Personensuche

Personensuche

Bitte geben Sie den Namen der gesuchten Person ein.

Es wurde 1 Person gefunden.

Prof. Dr. rer. nat. Thomas Guhr

Fakultät Physik

Raum
MG 325
Telefon
+ 49 203 379 4730/4731
Telefax
+49 203 379 47 32
E-Mail
thomas.guhr@uni-duisburg-essen.de
Webseite
http://www.theo-phys.uni-essen.de/tp/ags/guhr_dir/homepage.php?u=guhr

Funktionen

  • Professor/in, Theoretische Physik

Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.

    Artikel in Zeitschriften

  • Schuhmann, Cedric; Köhler, Benjamin; Heckens, Anton; Guhr, Thomas
    A new traders’ game? : Empirical analysis of response functions in a historical perspective
    In: Physica A: Statistical Mechanics and its Applications, Jg. 679, 2025, 130981
    DOI (Open Access)
  • Gartzke, Sebastian; Wang, Shanshan; Guhr, Thomas; Schreckenberg, Michael
    Correlations in motion : A simple response-based analysis of traffic flow
    In: Physica A: Statistical Mechanics and its Applications, Jg. 679, 2025, 130962
    DOI (Open Access)
  • Che, Jiongning; Gluth, Nils; Köhnes, Simon; Guhr, Thomas; Dietz, Barbara
    Experimental study of the distributions of off-diagonal scattering-matrix elements of quantum graphs with symplectic symmetry
    In: Physical Review E, Jg. 112, 2025, Nr. 3-1, 034208
    DOI
  • Wiedemann, Christian; Bette, Henrik; Wächter, Matthias; Freund, Jan A.; Guhr, Thomas; Peinke, Joachim
    Extension of the Langevin power curve analysis by separation per operational state
    In: Wind Energy Science (WES), Jg. 10, 2025, Nr. 11, S. 2489 – 2497
    DOI (Open Access)
  • Jungblut, Edgar; Bette, Henrik M.; Guhr, Thomas
    Spatial structures of wind farms : Correlation analysis of the generated electrical power
    In: Physica A: Statistical Mechanics and its Applications, Jg. 666, 2025, 130508
    DOI (Open Access)
  • Hollbeck, Gabor B.; Pilarczyk, René; Wang, Shanshan; Schreckenberg, Michael; Guhr, Thomas
    Congestions and spectral transitions in time-lagged correlations of motorway traffic
    In: Physica A: Statistical Mechanics and its Applications, Jg. 649, 2024, 129952
    DOI (Open Access)
  • Wang, Shanshan; Bette, Henrik M.; Schreckenberg, Michael; Guhr, Thomas
    How much longer do you have to drive than the crow has to fly?
    In: npj Complexity, Jg. 1, 2024, Nr. 1, 22
    DOI (Open Access)
  • Osipov, Vladimir Al.; Krieger, Niclas; Guhr, Thomas; Gutkin, Boris
    Local correlations in partially dual-unitary lattice models
    In: Physical Review B, Jg. 109, 2024, Nr. 21, 214302
    DOI (Open Access)
  • Gluth, Nils; Guhr, Thomas; Hucht, Alfred
    Random matrices and the free energy of Ising-like models with disorder
    In: SciPost Physics, Jg. 17, 2024, Nr. 4, 122
    DOI (Open Access)
  • Wang, Shanshan; Schreckenberg, Michael; Guhr, Thomas
    Spatiotemporal statistical features of velocity responses to traffic congestions in a local motorway network
    In: Journal of Physics: Complexity, Jg. 5, 2024, Nr. 4, 045003
    DOI (Open Access)
  • Bette, Henrik Maria; Jungblut, Edgar; Guhr, Thomas
    Nonstationarity in correlation matrices for wind turbine SCADA‐data
    In: Wind Energy, Jg. 26, 2023, Nr. 8, S. 826 – 849
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Schreckenberg, Michael; Guhr, Thomas
    Response functions as a new concept to study local dynamics in traffic networks
    In: Physica A: Statistical Mechanics and its Applications, Jg. 626, 2023, 129116
    DOI, Online Volltext (Open Access)
  • Bette, Henrik M.; Schreckenberg, Michael; Guhr, Thomas
    Sensitivity of principal components to system changes in the presence of non-stationarity
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2023, 2023, Nr. 10, 103402
    DOI (Open Access)
  • Meier, Felix; Steinhuber, Mathias; Urbina, Juan Diego; Waltner, Daniel; Guhr, Thomas
    Signatures of the interplay between chaos and local criticality on the dynamics of scrambling in many-body systems
    In: Physical Review E, Jg. 107, 2023, Nr. 5, 054202
    DOI, Online Volltext (Open Access)
  • Guhr, Thomas
    Statistical Topology : Distribution and Density Correlations of Winding Numbers in Chiral Systems
    In: Entropy, Jg. 25, 2023, Nr. 2, 383
