Prof. Dr. Wolfgang Breymann

Prof. Dr. Wolfgang Breymann

Prof. Dr. Wolfgang Breymann
ZHAW School of Engineering
Technikumstrasse 9
8400 Winterthur

+41 (0) 58 934 78 14
wolfgang.breymann@zhaw.ch

Personal profile

https://home.zhaw.ch/~bwlf/

Professional development teaching

Projects

Publications

Books and editorships

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Unified Financial Analysis

: The Missing Links of Finance.

Chichester: John Wiley & Sons.

Peer-reviewed articles/chapters

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Large-Scale Data-Driven Financial Risk Assessment

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In: Martin Braschler; Thilo Stadelmann; Kurt Stockinger (Hg.). Data Science Applications. (In press). Berlin: Springer. Peer reviewed.

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The emerging energy web

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The European Physical Journal - Special Topics, 214 547–569. Peer reviewed.

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Empirical behavior of a world stock index from intra-day to monthly time scales

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European Physics Journal B, 71 (2009). 511. Peer reviewed.

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Intraday Empirical Analysis and Modeling of Diversified World Stock Indices

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Asia-Pacific Financial Markets, 12 (2006). 1. Peer reviewed.

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Dynamical-System Models of Transport: Chaos Characteristics, the Macroscopic Limit, and Irreversibility

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Physica, D187 (2004). 108. Peer reviewed.

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Dependence Structures for Multivariate High-Frequency Data in Finance

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Quantitative Finance, 3 (2003). 1. Peer reviewed.

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Chaotic Scattering with a mixed phase space: The 3-disk billiard in a magnetic field

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Physical Review E, 61 (2000). 382. Peer reviewed.

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Entropy balance in the presence of drift and diffusion currents: an elementary chaotic map approach

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Physical Review E, 58 (1998). 1672. Peer reviewed.

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Entropy balance, time reversibility, and mass transport in dynamical systems

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Chaos, 8 (1998). 396. Peer reviewed.

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Quantum Chaotic Scattering and Resistance Fluctuations in Mesoscopic Junctions

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physica status solidi (b), 205 (1998). 219. Peer reviewed.

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Equivalence of irreversible entropy production in driven systems: An elementary chaotic map approach

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Physical Review Letters, 79 (1997). 2759. Peer reviewed.

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Hamiltonian Chaos IV

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Computers and Physics, 10 (1996). 38. Peer reviewed.

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Orientation-Translation and Orien-ta-tion¯¯Orien-ta-tion Correlations in Neopentane Plastic Crystals Computer Simulation

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Journal of Molecular Physics, 87 (1996). 1015. Peer reviewed.

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Quantum manifestations of Chaotic Scattering in the Presence of KAM Tori

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Europhysics Letters, 36 (1996). 483. Peer reviewed.

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Quasi Degeneracy in a 2-Spin-System: A Perturbational Approach to Tunnel Splitting

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Zeitschrift für Physik B, 101 (1996). 131. Peer reviewed.

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Transient Chaos: the Origin of Transport in driven Systems

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Europhysics Letters, 35 (1996). 659. Peer reviewed.

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Turbulent Cascades in Foreign Exchange Markets

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Nature, 381 (1996). 767. Peer reviewed.

Non-peer-reviewed articles/chapters

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1st Workshop on Applications of Financial Mathematics in Banks and other Financial Institutions

: Series of four 90 min. lectures.

In: 1st Workshop on Applications of Financial Mathematics in Banks and other Financial Institutions. A two days workshop. (10-11.05.2016). Tabriz, Iran: Faculty of Mathematical Sciences, University of Tabriz.

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DTD powered by ACTUS - An innovative RegTech approach to financial risk reporting

: Oral Presentation.

In: 2nd International Workshop P2P Financial Systems 2016. A two days workshop. (08.09.2016). London: UCL Centre for Blockchain Technologies.

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Modelling and Identification of Financial Products – the ACTUS (Algorithmic Contract Types Unified Standard) Approach

: Invited talk.

In: Identifiers and Identification Management in the Financial World and Beyond – Requests, Solutions, and Applications. Joint Spring Conference 2016 of E-Finance Lab and IBM 2016. (16.02.2016). Frankfurt: efinancelab at the House of Finance, Goethe University.

