Tobias Preis
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Curriculum Vitae

Personal

Born 1981 (Limburg an der Lahn, Germany), citizenship in Germany.

Professional Activities

Apr 2012 — present

Visiting Lecturer | University College London — Department of Mathematics.

Mar 2011 — present

Research Fellow | Boston University — Research group led by Prof. H. Eugene Stanley, Center for Polymer Studies, Boston, MA, USA.

Jan 2011 — present

Postdoctoral Research Fellow | ETH Zurich — Research group led by Prof. Dr. Dirk Helbing, Chair of Sociology, in particular of Modeling and Simulation.

Mar 2011 — present

Vice-Chairman | "Physics of Socio-Economic Systems" Division of the German Physical Society (DPG).

Nov 2007 — present

Founder and Managing Director | Artemis Capital Asset Management GmbH.

 

Aug 2011

Visiting Researcher | University College London — Research group led by Prof. Steven Bishop, Department of Mathematics, London, United Kingdom.

Apr 2011

Visiting Researcher | Tel Aviv University — Research group led by Prof. Eshel Ben-Jacob, School of Physics and Astronomy, Tel Aviv, Israel.

Mar 2009 — Feb 2011

General Secretary | "Physics of Socio-Economic Systems" Division of the German Physical Society (DPG).

Nov 2010 — Dec 2010

Research Associate | Boston University — Research group led by Prof. H. Eugene Stanley, Center for Polymer Studies, Boston, MA, USA.

Oct 2006 — Oct 2010

Research Assistant and Doctoral Candidate | Johannes Gutenberg University Mainz — Research group led by Prof. Dr. Kurt Binder.

Mar 2010 — May 2010

Risk Analyst | Deutsche Bank AG — Risk Analytics & Instruments, Legal, Risk & Capital, Frankfurt, Germany.

Mar 2010

Visiting Researcher | Boston University — Research group led by Prof. H. Eugene Stanley, Center for Polymer Studies, Boston, MA, USA.

Feb 2010

Visiting Researcher | ETH Zurich — Research group led by Prof. Dr. Dirk Helbing, Chair of Sociology, in particular of Modeling and Simulation.

Jun 2009 — Jul 2009

Visiting Researcher | Boston University — Research group led by Prof. H. Eugene Stanley, Center for Polymer Studies, Boston, MA, USA.
Visiting Researcher | University of Georgia — Research group led by Prof. David P. Landau, Center for Simulational Physics, Athens, GA, USA.

Feb 2009 — Mar 2009

Visiting Researcher | University of Electro-Communications, Tokyo, Japan — Research group led by Assoc. Prof. Dr. Hans-Georg Mattutis.

Dec 2008 — Feb 2009

Visiting Researcher | Boston University — Research group led by Prof. H. Eugene Stanley, Center for Polymer Studies, Boston, MA, USA.

Educational Background

2010

PhD in Theoretical Physics | Johannes Gutenberg University Mainz.

2006

Diploma in Physics, equivalent to a Master's degree | Johannes Gutenberg University Mainz.

2005

Eurex Trader Examination | Deutsche Börse AG.

2003

Pre-degree examination in Physics | Justus Liebig University Giessen.

2001

University-entrance diploma, Abitur | Tilemannschule Limburg.

Reviewing Activities

  • Advances in Complex Systems (2011 — present).
  • AIP Advances (2011 — present).
  • Journal of Computational Science (2011 — present).
  • Europhysics Letters (2011 — present).
  • PLoS ONE (2010 — present).
  • Quantitative Finance (2010 — present).
  • International Journal of Modern Physics C (2010 — present).
  • Journal of Economic Interaction and Coordination (2010 — present).
  • Computer Physics Communications (2010 — present).
  • Journal of Computational Physics (2010 — present).
  • Chaos, Solitons & Fractals (2010 — present).
  • Physica A (2009 — present).

  • Refereed Journal Articles

    25 | Tobias Preis, Dror Y. Kenett, H. Eugene Stanley, Dirk Helbing, and Eshel Ben-Jacob, Preprint — Under Review (2011)

    24 | Tobias Preis, Helen Susannah Moat, H. Eugene Stanley, and Dirk Helbing, Preprint — Under Review (2011)

    23 | Tobias Preis and H. Eugene Stanley, Bubble trouble, Physics World 24, 29-32 (2011)

    22 | Tobias Preis, Johannes J. Schneider, and H. Eugene Stanley, Switching Processes in Financial Markets, Proceedings of the National Academy of Sciences 108, 7674-7678 (2011)

    21 | Tobias Preis, GPU-computing in econophysics and statistical physics, European Physical Journal Special Topics 194, 87-119 (2011)

    20 | Tobias Preis, Econophysics - complex correlations and trend switchings in financial time series, European Physical Journal Special Topics 194, 5-86 (2011)

