Tobias Preis
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Selected Publications

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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)


Contact Address:
— Warwick Business School, University of Warwick, Coventry, CV4 7AL, United Kingdom —
Last update on 20 November 2013