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Schreckenberg, Michael; Guhr, Thomas
    Transitions between quasi-stationary states in traffic systems : Cologne orbital motorways as an example
    In: Journal of Statistical Mechanics: Theory and Experiment, 2023, Nr. 9, 093401
    DOI (Open Access)
  • Hahn, Nico; Kieburg, Mario; Gat, Omri; Guhr, Thomas
    Winding number statistics for chiral random matrices : Averaging ratios of determinants with parametric dependence
    In: Journal of Mathematical Physics, Jg. 64, 2023, Nr. 2, 021901
    DOI (Open Access)
  • Hahn, Nico; Kieburg, Mario; Gat, Omri; Guhr, Thomas
    Winding number statistics for chiral random matrices : Averaging ratios of parametric determinants in the orthogonal case
    In: Journal of Mathematical Physics, Jg. 64, 2023, Nr. 11, 111902
    DOI, Online Volltext (Open Access)
  • Heckens, Anton J.; Guhr, Thomas
    A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2022, 2022, Nr. 4, S. 043401
    DOI (Open Access)
  • Wang, Shanshan; Gartzke, Sebastian; Schreckenberg, Michael; Guhr, Thomas
    Erratum: Collective behavior in the North Rhine-Westphalia motorway network (2021 J. Stat. Mech. 123401)
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2022, 2022, Nr. 9, 099901
    DOI (Open Access)
  • Henao-Londono, Juan C.; Guhr, Thomas
    Foreign exchange markets : Price response and spread impact
    In: Physica A: Statistical Mechanics and its Applications, Jg. 589, 2022, 126587
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Schreckenberg, Michael; Guhr, Thomas
    Identifying subdominant collective effects in a large motorway network
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2022, 2022, Nr. 11, 113402
    DOI, Online Volltext (Open Access)
  • Heckens, Anton; Guhr, Thomas
    New collectivity measures for financial covariances and correlations
    In: Physica A: Statistical Mechanics and its Applications, Jg. 604, 2022, 127704
    DOI, Online Volltext (Open Access)
  • Gartzke, Sebastian; Wang, Shanshan; Guhr, Thomas; Schreckenberg, Michael
    Spatial correlation analysis of traffic flow on parallel motorways in Germany
    In: Physica A: Statistical Mechanics and its Applications, Jg. 599, 2022, 127367
    Online Volltext, DOI (Open Access)
  • Krause, Sebastian; Jungblut, Edgar; Guhr, Thomas
    Two price regimes in limit order books : Liquidity cushion and fragmented distant field
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2022, 2022, Nr. 2, 023401
    DOI, Online Volltext (Open Access)
  • Braun, Petr; Hahn, Nico; Waltner, Daniel; Gat, Omri; Guhr, Thomas
    Winding number statistics of a parametric chiral unitary random matrix ensemble*
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 55, 2022, Nr. 22, 224011
    DOI, Online Volltext (Open Access)
  • Meier, Felix; Waltner, Daniel; Braun, Petr; Guhr, Thomas
    A mapping between the spin and fermion algebra
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 54, 2021, Nr. 34, 345201
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Gartzke, Sebastian; Schreckenberg, Michael; Guhr, Thomas
    Collective behavior in the North Rhine-Westphalia motorway network
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2021, 2021, Nr. 12, 123401
    DOI, Online Volltext (Open Access)
  • Guhr, Thomas; Schell, Andreas
    Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 54, 2021, Nr. 12, S. 125002
    DOI (Open Access)
  • Stepanov, Yuriy; Herrmann, Hendrik; Guhr, Thomas
    Generic features in the spectral decomposition of correlation matrices
    In: Journal of Mathematical Physics, Jg. 62, 2021, Nr. 8, 083505
    DOI, Online Volltext (Open Access)
  • Guhr, Thomas; Schell, Andreas
    Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 54, 2021, Nr. 12, S. 125203
    DOI (Open Access)
  • Guhr, Thomas; Schell, Andreas
    Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 54, 2021, Nr. 12, S. 125203
    DOI (Open Access)
  • Henao-Londono, Juan C.; Krause, Sebastian; Guhr, Thomas
    Price response functions and spread impact in correlated financial markets
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 94, 2021, Nr. 4, S. 78
    DOI (Open Access)
