Johannes Schneider

Johannes Gutenberg University Mainz

Saarstrasse 21

Mainz, D-55099

Germany

  • Johannes Gutenberg University Mainz

SCHOLARLY PAPERS

3

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402

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Rank 38,824

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5

CROSSREF CITATIONS

19

Scholarly Papers (3)

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1.

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
Tobias Preis, Johannes Schneider and H. Eugene Stanley
Data Science Lab, Behavioural Science, Warwick Business School, Johannes Gutenberg University Mainz and Boston University - Center for Polymer Studies
Downloads 183 (301,572)
Citation 1

Abstract:

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

2.

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
Tobias Preis, Sebastian Golke, Wolfgang Paul and Johannes Schneider
Data Science Lab, Behavioural Science, Warwick Business School, Johannes Gutenberg University Mainz, Martin Luther University of Halle-Wittenberg and Johannes Gutenberg University Mainz
Downloads 156 (344,530)

Abstract:

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

3.

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
Tobias Preis, Peter Virnau, Wolfgang Paul and Johannes Schneider
Data Science Lab, Behavioural Science, Warwick Business School, Johannes Gutenberg University Mainz, Martin Luther University of Halle-Wittenberg and Johannes Gutenberg University Mainz
Downloads 63 (632,749)

Abstract:

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