    19 | Tobias Preis, Progress in Econophysics, European Physical Journal Special Topics 194, 1-3 (2011)

    18 | Tobias Preis, Econophysics in a Nutshell, Science & Culture 76, 333-337 (2010)

    17 | Tobias Preis, Daniel Reith, and H. Eugene Stanley, Complex dynamics of our economic life on different scales: insights from search engine query data, Philosophical Transactions of the Royal Society A 368, 5707-5719 (2010)

    16 | Benjamin Block, Peter Virnau, and Tobias Preis, Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2D Ising model, Computer Physics Communications 181, 1549-1556 (2010)

    15 | H. Eugene Stanley, Sergey V. Buldyrev, Giancarlo Franzese, Shlomo Havlin, Francesco Mallamace, Pradeep Kumar, Vasiliki Plerou, and Tobias Preis, Correlated randomness and switching phenomena, Physica A 389, 2880-2893 (2010)

    14 | Tobias Preis and H. Eugene Stanley, Switching Phenomena in a System with No Switches, Journal of Statistical Physics 138, 431-446 (2010)

    13 | Tobias Preis and H. Eugene Stanley, How to Characterize Trend Switching Processes in Financial Markets, Bulletin of the Asia Pacific Center for Theoretical Physics 23, 18-23 (2009) [Cover Image]

    12 | Tobias Preis, Peter Virnau, Wolfgang Paul, and Johannes J. Schneider, Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets, New Journal of Physics 11, 093024 (2009)

    11 | Tobias Preis, Peter Virnau, Wolfgang Paul, and Johannes J. Schneider, GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model, Journal of Computational Physics 228, 4468-4477 (2009)

    10 | Tobias Preis, Wolfgang Paul, and Johannes J. Schneider, Fluctuation patterns in high-frequency financial asset returns, Europhysics Letters 82, 68005 (2008)

    09 | Tobias Preis, Sebastian Golke, Wolfgang Paul, and Johannes J. Schneider, Statistical analysis of financial returns for a multiagent order book model of asset trading, Physical Review E 76, 016108 (2007)

    08 | Tobias Preis, Sebastian Golke, Wolfgang Paul, and Johannes J. Schneider, Multi-agent-based Order Book Model of financial markets, Europhysics Letters 75, 510-516 (2006)

    Refereed Book Contributions and Conference Proceedings

    07 | Tobias Preis, Price-Time Priority and Pro Rata Matching in an Order Book Model of Financial Markets, in "Econophysics of Order-driven Markets", F. Abergel, B. K. Chakrabarti, A. Chakraborti, and M. Mitra (eds.), (Springer, 2011)

    06 | Tobias Preis and Benjamin Block, A Practical Guide to Massively Parallel Monte Carlo Simulations: The Ising Model, accepted for publication in "GPU Computing Gems", W. Hwu (ed.), (Addison-Wesley, 2010)

    05 | H. Eugene Stanley, Sergey V. Buldyrev, Giancarlo Franzese, Shlomo Havlin, Francesco Mallamace, Marco G. Mazza, Pradeep Kumar, Vasiliki Plerou, Tobias Preis, Kevin Stokely, and Limei Xu, Switching Phenomena, in "Proceedings of the First Interdisciplinary CHESS Interactions Conference", C. Rangacharyulu and E. Haven (eds.), (World Scientific, Singapore, 2010)

    04 | Tobias Preis and H. Eugene Stanley, Trend Switching Processes in Financial Markets, in "Econophysics Approaches to Large-Scale Business Data and Financial Crisis", M. Takayasu, T. Watanabe, and H. Takayasu (eds.), (Springer, Tokyo, 2010)

    03 | Tobias Preis, Simulating the microstructure of financial markets, Journal of Physics: Conference Series 221, 012019 (2010)

    02 | Tobias Preis, An Order Book Model Simulating Modern Financial Markets, accepted for publication in "Proceedings of the Summer School on Socio-Econo-Physics", J. J. Schneider (ed.), (Springer, 2011)

    Monographs

    01 | Tobias Preis, Ökonophysik — Die Physik des Finanzmarktes, with a preface by Prof. Dr. Dirk Helbing, (Gabler Research, Springer Fachmedien, Wiesbaden, 2011)

    Patents and Patent Applications

    Tobias Preis, Deutsches Patent- und Markenamt, Munich, patent pending, file number 10 2010 034 053.7 (2010)

    Grants and Fellowships

    Research Fellowship of the German Research Foundation (DFG),
    PR 1305/1-1, 65,000 EUR (2011 — present).

    Hardware Donation by the NVIDIA Corporation,
    5,000 USD (2010).

    Fellowship of the Gutenberg Academy,
    5,000 EUR (2009 — 2011).