  • Gnutzmann, Sven; Guhr, Thomas; Schomerus, Henning; Życzkowski, Karol
    Special issue in honour of the life and work of Fritz Haake
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 54, 2021, Nr. 13, S. 130301
    DOI, Online Volltext (Open Access)
  • Braun, Tobias; Waechter, Matthias; Peinke, Joachim; Guhr, Thomas
    Correlated power time series of individual wind turbines : A data driven model approach
    In: Journal of Renewable and Sustainable Energy, Jg. 12, 2020, Nr. 2
    DOI (Open Access)
  • Gutkin, Boris; Braun, Petr; Akila, Maram; Waltner, Daniel; Guhr, Thomas
    Exact local correlations in kicked chains
    In: Physical Review B, Jg. 102, 2020, Nr. 17, S. 174307
    DOI, Online Volltext (Open Access)
  • Hahn, Nico; Guhr, Thomas; Waltner, Daniel
    Hilbert space average of transition probabilities
    In: Physical Review E, Jg. 101, 2020, Nr. 6-1, S. 062135
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Gartzke, Sebastian; Schreckenberg, Michael; Guhr, Thomas
    Quasi-stationary states in temporal correlations for traffic systems : Cologne orbital motorway as an example
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2020, 2020, Nr. 10, S. 103404
    DOI, Online Volltext (Open Access)
  • Braun, Petr; Waltner, Daniel; Akila, Maram; Gutkin, Boris; Guhr, Thomas
    Transition from quantum chaos to localization in spin chains
    In: Physical Review E, Jg. 101, 2020, Nr. 5, S. 052201
    DOI, Online Volltext (Open Access)
  • Heckens, Anton; Krause, Sebastian; Guhr, Thomas
    Uncovering the dynamics of correlation structures relative to the collective market motion
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2020, 2020, Nr. 10, S. 103402
    DOI, Online Volltext (Open Access)
  • Grimm, Stephan; Guhr, Thomas
    How spread changes affect the order book : comparing the price responses of order deletions and placements to trades
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 92, 2019, Nr. 6, S. 133
    DOI, Online Volltext (Open Access)
  • Braoun, Pjotr A.; Waltner, Daniel; Akila, Maram; Gutkin, Boris; Guhr, Thomas
    Transition from Quantum Chaos to Localization in Spin Chains
    In: De.arXiv.org, Jg. 1902, 2019, Nr. 06265, S. 1 – 8
    Online Volltext (Open Access)
  • Sicking, Joachim; Guhr, Thomas; Schäfer, Rudi
    Concurrent credit portfolio losses
    In: PLoS ONE, Jg. 13, 2018, S. e0190263
    DOI, Online Volltext (Open Access)
  • Mühlbacher, Andreas; Guhr, Thomas
    Credit Risk Meets Random Matrices : Coping with Non-Stationary Asset Correlations
    In: Risks, Jg. 6, 2018, Nr. 2, 42
    DOI (Open Access)
  • Krause, Sebastian; Fiegen, Jonas André; Guhr, Thomas
    Emergence of stylized facts during the opening of stock markets
    In: De.arXiv.org, Jg. 1812, 2018, Nr. 07369, S. 1 – 8
    DOI, Online Volltext (Open Access)
  • Mühlbacher, Andreas; Guhr, Thomas
    Extreme Portfolio Loss Correlations in Credit Risk
    In: Risks, Jg. 6, 2018, Nr. 3, 72
    DOI (Open Access)
  • Neusüß, Sebastian; Wang, Shanshan; Guhr, Thomas
    Grasping asymmetric information in price impacts
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 91, 2018, S. 266
    DOI, Online Volltext (Open Access)
  • Braun, Tobias; Fiegen, Jonas André; Wagner, Daniel C.; Krause, Sebastian; Guhr, Thomas
    Impact and recovery process of mini flash crashes : An empirical study
    In: PLoS ONE, Jg. 13, 2018, Nr. 5, S. e0196920
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Guhr, Thomas
    Local fluctuations of the signed traded volumes and the dependencies of demands: A copula analysis
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 2018, 2018, Nr. 3, S. 033407
    DOI, Online Volltext (Open Access)
  • Vyas, Manan; Guhr, Thomas; Seligman, Thomas H.
    Multivariate analysis of short time series in terms of ensembles of correlation matrices
    In: Scientific Reports, Jg. 8, 2018, Nr. 1, S. 14620
    DOI (Open Access)
  • Akila, Maram; Gutkin, Boris; Braun, Petr; Waltner, Daniel; Guhr, Thomas
    Semiclassical prediction of large spectral fluctuations in interacting kicked spin chains
    In: Annals of Physics, Jg. 389, 2018, S. 250 – 282
