [ PDF ] and the German TV channel K3 Kulturkanal [ MPEG (3 MB) ].

Photo by P. Virnau

Photo by P. Thomas

Photo by P. Virnau

Press Release of the Gutenberg Academy.

Previous Highlights

04 June 2008 | Paper analyzing fluctuation patterns in high-frequency financial asset returns published in Europhysics Letters — Introduction of a new method for quantifying pattern-based complex short-time correlations of a time series. The correlation measure is 1 for a perfectly correlated and 0 for a random walk time series.

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