    Media Coverage

  • "Possible Early Warning Sign for Market Crashes", Brandon Keim, Wired.com, 18 March 2011 (USA).
  • "ZDF spezial", live TV coverage, Sonja Schünemann, ZDF, 30 Jun 2010 (Germany).
  • "Gauck führt im Internet", Eva-Maria Magel, Frankfurter Allgemeine Zeitung, 29 Jun 2010, p. 42 (Germany).
  • "Klicken für den Bundespräsidenten", Georg H. Przikling, ZDF heute.de, 29 Jun 2010 (Germany).
  • "ZDF Morgenmagazin | Netzschau", Sonja Schünemann, ZDF, 29 Jun 2010 (Germany).
  • "Vor der Bundespräsidentenwahl", INFOradio rbb, 29 Jun 2010 (Germany).
  • "Gauck liegt im Internet vorn", Rhein-Zeitung, 24 Jun 2010, p. 19 (Germany).
  • "The Low-Latency Imperative: How Fast Is Fast Enough?", David Safarik, Wall Street & Technology, 15 Jun 2010 (USA).
  • "High Frequency Trading Benefits from Fermi Architecture", Michael Feldman, HPCwire, 06 May 2010 (USA).
  • "Ein Algorithmus weist den Weg", Antje Karbe, Mittelbayerische Zeitung [ PDF ], 17 Jan 2010 (Germany).
  • "Simulation auf Grafikkarten: vom Videospiel zur Materialforschung", Martin Oettel and Peter Virnau, Natur & Geist — Das Forschungsmagazin der Johannes Gutenberg-Universität Mainz [ PDF ], Issue 2/2009 (Germany).
  • "Packen wie die Weltmeister", Johannes J. Schneider and Elmar Schömer, Natur & Geist — Das Forschungsmagazin der Johannes Gutenberg-Universität Mainz [ PDF ], Issue 2/2009 (Germany).
  • "Rechenkünstler aus der Spiele-Welt löst Physikproblem", scinexx.de — Das Wissensmagazin [ PDF ], 10 Jun 2009 (Germany).
  • "Grafikkarten bringen Forschern Leistungsschub", WinFuture.de [ PDF ], 10 Jun 2009 (Germany).
  • "Rheingeschaut", K3 Kulturkanal [ MPEG (3 MB) ], 24 Apr 2009 (Germany).
  • "Zelltod, Börse und Generäle", Allgemeine Zeitung Mainz, 21 Apr 2009 (Germany).
  • "Tobias Preis Jahrgangsbester mit der Traumnote 1,0 — Tilemannschule verabschiedete 96 frisch gebackene Abiturienten", Weilburger Tageblatt, 13 Jun 2001 (Germany).
  • "Das Abitur an der Limburger Tilemannschule", Nassauische Neue Presse, 12 Jun 2001, p. 14 (Germany).
  • "Die Tiefe der Mondkrater ist für Tobias Preis kein Rätsel", Nassauische Neue Presse, 1 Mar 1999, p. 16 (Germany).
  • "Wie tief sind die Krater auf dem Mond und wie wird morgen das Wetter sein?", Wetzlarer Neue Zeitung, 19 Feb 1999, p. 23 (Germany).
  • "Die Krater auf dem Mond", Wetzlarer Neue Zeitung, 19 Feb 1999, p. 1 (Germany).
  • "Experimentierfreude zahlte sich aus", Giessener Allgemeine, 13 Feb 1999, p. 39 (Germany).