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Neusüß, Sebastian; Guhr, Thomas
    Statistical properties of market collective responses
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 91, 2018, Nr. 8, S. 191
    DOI, Online Volltext (Open Access)
  • Wirtz, Tim; Kieburg, Mario; Guhr, Thomas
    Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 50, 2017, Nr. 23, S. 235203
    DOI, Online Volltext (Open Access)
  • Akila, Maram; Waltner, D.; Gutkin, B.; Braun, P.; Guhr, Thomas
    Collectivity and Periodic Orbits in a Chain of Interacting, Kicked Spins
    In: Acta Physica Polonica A, Jg. 132, 2017, Nr. 6, S. 1661 – 1665
    DOI (Open Access)
  • Kumar, Santosh; Dietz, Barbara; Guhr, Thomas; Richter, Achim
    Distribution of Off-Diagonal Cross Sections in Quantum Chaotic Scattering : Exact Results and Data Comparison
    In: Physical Review Letters, Jg. 119, 2017, Nr. 24, S. 244102
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Guhr, Thomas
    Microscopic Understanding of Cross-Responses Between Stocks : A Two-Component Price Impact Model
    In: Market Microstructure and Liquidity, Jg. 03, 2017, Nr. 03n04, S. 1850009
    DOI, Online Volltext (Open Access)
  • Theißen, Martin; Krause, Sebastian; Guhr, Thomas
    Regularities and irregularities in order flow data
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 90, 2017, Nr. 11, S. 218
    DOI, Online Volltext (Open Access)
  • Akila, Maram; Waltner, Daniel; Gutkin, Boris; Braun, Petr; Guhr, Thomas
    Semiclassical Identification of Periodic Orbits in a Quantum Many-Body System
    In: Physical Review Letters, Jg. 118, 2017, Nr. 16, S. 164101
    DOI, Online Volltext (Open Access)
  • Krause, Sebastian; Habel, Lars; Guhr, Thomas; Schreckenberg, Michael
    The importance of antipersistence for traffic jams
    In: EPL (Europhysics Letters), Jg. 118, 2017, Nr. 3, 38005
    DOI, Online Volltext (Open Access)
  • Waltner, Daniel; Braun, Petr; Akila, Maram; Guhr, Thomas
    Trace formula for interacting spins
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 50, 2017, Nr. 8, art. no. 085304
    DOI
  • Wang, Shanshan; Schäfer, Rudi; Guhr, Thomas
    Average cross-responses in correlated financial markets
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 89, 2016, Nr. 9, S. 207
    DOI, Online Volltext (Open Access)
  • Wang, Shanshan; Schäfer, Rudi; Guhr, Thomas
    Cross-response in correlated financial markets : individual stocks
    In: The European Physical Journal B: Condensed Matter and Complex Systems, Jg. 89, 2016, Nr. 4, S. 105
    DOI
  • Meudt, Frederik; Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas
    Equilibrium pricing in an order book environment: Case study for a spin model
    In: Physica A: Statistical Mechanics and its Applications, Jg. 453, 2016, S. 228 – 235
    DOI, Online Volltext (Open Access)
  • Grela, Jacek; Guhr, Thomas
    Exact spectral densities of complex noise-plus-structure random matrices
    In: Physical Review E: Statistical, nonlinear, and soft matter physics, Jg. 94, 2016, S. 042130
    DOI, Online Volltext (Open Access)
  • Akila, Maram; Waltner, Daniel; Gutkin, Boris; Guhr, Thomas
    Particle-time duality in the kicked Ising spin chain
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 49, 2016, Nr. 37, S. 375101
    DOI, Online Volltext (Open Access)
  • Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, Thomas
    Spatial dependence in stock returns : local normalization and VaR forecasts
    In: Empirical Economics, Jg. 50, 2016, Nr. 3, S. 1091 – 1109
    DOI (Open Access)
  • Freese, Johannes; Gutkin, Boris; Guhr, Thomas
    Spreading in integrable and non-integrable many-body systems
    In: Physica A: Statistical Mechanics and its Applications, Jg. 461, 2016, S. 683 – 693
    DOI, Online Volltext (Open Access)
  • Guhr, Thomas
    Chaotic Scattering : Exact Results and Microwave Experiments
    In: Acta Physica Polonica A, Jg. 128, 2015, Nr. 6, S. 963 – 967
    DOI
  • Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
    Compounding approach for univariate time series with nonstationary variances
    In: Physical Review E: Statistical, nonlinear, and soft matter physics, Jg. 92, 2015, Nr. 6, S. 062901
