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Paper:

The scale of market quakes is a paper about the SMQ. From the abstract: We define a methodology to quantify market activity on a 24 hour basis by defining a scale, the so-called scale of market quakes (SMQ). The SMQ is designed within a framework where we analyse the dynamics of excess price moves from one directional change of price to the next. We use the SMQ to quantify the FX market and evaluate the performance of the proposed methodology at major news announcements. The evolution of SMQ magnitudes from 2003 to 2009 is analysed across major currency pairs.

Reports:

Diploma Thesis (Computational Physics) on 'Phase Transition Tunneling Time in a System of Hard Disks'. We simulate a system of hard disks and investigate the tunneling times through the transition region between liquid and solid phase. This is statistical mechanics and computational physics.
Proseminar Report (Theoretical Physics) on 'Dissipative Transport: Thermal Contacts And Tunnelling Junctions'. This is theoretical (mathematical) physics that investigates transport processes between quantum mechanical reservoirs.
Semesterwork (Theoretical Physics) on 'Properties Of Triangular Lattices Based On Josephson Junction Arrays'. We take a triangular lattice built by Josephson junctions and investigate their possible implementation as topologically protected quantum bits. This is computational and theoretical physics.
Semesterwork (Condensed Matter Physics) on 'Effective Mass And Other Properties Of Remotely Doped Ge Quantum Wells'. We determine the effective mass, carrier density and other properties of a remotely doped Ge layer. We use Shubnikov-de Haas oscillations and computer aid. This is experimental physics and some programming.

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