Tobias Preis

Data Science Lab, Behavioural Science, Warwick Business School

Associate Professor of Behavioural Science and Finance

University of Warwick

Coventry, CV4 7AL

United Kingdom

http://www.tobiaspreis.com

Artemis Capital Asset Management GmbH

CEO

Gartenstrasse 14

Holzheim, 65558

Germany

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 10,605

SSRN RANKINGS

Top 10,605

in Total Papers Downloads

3,555

CITATIONS
Rank 33,137

SSRN RANKINGS

Top 33,137

in Total Papers Citations

6

Scholarly Papers (18)

1.

Quantifying Trading Behavior in Financial Markets Using Google Trends

Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
Number of pages: 6 Posted: 04 May 2013
Data Science Lab, Behavioural Science, Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering and Boston University - Center for Polymer Studies
Downloads 851 (8,219)

Abstract:

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Computational Social Science, Digital Traces, Dow Jones Industrial Average

2.

Quantifying Wikipedia Usage Patterns Before Stock Market Moves

Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
Number of pages: 5 Posted: 13 May 2013
University College London - Department of Civil, Environmental and Geomatic Engineering, Boston University, Boston University, Financial Industry Regulatory Authority (FINRA), Boston University - Center for Polymer Studies and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 390 (50,963)

Abstract:

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Wikipedia, Computational Social Science, Digital Traces, Dow Jones Industrial Average

3.

Quantifying the Behavior of Stock Correlations Under Market Stress

Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Number of pages: 5 Posted: 02 Nov 2012
Data Science Lab, Behavioural Science, Warwick Business School, Financial Industry Regulatory Authority (FINRA), Boston University - Center for Polymer Studies, ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) and Tel Aviv University (Deceased)
Downloads 289 (57,870)
Citation 1

Abstract:

Financial Markets, Correlation Breakdown, Portfolio Theory, Stock Market, Dow Jones Industrial Average, State-Dependent Correlations, Diversification, Stock Market Crash

4.

Quantifying the Advantage of Looking Forward

Scientific Reports, Vol. 2, pp. 350, 2012
Number of pages: 2 Posted: 29 Oct 2012
Data Science Lab, Behavioural Science, Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering, Boston University - Center for Polymer Studies and University College London
Downloads 121 (136,503)

Abstract:

search volume, data mining, big data, Google, correlation, computational social science, digital traces

5.

Quantifying the Semantics of Search Behavior Before Stock Market Moves

Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Number of pages: 6 Posted: 14 Aug 2014
Boston University, Data Science Lab, Behavioural Science, Warwick Business School, Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Downloads 115 (158,321)

Abstract:

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Wikipedia, Computational Social Science, Digital Traces

6.

Quantifying the Relationship between Financial News and the Stock Market

Sci. Rep. 3, 3578 (2013)
Number of pages: 6 Posted: 07 Jan 2014
University of Warwick - Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 93 (107,074)

Abstract:

Big Data, Financial Markets, Nowcasting, Data Mining, Financial Times, Computational Social Science, Dow Jones Industrial Average

7.

Switching Processes in Financial Markets

Proceedings of the National Academy of Sciences 108, 7674-7678, May 2011
Number of pages: 5 Posted: 18 Dec 2012
Data Science Lab, Behavioural Science, Warwick Business School, University of Mainz and Boston University - Center for Polymer Studies
Downloads 89 (213,959)

Abstract:

Financial Markets, Stock Market, Event-Based Rescaling, Switching Points, Extreme Values, Price, Transaction Volume, Inter-Trade Time

8.

Multi-Agent–Based Order Book Model of Financial Markets

Europhysics Letters, Vol. 75, No. 3, pp. 510-516, 2006
Number of pages: 7 Posted: 25 Nov 2012
Data Science Lab, Behavioural Science, Warwick Business School, University of Mainz, University of Wittenberg and University of Mainz
Downloads 59 (268,090)
Citation 2

Abstract:

continuous double auction, agent based model, Monte Carlo simulation, order book, stock market, complex systems

9.

Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data

Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Number of pages: 14 Posted: 29 Oct 2012
Tobias Preis, Daniel Reith and H. Eugene Stanley
Data Science Lab, Behavioural Science, Warwick Business School, University of Mainz and Boston University - Center for Polymer Studies
Downloads 47 (302,873)
Citation 2

Abstract:

prediction, volume, forecasting, search volume, data mining, big data, Google, correlation, computational social science, digital traces

10.

Linking Agent-Based Models and Stochastic Models of Financial Markets

Proceedings of the National Academy of Sciences 109, 8388-8393 (2012)
Number of pages: 6 Posted: 18 Dec 2012
Boston University, National University of Singapore (NUS), Boston University, Data Science Lab, Behavioural Science, Warwick Business School and Boston University - Center for Polymer Studies
Downloads 40 (330,897)

Abstract:

Complex Systems, Power Law, Scaling Laws, Agent-Based Models, Stochastic Processes

11.

Accelerated Fluctuation Analysis by Graphic Cards and Complex Pattern Formation in Financial Markets

New Journal of Physics 11, 093024 (2009)
Number of pages: 21 Posted: 11 Nov 2012
Data Science Lab, Behavioural Science, Warwick Business School, University of Mainz, University of Wittenberg and University of Mainz
Downloads 23 (402,980)
Citation 1

Abstract:

GPU Computing, Correlations, Patterns, Time Series Analysis, Financial Markets, FDAX

12.

Quantifying Crowd Size with Mobile Phone and Twitter Data

Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015).
Number of pages: 6 Posted: 21 Jul 2015
University of Warwick - Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 16 (370,256)

Abstract:

Data Science, Computational Social Science, Complex Systems, Twitter, Crowd, Mobile Phones

13.

Quantifying the Digital Traces of Hurricane Sandy on Flickr

Sci. Rep. 3, 3141 (2013).
Number of pages: 3 Posted: 07 Jan 2014
Data Science Lab, Behavioural Science, Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering, University College London, University College London and Boston University - Center for Polymer Studies
Downloads 14 (319,143)

Abstract:

Big Data, Disaster, Nowcasting, Data Mining, Flickr, Computational Social Science, Digital Traces

14.

Adaptive Nowcasting of Influenza Outbreaks Using Google Searches

Preis T, Moat HS. 2014 Adaptive nowcasting of influenza outbreaks using Google searches. R. Soc. open sci. 1: 140095. DOI 10.1098/rsos.140095
Number of pages: 5 Posted: 03 Nov 2014
Tobias Preis and Helen Susannah Moat
Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Downloads 8 (473,770)

Abstract:

Data Science, Computational Social Science, Complex Systems, Nowcasting, Influenza Like Illness, Flu Levels, CDC, Google Flu Trends

15.

Quantifying the Diversity of News Around Stock Market Moves

Chester Curme, Ying Daisy Zhuo, Helen Susannah Moat and Tobias Preis, Quantifying the diversity of news around stock market moves, Journal of Network Theory in Finance 3(1), 1–20 (2017).,
Number of pages: 20 Posted: 23 Mar 2017
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 0 (176,674)

Abstract:

complexity science; computational social science; latent Dirichlet allocation (LDA); financial news; financial markets

16.

Quantifying the Link between Art and Property Prices in Urban Neighbourhoods

R. Soc. open sci. 3: 160146. (2016) DOI/10.1098/rsos.160146
Number of pages: 7 Posted: 16 Feb 2017
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Downloads 0 (484,032)

Abstract:

Urban Economics, Urban Gentrification, Art, Online Data, Data Science, Computational Social Science

17.

Estimating Suicide Occurrence Statistics Using Google Trends

EPJ Data Science, Vol. 5(32), DOI 10.1140/epjds/s13688-016-0094-0, 2016
Number of pages: 12 Posted: 09 Feb 2017
Charles University, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 0 (453,252)

Abstract:

Nowcasting, Search Data, Google Trends, Official Statistics

18.

Tracking Protests Using Geotagged Flickr Photographs

PLoS ONE 11(3): e0150466 (2016)
Number of pages: 8 Posted: 16 Apr 2016
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Downloads 0 (507,741)

Abstract:

Big data, Data science, social media, social unrest, protest, photograph, Flickr