    DOI, Online Volltext (Open Access)
  • Meudt, Frederik; Theißen, Martin; Schäfer, Rudi; Guhr, Thomas
    Constructing analytically tractable ensembles of stochastic covariances with an application to financial data
    In: Journal of Statistical Mechanics: Theory and Experiment, 2015, Nr. 11, S. P11025
    DOI, Online Volltext (Open Access)
  • Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas
    Credit risk : taking fluctuating asset correlations into account
    In: Journal of Statistical Mechanics: Theory and Experiment, Jg. 11, 2015, Nr. 3, S. 73 – 94
    DOI, Online Volltext (Open Access)
  • Rinn, Philip; Stepanov, Yuriy; Peinke, Joachim; Guhr, Thomas; Schäfer, Rudi
    Dynamics of quasi-stationary systems : finance as an example
    In: EPL (Europhysics Letters), Jg. 110, 2015, Nr. 6, S. 68003
    DOI, Online Volltext (Open Access)
  • Waltner, Daniel; Wirtz, Tim; Guhr, Thomas
    Eigenvalue density of the doubly correlated Wishart model : exact results
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 48, 2015, Nr. 17, S. 175204
    DOI, Online Volltext (Open Access)
  • Wirtz, Tim; Kieburg, Mario; Guhr, Thomas
    Limiting statistics of the largest and smallest eigenvalues in the correlated Wishart model
    In: EPL (Europhysics Letters), Jg. 109, 2015, Nr. 2, S. 20005-p1 – 20005-p6
    DOI, Online Volltext (Open Access)
  • Guhr, Thomas
    Non-stationarity in financial markets: Dynamics of market states versus generic features
    In: Acta Physica Polonica: B, Particle Physics and Field Theory, Nuclear Physics, Theory of Relativity, Jg. 46, 2015, Nr. 9, S. 1625 – 1635
    DOI
  • Chetalova, Desislava; Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas
    Portfolio return distributions : Sample statistics with stochastic correlations
    In: International Journal of Theoretical and Applied Finance, Jg. 18, 2015, Nr. 2, S. 1550012
    DOI
  • Schmitt, Thilo A.; Schäfer, Rudi; Dette, Holger; Guhr, Thomas
    Quantile correlations : Uncovering temporal dependencies in financial time series
    In: International Journal of Theoretical and Applied Finance, Jg. 18, 2015, Nr. 7, S. 1550044
    DOI, Online Volltext (Open Access)
  • Ye, Bin; Guhr, Thomas; Qiu, Liang; Wang, Xuesong
    Spectral statistics in directed complex networks and universality of the Ginibre ensemble
    In: Communications in Nonlinear Science and Numerical Simulation, Jg. 20, 2015, Nr. 3, S. 1026 – 1032
    DOI
  • Stepanov, Yuriy; Rinn, Philip; Guhr, Thomas; Peinke, Joachim; Schäfer, Rudi
    Stability and hierarchy of quasi-stationary states : financial markets as an example
    In: Journal of Statistical Mechanics: Theory and Experiment, 2015, Nr. 8, S. P08011
    DOI, Online Volltext (Open Access)
  • Wirtz, Tim; Akemann, G.; Guhr, Thomas; Kieburg, Mario; Wegner, R.
    The smallest eigenvalue distribution in the real Wishart-Laguerre ensemble with even topology
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 48, 2015, Nr. 24, S. 245202
    DOI, Online Volltext (Open Access)
  • Chetalova, Desislava; Schäfer, Rudi; Guhr, Thomas
    Zooming into market states
    In: Journal of Statistical Mechanics: Theory and Experiment, 2015, Nr. 1, S. 01029
    DOI, Online Volltext (Open Access)
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    A Random Matrix Approach to Credit Risk
    In: PLoS ONE, Jg. 9, 2014, Nr. 5, S. e98030
    DOI (Open Access)
  • Wagner, D.C.; Wolf, Dietrich; Schäfer, Rudi; Schmitt, Thilo A.; Guhr, Thomas
    Analysis of a decision model in the context of equilibrium pricing and order book pricing
    In: Physica A: Statistical Mechanics and its Applications, Jg. 415, 2014, S. 347 – 353
    DOI
  • Akemann, G.; Guhr, Thomas; Kieburg, Mario; Wegner, R.; Wirtz, Tim
    Completing the picture for the smallest eigenvalue of real Wishart matrices
    In: Physical Review Letters, Jg. 113, 2014, Nr. 25, S. 250201
    DOI, Online Volltext (Open Access)
  • Schmitt, Thilo A.; Guhr, Thomas; Schäfer, Rudi; Chetalova, Desislava
    Credit risk and the instability of the financial system : An ensemble approach
    In: EPL (Europhysics Letters), Jg. 105, 2014, Nr. 3, S. 38004
    DOI
  • Wirtz, Tim; Guhr, Thomas
    Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 47, 2014, Nr. 7
    DOI, Online Volltext (Open Access)
  • Nock, A.; Kumar, Santosh; Sommers, Hans-Jürgen; Guhr, Thomas
    Distributions of off-diagonal scattering matrix elements : Exact results
    In: Annals of Physics, Jg. 342, 2014, S. 103 – 132
    DOI
  • Dietz, Barbara; Guhr, Thomas; Gutkin, Boris; Miski-Oglu, Maksym; Richter, Achim
    Spectral properties and dynamical tunneling in constant-width billiards
    In: Physical Review E: Statistical, nonlinear, and soft matter physics, Jg. 90, 2014, Nr. 2, S. 022903
    DOI, Online Volltext (Open Access)
  • Kaymak, Vural; Kieburg, Mario; Guhr, Thomas
    The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weights
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 47, 2014, Nr. 29, S. 295201
    DOI, Online Volltext (Open Access)
  • Kumar, Santosh; Nock, Andre; Sommers, Hans-Jürgen; Guhr, Thomas; Dietz, Barbara; Miski-Oglu, Maksym; Richter, Achim; Schäfer, Florian
    Distribution of Scattering Matrix Elements in Quantum Chaotic Scattering
    In: Physical Review Letters, Jg. 111, 2013, Nr. 3, S. 030403
    DOI
  • Wirtz, Tim; Guhr, Thomas
    Distribution of the Smallest Eigenvalue in the Correlated Wishart Model
    In: Physical Review Letters, Jg. 111, 2013, S. 094101
    DOI
  • Schmitt, Thilo A.; Guhr, Thomas; Schäfer, Rudi; Chetalova, Desislava
    Non-stationarity in financial time series : Generic features and tail behavior
    In: EPL (Europhysics Letters), Jg. 103, 2013, Nr. 5, S. 58003
    DOI, Online Volltext (Open Access)
  • Münnix, Michael; Shimada, Takashi; Schäfer, Rudi; Leyvraz, Francois; Seligman, Thomas H.; Guhr, Thomas; Stanley, H. Eugene
    Identifying states of a financial market
    In: Scientific Reports, Jg. 2, 2012, Art. Nr. 00644
    DOI
  • Schmitt, Thilo A.; Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Microscopic understanding of heavy-tailed return distributions in an agent-based model
    In: EPL (Europhysics Letters), Jg. 100, 2012, Nr. 3, S. 38005
    DOI
  • Recher, Christian; Kieburg, Mario; Guhr, Thomas; Zirnbauer, Martin R.
    Supersymmetry Approach to Wishart Correlation Matrices : Exact Results
    In: Journal of Statistical Physics, Jg. 148, 2012, Nr. 6, S. 981 – 998
    DOI
  • Hämmerling, Jens; Gutkin, Boris; Guhr, Thomas
    Collective vs. single-particle motion in quantum many-body systems : Spreading and its semiclassical interpretation in the perturbative regime
    In: EPL (Europhysics Letters), Jg. 96, 2011, Nr. 2, S. 20007
    DOI (Open Access)
  • Guhr, Thomas
    Doorway States Coupled to a Background : Fidelity and Survival Probability
    In: Acta Physica Polonica: B, Particle Physics and Field Theory, Nuclear Physics, Theory of Relativity, Jg. 42, 2011, Nr. 5, S. 1045 – 1055
    DOI (Open Access)
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Statistical causes for the Epps effect in microstructure noise
    In: International Journal of Theoretical and Applied Finance, Jg. 14, 2011, Nr. 8, S. 1231 – 1246
    DOI
  • Kieburg, Mario; Guhr, Thomas
    A new approach to derive Pfaffian structures for random matrix ensembles
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 43, 2010, Nr. 13, S. 135204
    DOI
  • Hämmerling, Jens; Gutkin, Boris; Guhr, Thomas
    Collective versus single-particle motion in quantum many-body systems from the perspective of an integrable model
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 43, 2010, Nr. 26, S. 265101
    DOI
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Compensating asynchrony effects in the calculation of financial correlations
    In: Physica A: Statistical Mechanics and its Applications, Jg. 389, 2010, Nr. 4, S. 767 – 779
    DOI, Online Volltext (Open Access)
  • Kohler, Heiner; Guhr, Thomas; Aberg, Sven
    Coupling coefficient distribution in the doorway mechanism
    In: New Journal of Physics (NJP), Jg. 12, 2010, Nr. 7, S. 073026
    DOI (Open Access)
  • Kieburg, Mario; Guhr, Thomas
    Derivation of determinantal structures for random matrix ensembles in a new way
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 43, 2010, Nr. 7, S. 075201
    DOI
