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Tobias Preis's Publications

Associate Professor of Behavioural Science and Finance , Warwick Business School
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Research field: Physics
Big Data & Analytics, Computational Social Science, Econophysics, Complex Systems, Financial Markets, Econometrics, Risk Management, GPGPU
Book (1) | Journal Article (15)

Journal Article

Tobias Preis, Helen Susannah Moat, H. Eugene Stanley, Steven R. Bishop (2012) Quantifying the Advantage of Looking Forward, 350. In Scientific Reports.
T. Preis (2011) Econophysics — complex correlations and trend switchings in financial time series, 5-86. In The European Physical Journal Special Topics 194 (1).
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T. Preis (2011) Editorial, 1-3. In The European Physical Journal Special Topics 194 (1).
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T. Preis (2011) GPU-computing in econophysics and statistical physics, 87-119. In The European Physical Journal Special Topics 194 (1).
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Tobias Preis, Johannes J Schneider, H Eugene Stanley (2011) Switching processes in financial markets., 7674-7678. In Proceedings of the National Academy of Sciences of the United States of America.
T. Preis, D. Reith, H. E. Stanley (2010) Complex dynamics of our economic life on different scales: insights from search engine query data, 5707-5719. In Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 368 (1933).
H.E. Stanley, S.V. Buldyrev, G. Franzese, S. Havlin, F. Mallamace, P. Kumar, V. Plerou, T. Preis (2010) Correlated randomness and switching phenomena, 2880-2893. In Physica A: Statistical Mechanics and its Applications 389 (15).
Benjamin Block, Peter Virnau, Tobias Preis (2010) Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2D Ising model☆, 1549-1556. In Computer Physics Communications 181 (9).
Tobias Preis (2010) Simulating the microstructure of financial markets, 012019. In Journal of Physics: Conference Series 221 (1).
Tobias Preis, H. Eugene Stanley (2010) Switching Phenomena in a System with No Switches, 431-446. In Journal of Statistical Physics 138 (1-3).
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Tobias Preis, Peter Virnau, Wolfgang Paul, Johannes J Schneider (2009) Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets, 093024. In New Journal of Physics 11 (9).
Tobias Preis, Peter Virnau, Wolfgang Paul, Johannes J. Schneider (2009) GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model☆, 4468-4477. In Journal of Computational Physics 228 (12).
T. Preis, W. Paul, J. J. Schneider (2008) Fluctuation patterns in high-frequency financial asset returns, 68005. In EPL (Europhysics Letters) 82 (6).
Tobias Preis, Sebastian Golke, Wolfgang Paul, Johannes Schneider (2007) Statistical analysis of financial returns for a multiagent order book model of asset trading. In Physical Review E 76 (1).
T Preis, S Golke, W Paul, J. J Schneider (2006) Multi-agent-based Order Book Model of financial markets, 510-516. In Europhysics Letters (EPL) 75 (3).