  • Invited Talks and Presentations

    41 | Centre of Advanced Spatial Analysis (CASA), UCL, London, UK (18 Aug 2011).
    40 | High Frequency Trading World 2011, Chicago, IL, USA (29 Jun 2011).
    39 | Group Seminar | Center for Polymer Studies, Boston, MA, USA (24 June 2011).
    38 | High Frequency Trading World 2011, Amsterdam, Netherlands (08 Jun 2011).
    37 | International Conference on Econophysics 2011, Shanghai, China (05 Jun 2011).
    36 | International Symposium: Computer Simulations on GPU, Mainz, Germany (01 Jun 2011).
    35 | Physics World Online Lecture | Bubble Trouble (12 May 2011).
    34 | Research Seminar | Yahoo! Research, Barcelona, Spain (05 May 2011).
    33 | Chair of Computational Science | ETH Zurich, Zurich, Switzerland (03 May 2011).
    32 | CCSS Seminar | Risk Center, ETH Zurich, Zurich, Switzerland (19 Apr 2011).
    31 | Annual Spring Meeting — DPG, SOE | GPU Computing, Dresden, Germany (14 Mar 2011).
    30 | Annual Spring Meeting — DPG, SOE | Swarm Intelligence, Dresden, Germany (14 Mar 2011).
    29 | Group Seminar | Research group of Prof. Dr. Dirk Helbing, Chair of Sociology, in particular of Modeling and Simulation, Zurich, Switzerland (31 Jan 2011).
    28 | Group Seminar | Research group of Prof. Dr. Dirk Helbing, Chair of Sociology, in particular of Modeling and Simulation, Zurich, Switzerland (10 Jan 2011).
    27 | Biophysics/Condensed Matter Seminar | Physics DepartmentBoston University, Boston, MA, USA (30 Nov 2010).
    26 | Research Seminar | RAI — Deutsche Bank AG, Frankfurt am Main, Germany (21 Jul 2010).
    25 | International School of Physics "Enrico Fermi", Varenna, Italy (07 Jul 2010).
    24 | Annual Spring Meeting — DPG, SOE, Regensburg, Germany (26 Mar 2010).
    23 | Tutorial | Annual Spring Meeting — DPG, SOE, Regensburg, Germany (21 Mar 2010).
    22 | Econophys-Kolkata V | Econophysics of Order-driven Markets — Kolkata, India (11 Mar 2010).
    21 | jDPG Theoretiker-Workshop (PDF) — Gersfeld (Rhön), Germany (09 Jan 2010).
    20 | Econophysics Colloquium 2009Ettore Majorana Foundation and Centre for Scientific Culture, Erice, Italy (27 Oct 2009).
    19 | GPU Computing in Computational EngineeringFirst International Workshop on Computational Engineering, Herrsching, Germany (14 Oct 2009).
    18 | Center for Simulational Physics (PDF)University of Georgia, Athens, GA, USA (30 Jun 2009).
    17 | Center for Simulational PhysicsUniversity of Georgia, Athens, GA, USA (23 Jun 2009).
    16 | Graphic Card Computing Workshop (PDF), Leipzig, Germany (11 Jun 2009).
    15 | Gutenberg Academy, Mainz, Germany (20 Apr 2009).
    14 | Workshop: The Science of Complexity, Eilat, Israel (31 Mar 2009).
    13 | Annual Spring Meeting — DPG, DY, Dresden, Germany (24 Mar 2009).
    12 | Annual Spring Meeting — DPG, AGSOE, Dresden, Germany (23 Mar 2009).
    11 | University of Electro-Communications, Tokyo, Japan (13 Mar 2009).
    10 | APFA7: Applications of Physics in Financial Analysis, Tokyo, Japan (02 Mar 2009).
    09 | Center for Polymer StudiesBoston University, Boston, MA, USA (20 Feb 2009).
    08 | Summer School on Socio-Econo-Physics, Windberg, Germany (19 Sep 2008).
    07 | Annual Spring Meeting — DPG, AKSOE, Berlin, Germany (27 Feb 2008).
    06 | Summer School on Socio-Econo-Physics, Windberg, Germany (15 Sep 2007).
    05 | Statphys 23 — International Conference, Genova, Italy (13 Jul 2007).
    04 | Deutsche Bank AG, Frankfurt am Main, Germany (24 May 2007).
    03 | Annual Spring Meeting — DPG, AKSOE, Regensburg, Germany (26 Mar 2007).
    02 | Annual Meeting of the Swiss Physical Society, Zurich, Switzerland (21 Feb 2007).
    01 | Annual Spring Meeting — DPG, AKSOE, Dresden, Germany (29 Mar 2006).

    Organization of Conferences and Workshops

  • "GPU Workshop — General-Purpose computation on Graphics Processing Units", Johannes Gutenberg University Mainz, Co-Organizer: Dr. Peter Virnau (2009).
  • Symposium "Foundations and Perspectives of Climate Engineering", Annual Spring Meeting, German Physical Society, DPG, Co-Organizers: Prof. Dr. Thomas Leisner and Prof. Dr. Hardo Bruhns (2011).
  • Annual Meeting of the "Physics of Socio-Economic Systems" Division | German Physical Society (DPG), Co-Organizers: Prof. Dr. Dirk Helbing and Dr. Jörg Reichardt (2011).

  • Honors and Awards

    Junior Member of the Gutenberg Academy (2009 — 2011).
    e-fellows.net Scholarship (2008 — 2010).
    Best university-entrance diploma, Abitur, Tilemannschule Limburg (2001).
    Special award in national science competition Jugend forscht (1999).


    Contact Addresses:
    — Center for Polymer Studies, Department of Physics, Boston University, 590 Commonwealth Avenue, Boston, MA 02215, USA —
    — Department of Mathematics, UCL, Gower St, London, WC1E 6BT, UK —
    — ETH Zurich, Chair of Sociology, in particular of Modeling and Simulation, CLU E 5, Clausiusstr. 50, 8092 Zurich, Switzerland —
    — Artemis Capital Asset Management GmbH, Gartenstr. 14, D-65558 Holzheim, Germany —
    Last update on 18 August 2011