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Dr. Michael C. MünnixEmail: |
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- Research interests
- Econophysics
- Risk management
- Portfolio theory
- Solid state physics
- Quantum cryptography
- Educational background
2010: Visiting researcher at Boston University
Research group of Prof. Dr. H. E. Stanley2008-2011: Universität Duisburg-Essen (Dr. rer. nat. / Ph.D.) 2002-2008: Technische Universität Berlin (Dipl.-Phys.)
- Professional background
2002-2008: Financial Software Engineer at ORIMOS Financial Analytics
(now part of ION Trading)1996-present: Freelance Software Developer (list of projects)
- Honors / Awards
- Fulbright scholarship (Boston University, USA)
- Doctoral scholarship from Studienstiftung des Deutschen Volkes
(German National Merit Foundation)
- Publications
M. C. Münnix, R. Schäfer and T. Guhr
A Random Matrix Approach on Credit Risk
Working paper
Preprint: arXiv:1102.3900
M. C. Münnix and R. Schäfer
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
Physica A 390 (23-24) 4251-4259 (2011)
Preprint: arXiv:1102.1099
M. C. Münnix, R. Schäfer and O. Grothe
Estimating correlation and covariance matrices by weighting of market similarity
Accepted for publication in Quantitative Finance, available online
Preprint: arXiv:1006.5847
M. C. Münnix, R. Schäfer and T. Guhr
Statistical causes for the Epps effect in microstructure noise
Accepted for publication in International Journal of Theoretical and Applied Finance
Preprint: arXiv:1009.6157
M. C. Münnix, R. Schäfer and T. Guhr
Impact of the tick-size on financial returns and correlations
Physica A 389 (21) 4828-4843 (2010)
Preprint: arXiv:1001.5124
M. C. Münnix, R. Schäfer and T. Guhr
Compensating asynchrony effects in the calculation of financial correlations
Physica A 389 (4) 767-779 (2010)
Preprint: arXiv:0910.2909
A. Lochmann, E. Stock, M. C. Münnix, J. A. Tofflinger, W. Unrau, D. Bimberg, A. Toropov, A. Bakarov and V. A. Haisler
Cavity-enhanced emission in electrically driven quantum dot single-photon-emitters
Proceedings of SPIE 7366, Photonic Materials, Devices, and Applications III 736604 (2009)
D. Bimberg, E. Stock, A. Lochmann, A. Schliwa, J. A. Tofflinger, W. Unrau, M. C. Münnix, S. Rodt, V. A. Haisler, A. I. Toropov, A. Bakarov and A. K. Kalagin
Quantum Dots for Single- and Entangled-Photon Emitters
IEEE Photonics Journal 1 (1) 58-68 (2009)
M. C. Münnix, A. Lochmann, D. Bimberg and V. A. Haisler
Modeling Highly Efficient RCLED-Type Quantum-Dot-Based Single Photon Emitters
IEEE Journal of Quantum Electronics 45 (9) 1084-1088 (2009)
- Conference contributions
Econophysics Colloquium, Taipei, Taiwan (2010)
Correlations in high-frequency financial data: Compensating asynchrony and tick-size effects
DPG spring conference Regensburg, Germany (2010), Financial Markets and Risk Management:
Compensating statistical errors in the calculation of financial correlations
DPG spring conference Dresden, Germany (2009), Financial Markets and Risk Management:
Time-dependent correlations in financial markets