​ Dr. Shanshan Wang

Wirtschaftsphysik, Komplexe Systeme, Verkehrsphysik 

Raum:    MG 333  
Telefon:    + 49 (0)203 379 4733  
Email

• Research Interests
  
  
  • Econophysics
  • Complex Systems
  • Physics of Traffic
  • Data Science


• Skills
  
  
  • Matlab, Python, C++, QGIS, Bash Shell, HTML, etc.
  • Digital Badges
  • IBM Data Science Professional Certificate
  • IBM Applied Data Science Specialization
  • IBM Data Warehouse Engineer Professional Certificate
  • SAS Visual Business Analytics Professional Certificate


• Participated Projects
  
  
  • Correlations and their Dynamics in Freeway Networks (Nr. 418382724)
    Deutsche Forschungsgemeinschaft (German Research Foundation, DFG), 2019-2023
    collaborating with Prof. Dr. Thomas Guhr, Prof. Dr. Michael Schreckenberg, M. Sc. Sebastian Gartzke


• Teaching
  
  
  • Tutor for Advanced Laboratory Course
    supervising experiment -- Statistical Time Series Analysis: Brownian motion, stock prices and temperature data
    winter semester 2022/2023, winter semester 2023/2024


• Publications
  
  

  • Congestions and Spectral Transition in Time-Lagged Correlations of Motorway Traffic
    Gabor B. Hollbeck, René Pilarczyk, Shanshan Wang, Michael Schreckenberg, Thomas Guhr
    preprint: arXiv:2312.12051

  • Transitions between quasi-stationary states in traffic systems: Cologne orbital motorways as an example
    Shanshan Wang, Michael Schreckenberg, Thomas Guhr
    J. Stat. Mech. 2023, 093401 (2023), preprint: arXiv:2302.14596

  • Response functions as a new concept to study local dynamics in traffic networks
    Shanshan Wang, Michael Schreckenberg, Thomas Guhr
    Physica A 626, 129116 (2023),   preprint: arXiv:2211.08232

  • Identifying subdominant collective effects in a large motorway network
    Shanshan Wang, Michael Schreckenberg, Thomas Guhr
    J. Stat. Mech. 2022, 113402 (2022),   preprint: arXiv:2202.07644

  • Spatial correlation analysis of traffic flow on parallel motorways in Germany
    Sebastian Gartzke, Shanshan Wang, Thomas Guhr, Michael Schreckenberg 
    Physica A 599, 127367 (2022),   preprint: arXiv:2109.04268

  • Collective behavior in the North Rhine-Westphalia motorway network
    Shanshan Wang, Sebastian Gartzke, Michael Schreckenberg, Thomas Guhr 
    J. Stat. Mech. 2021, 123401 (2021),   preprint: arXiv:2107.12947

  • Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
    Shanshan Wang, Sebastian Gartzke, Michael Schreckenberg, Thomas Guhr 
    J. Stat. Mech. 2020, 103404 (2020),   preprint: arXiv:2008.05530

  • Grasping asymmetric information in price impacts
    Shanshan Wang, Sebastian Neusüß, Thomas Guhr 
    Eur. Phys. J. B 91, 266 (2018),    preprint: arXiv:1710.07959

  • Statistical properties of market collective responses
    Shanshan Wang, Sebastian Neusüß, Thomas Guhr 
    Eur. Phys. J. B 91, 191 (2018) ,    preprint: arXiv:1711.07630 

  • Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis
    Shanshan Wang, Thomas Guhr 
    J. Stat. Mech. Theory Exp. 2018, 033407 (2018)  ,   preprint: arXiv:1706.09240 

  • Microscopic understanding of cross-responses between stocks: a two-component price impact model
    Shanshan Wang, Thomas Guhr 
    Market Microstructure and Liquidity 03, 1850009 (2017) ,  preprint: arXiv:1609.04890 

  • Trading strategies for stock pairs regarding to the cross-impact cost
    Shanshan Wang
    preprint: arXiv:1701.03098 (2017)

  • Average cross-responses in correlated financial markets
    Shanshan Wang, Rudi Schäfer, Thomas Guhr
    Eur. Phys. J. B 89, 207 (2016) ,    preprint: arXiv:1603.01586 

  • Cross-response in correlated financial markets: individual stocks
    Shanshan Wang, Rudi Schäfer, Thomas Guhr
    Eur. Phys. J. B 89, 10 (2016)  ,    preprint: arXiv:1603.01580 

  • Price response in correlated financial markets: empirical results
    Shanshan Wang, Rudi Schäfer, Thomas Guhr
    preprint: arXiv:1510.03205 (2015)

  • Geometric effect on the vortex configuration and motion in mesoscopic superconducting cylinders
    Shan-Shan Wang, Guo-Qiao Zha
    Int. J. Mod. Phys. B 29, 1550009 (2015) 

  • Geometric effect on the phase transition in mesoscopic loops threaded by an Aharonov-Bohm flux
    Guo-Qiao Zha, Shan-Shan Wang, Jing-Chao Wang, Shi-Ping Zhou
    J. Appl. Phys. 112, 033907 (2012) 



• Talks & Posters
  
  

  • Response functions as a new concept to study local dynamics in traffic networks
    Dynamics Days Europe 2023, Naples, Italy
    Poster, September 6-7, 2023 [Link].

  • Quasi-stationary states of temporal correlations and their transitions in traffic systems: Cologne orbital motorway as an example
    Dynamics Days Europe 2023, Naples, Italy
    Talk, September 6, 2023 [Link].

  • Response functions as a new concept to study local dynamics in traffic networks
    DPG Spring Meeting (Annual Conference of the German Physical Society) 2023, Dresden, Germany
    Talk, March 29, 2023 [Link].

  • Identifying subdominant collective effects in a large motorway network
    DPG Spring Meeting (Annual Conference of the German Physical Society) 2023, Dresden, Germany
    Poster, March 27, 2023 [Link].

  • Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
    Virtual DPG Spring Meeting (Annual Conference of the German Physical Society) BP-CPP-DY-SOE 2021, Germany
    Talk, March 23, 2021, [Link]

  • Microscopic understanding of price cross-responses between stocks
    DPG Spring Meeting (Annual Conference of the German Physical Society) 2017, Dresden, Germany
    Talk, March 20, 2017, [Link]

  • Price response in correlated financial markets: empirical results
    DPG Spring Meeting (Annual Conference of the German Physical Society) 2016, Regensburg, Germany
    Poster, March 7, 2016, [Link]