  • Recher, Christian; Kieburg, Mario; Guhr, Thomas
    Eigenvalue Densities of Real and Complex Wishart Correlation Matrices
    In: Physical Review Letters, Jg. 105, 2010, Nr. 24, S. 244101
    DOI
  • Kohler, Heiner; Sommers, Hans-Jürgen; Åberg, Sven; Guhr, Thomas
    Exact fidelity and full fidelity statistics in regular and chaotic surroundings
    In: Physical Review E: Statistical, nonlinear, and soft matter physics, Jg. 81, 2010, Nr. 5, S. 050103
    DOI
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Impact of the tick-size on financial returns and correlations
    In: Physica A: Statistical Mechanics and its Applications, Jg. 389, 2010, Nr. 21, S. 4828 – 4843
    DOI, Online Volltext (Open Access)
  • Schäfer, Rudi; Guhr, Thomas
    Local normalization : Uncovering correlations in non-stationary financial time series
    In: Physica A: Statistical Mechanics and its Applications, Jg. 389, 2010, Nr. 18, S. 3856 – 3865
    DOI
  • Avlund, M.; Ellegaard, C.; Oxborrow, M.; Guhr, Thomas; Søndergaard, N.
    Observation of Periodic Orbits on Curved Two-Dimensional Geometries
    In: Physical Review Letters, Jg. 104, 2010, Nr. 16, S. 164101
    DOI
  • Schäfer, Rudi; Nillson, Nils Fredrik; Guhr, Thomas
    Power mapping with dynamical adjustment for improved portfolio optimization
    In: Quantitative Finance, Jg. 10, 2010, Nr. 1, S. 107 – 119
    DOI
  • Kieburg, Mario; Sommers, Hans-Jürgen; Guhr, Thomas
    A comparison of the superbosonization formula and the generalized Hubbard-Stratonovich transformation
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 42, 2009, Nr. 27, S. 275206
    DOI
  • Kieburg, Mario; Grönqvist, Johan; Guhr, Thomas
    Arbitrary rotation invariant random matrix ensembles and supersymmetry : Orthogonal and unitary-symplectic case
    In: Journal of Physics A: Mathematical and Theoretical, Jg. 42, 2009, Nr. 27, S. 275205
    DOI
  • Guhr, Thomas
    Doorway Mechanism in Many-Body Systems and in Quantum Billiards
    In: Acta Physica Polonica A, Jg. 116, 2009, Nr. 5, S. 741 – 748
    DOI
  • Kieburg, Mario; Kohler, Heiner; Guhr, Thomas
    Integration of Grassmann variables over invariant functions on flat superspaces
    In: Journal of Mathematical Physics, Jg. 50, 2009, Nr. 1, S. 013528
    DOI
  • Søndergaard, Niels; He, Yuhui; Fan, Chun; Han, Ruqi; Guhr, Thomas; Xu, Hongqi
    Strain distributions in lattice-mismatched semiconductor core-shell nanowires
    In: Journal of Vacuum Science and Technology B: Nanotechnology and Microelectronics, Jg. 27, 2009, Nr. 2, S. 827 – 830
    DOI, Online Volltext (Open Access)
  • Grönqvist, Johan; Søndergaard, Niels; Boxberg, Fredrik; Guhr, Thomas; Åberg, Sven; Xu, Hongqi
    Strain in semiconductor core-shell nanowires
    In: Journal of Applied Physics, Jg. 106, 2009, Nr. 5, S. 053508
    DOI (Open Access)
  • Lehner, Christoph; Wettig, Tilo; Guhr, Thomas; Wei, Yi
    Character expansion method for supergroups and extended superversions of the Leutwyler-Smilga and Berezin-Karpelevich integrals
    In: Journal of Mathematical Physics, Jg. 49, 2008, Nr. 6, S. 063510
    DOI
  • Åberg, Sven; Guhr, Thomas; Miski-Oglu, Maksym; Richter, Achim W.
    Superscars in billiards : A model for doorway states in quantum spectra
    In: Physical Review Letters, Jg. 100, 2008, Nr. 20, 204101
    DOI
  • Kohler, Heiner; Smolyarenko, Igor E.; Pineda, Carlos; Guhr, Thomas; Leyvraz, Francois; Seligman, Thomas H.
    Surprising relations between parametric level correlations and fidelity decay
    In: Physical Review Letters, Jg. 100, 2008, Nr. 19, 190404
    DOI
  • Schäfer, Rudi; Sjölin, Markus; Sundin, Andreas; Wolanski, Michal; Guhr, Thomas
    Credit risk—A structural model with jumps and correlations
    In: Physica A: Statistical Mechanics and its Applications, Jg. 383, 2007, Nr. 2, S. 533 – 569
    DOI
  • Guhr, Thomas; Keppeler, Stefan
    Semiclassical limits for the QCD Dirac operator
    In: Annals of Physics, Jg. 322, 2007, Nr. 2, S. 287 – 314
    DOI
  • Søndergaard, Niels; Ghatnekar-Nilsson, Sara; Guhr, Thomas; Montelius, Lars
    Understanding mechanical properties of nanostructures using Euler's theory
    In: Nanotechnology, Jg. 18, 2007, Nr. 25, S. 25502
    DOI

