Dokumente und Formulare

• Laufzettel für neue AG Mitglieder: [Deutsche Originalversion],  [Englische Übersetzungshilfe]
  (Hinweis: Rechtsverbindlich ist ausschließlich die deutsche Originalversion. Die englische Version dient lediglich als Übersetzungshilfe.)

• Urlaubsantrag: [Formular],  [Informationen]

• Lizenzsoftware: [Softwareliste für Studierende],  [Softwareliste für Mitarbeiter/innen]

• Wiki der AG Guhr: [Link]

Handreichungen

• Introduction to copulas: Studying statistical dependencies
  PD Dr. Rudi Schäfer, Fakultät für Physik, Universtät Duisburg-Essen, March 30, 2015

Dissertationen

• Nico Hahn
  Statistical Topology - The Winding Number in One-Dimensional Chiral Systems
  Duisburg-Essen Publications online, DOI: 10.17185/duepublico/81773, 2024

• Felix Meier
  Spectral Statistics of Interacting Quantum Many-Body Systems
  Duisburg-Essen Publications online, DOI: 10.17185/duepublico/78398, 2023

• Anton Josef Heckens
  Quasi-Stationary Patterns and Collectivities in Financial Markets
  Duisburg-Essen Publications online, DOI: 10.17185/duepublico/76427, 2022

• Juan Camilo Henao Londono
  Analyzing Market Microstructure with Methods of Statistical Physics
  Duisburg-Essen Publications online, DOI: 10.17185/duepublico/76091, 2022

• Andreas Mühlbacher
  Statistical Methods Applied to Credit Risk and Reacting Systems
  Duisburg-Essen Publications online, DOI: 10.17185/duepublico/70757, 2019

• Maram Akila
  Beyond Universality - Deviations of spectral statistics and collective short time phenomena in many-body quantum chaos
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20180328-125103-3, 2018

• Shanshan Wang
  Microstructures of correlated financial markets
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20171016-093749-6, 2017

• Desislava Chetalova
  Dependencies and non-stationarity in financial time series
  Duisburg-Essen Publications online, URN: rn:nbn:de:hbz:464-20151218-180412-7, 2015

• Tim Wirtz
  Aspects of Spectral Statistics in the Correlated Wishart Model
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20150818-102110-1, 2015

• Thilo Albrecht Schmitt
  Non-stationarity as a central aspect of financial markets
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20141205-144508-8, 2014

• Jens Hämmerling
  Collective Motion in Quantum Many-Body Systems
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20111013-111940-2, 2011

• Mario Kieburg
  Supersymmetry in Random Matrix Theory
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20100517-130150-8, 2010

Habilitationen

• Rudi Schäfer
  Econophysics : Quantitative Studies of Equity and Credit Markets
  Duisburg-Essen Publications online, URN: urn:nbn:de:hbz:464-20140115-095612-4, 2014

Präsentationen

(Teil)

• Thomas Guhr
  Random Matrix Theory Applications from Single to Many-Body Quantum Chaos - Class 1 of 3
  ICTP - SAIFR, School on Quantum Chaos, August 21 – September 1, 2023

• Thomas Guhr
  Random Matrix Theory Applications from Single to Many-Body Quantum Chaos - Class 2 of 3
  ICTP - SAIFR, School on Quantum Chaos, August 21 – September 1, 2023

• Thomas Guhr
  Random Matrix Theory Applications from Single to Many-Body Quantum Chaos - Class 3 of 3
  ICTP - SAIFR, School on Quantum Chaos, August 21 – September 1, 2023

• Thomas Guhr
  Bulls, Bears, Quants und Rocket Scientists : Physik und Aktienmärkte
  In: Wintersemester 2022/2023.

• Shanshan Wang
  Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
  DPG Spring Meeting, 2021

• Boris Gutkin
  Many-body quantum chaos in dual models-from coupled cat maps to kicked spin chains
  Dreiburg Workshop, 2019

• Petr Braun
  Kicked spin chain: dual operator method
  Dreiburg Workshop, 2019

• Nico Hahn
  Typicality in quantum statistical mechanics
  Dreiburg Workshop, 2019

• Thomas Guhr
  New exact results on the distribution of cross sections in chaotic scattering
  23rd Itzykson Conference, 2018

• Thomas Guhr
  Econophysics I: Basic Concepts
  Let’s Face Complexity, Como, 2017

• Thomas Guhr
  Econophysics II: Detailed Look at Stock Markets and Trading
  Let’s Face Complexity, Como, 2017

• Thomas Guhr
  Econophysics III: Financial Correlations and Portfolio Optimization
  Let’s Face Complexity, Como, 2017

• Thomas Guhr
  Econophysics V: Market States and Subtleties of Correlations
  Let’s Face Complexity, Como, 2017

• Thomas Guhr
  Econophysics VI: Price Cross-Responses in Correlated Financial Markets
  Let’s Face Complexity, Como, 2017

• Thomas Guhr
  Econophysics VII: Credits and the Instability of the Financial System
  Let’s Face Complexity, Como, 2017

• Shanshan Wang
  Influences of large local fluctuations on copula-based dependence of demands between stocks
  Joint Group Seminar, May 31, 2017

• Tobias Braun
  First insights into wind farm data analysis
  Group Seminar, Jan. 5, 2017

• Andreas Mühlbacher
  Credit risk and the instability of the financial system: An ensemble approach
  Joint Group Seminar, Nov. 18, 2016

• Shanshan Wang
  Price Cross-responses in Correlated Financial Markets
  Joint Group Seminar, Nov. 18, 2016

• Yuriy Stepanov
  Correlation dynamics: linear drag and potential functions of the market states
  Shanghai, ICE, 2014

• Yuriy Stepanov
  Stability and potential functions of market states
  Group Seminar, Dec. 2, 2013

• Yuriy Stepanov
  Market states and planar maximally filtered graphs
  Leiden, 2013

• Thomas Guhr
  Supersymmetry and Random Matrices: Avoiding the Saddle–Point Approximation
  SuSy & Random Matrices, In honor of Tom Spencer, Institut Henri Poincaré, Paris, April 2012