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Physics of Socio-Economic Systems Division

   Newsletter
     July 2009
     August 2009
     October 2009



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Latest News

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 ].

  • Financial Markets

    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 — 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)

  • Supplementary information: 2D Ising source code is available for download [ Download ].

  • Supplementary movie: 3D Ising model.

  • 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.


    FDax | Transaction Prices


    FDax | Prices and Volumes


    FDax | Prices and Times


  • Contact Addresses:
    Institute of Physics, Johannes Gutenberg University, Staudinger Weg 7, D-55099 Mainz, Germany
    Artemis Capital Asset Management GmbH, Gartenstr. 14, D-65558 Holzheim, Germany
    Last update on 11 October 2009