    • Aufsätze

  • Sicking, Joachim; Guhr, Thomas; Schäfer, Rudi
    Extreme Concurrent Portfolio Losses in Credit Risk
    2016
    Online Volltext
  • Waltner, Daniel; Braun, Petr; Akila, Maram; Guhr, Thomas
    Trace formula for spin chains
    2016
    Online Volltext

    • Preprints

  • Mühlbacher, Andreas; Guhr, Thomas
    WKB-type-of approximation for rare event statistics in reacting systems
    2019
    Online Volltext (Open Access)
  • Wang, Shanshan; Schäfer, Rudi; Guhr, Thomas
    Price response in correlated financial markets : empirical results
    2015
    Online Volltext (Open Access)

    • Beiträge in Sammelwerken und Tagungsbänden

  • Guhr, Thomas
    Exact results for chaotic scattering and experimental validation
    In: Nuclei and mesoscopic physics 2017 / Conference on Nuclei and Mesoscopic Physics, East Lansing, Michigan, USA, 6-10 March 2017 / Danielewicz, Pawel; Zelevinskij, Vladimir G. (Hrsg.). Melville, NY: American Institute of Physics Inc., 2017, S. 020004
    DOI
  • Guhr, Thomas
    Exact results for chaotic scattering and applications to microwave experiments
    In: 2016 URSI International Symposium on Electromagnetic Theory (EMTS) / URSI International Symposium on Electromagnetic Theory, 14-18 August 2016 in Espoo, Finland. Piscataway: IEEE, 2016, S. 670 – 673
    DOI
  • Schäfer, Rudi; Guhr, Thomas
    Credit Portfolio Risk and Diversification
    In: Credit Securitisations and Derivatives: Challenges for the Global Markets / Rösch, Daniel; Scheule, Harald (Hrsg.). New York, NY: Wiley, J, 2013, S. 153 – 170
  • Guhr, Thomas
    Supersymmetry
    In: The Oxford handbook of random matrix theory / Akemann, Gernot (Hrsg.). Oxford [u.a.]: Oxford Univ. Press, 2011, S. 135 – 154

    • Vorträge

  • Guhr, Thomas
    Bulls, Bears, Quants und Rocket Scientists : Physik und Aktienmärkte
    2023
    (Die Kleine Form ; WS 2022/23)
    Online Volltext (Open Access)