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Standard Algorithmic Representation of Financial Contracts – Concepts, Applications, and New Devlopments of ACTUS

: Invited talk.

In: Digitization and systemic risk in finance and economics. 1/2 day seminar. (05.12.2016). Frankfurt: Jointly organized by the E-Finance lab and the research program SAFE, House of Finance, Goethe University.

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Towards a Standardization of Stress Testing Models for Banking & Insurance

: Invited talk.

In: ETH Risk Day 2016. Mini-Conference on Risk Management in Finance and Insurance. (16.09.2016). Zurich: ETH Zurich.

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ACTUS, BIRD and CSDB – An Attempt to Bring Things Into Perspective

: Invited talk.

In: ACTUS, BIRD, CSDB: How Can These Different Initiatives Benefit Each Other? . ECB Workshop. (09.09.2015). Frankfurt: European Central Bank.

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ACTUS: A Data Standard That Enables Financial Analysis Based on Granular Transaction and Position Data

: Invited talk.

In: Second International Conference of the Society for Economic Measurement July 22-24, 2015. Conference. (22.07.2015). Paris: OECD Conference Center.

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ACTUS: A Data Standard That Enables Forward-Looking Analysis for Financial Instruments?

: Invited talk.

In: Setting Global Standards for Granular Data. Joint Bank of England, European Central Bank and US Office of Financial Research Workshop. (15.01.2015). London: Bank of England.

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The ACTUS Project

: Invited talk.

In: Optimising the Usage of Standards: Technical Aspects of Standardisation. ECB Workshop. (01.10.2015). Frankfurt: European Central Bank.

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ACTUS: a mathematically rigorous, technical language to describe all Financial contracts?

: Invited talk.

In: Foundational Building Blocks for a 21st Century Financial Data infrastructure. Workshop. (10.11.2014). Frankfurt: European Central Bank.

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Data-Driven Financial System Modeling (DatFisMo)

: Vortrag.

In: PWC Swiss Data Week 2014. Workshop. (05.05.2014). Zürich: Big Data Week.

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A Prototyping Platform for Contract Based Financial Simulation and Analysis in R

: Oral Presentation.

In: 7th R/Rmetrics User/Developer Workshop. Summer School on Computational Finance. (03.07.2013). Meielisalp: ETH Zürich.

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ACTUS - The Regulatory Revolution

: Seminarvortrag.

In: External Statistics Seminar. EZB Seminar. (14.11.2013). Frankfurt: Europäische Zentralbank.

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ACTUS - The Regulatory Revolution

: Seminarvortrag.

In: BoE Seminar. (19.11.2013). London: Bank of England.

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Life Cycle Management of Technical Systems and Integral Financial Modeling

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In: World Trends in Maintenance Engineering. Pretoria: CSIR International Conference Centre.

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The Risk and Finance Lab and the ACTUS Project

: Seminar talk.

In: Swissnex - ZHAW Meeting. (22.01.2013). Bangalor, India: Swissnext.

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Strategische Beratung von Privatinvestoren

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Return on Investment (Beilage von Finanz & Wirtschaft)

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Review of the Book ``Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (2nd ed.)'' of Jean-Philippe Bouchaud and Marc Potters

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Journal of the American Statistical Association, 101 (2006). 850.

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Multifractality in Financial Markets

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In: . Bad Honnef, Germany: DPG.

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Quantifying Risk

.

In: . Bad Honnef:

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A Stochastic Cascade Model for FX Dynamics

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International Journal of Theoretical and Applied Finance, 3 (2000). 357.

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Hierarchical Structures in Financial Markets

: A "Turbulent Approach" to Stochastic Volatility.

In: J. Kertesz (Hg.). Econophysics. Proceedings of the Budapest Workshop. Dordrecht: Kluwer Academic Press.

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Nobelpreis 1997 für Ökonomie:

: Transporttheorie für Finanzmärkte.

Physikalische Blätter, 54 (1998). 20.

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Devisenmärkte und Turbulenz

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Physikalische Blätter, 53 (1997). 339.

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Welches Chaos erforscht die Chaosforschung

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In: P. Onori (Hg.). Chaos in der Wissenschaft. (159). Kantons Basel-Landschaft.

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Turbulence and Financial Markets

: A Transaction Cascade in Foreign Exchange Markets.

In: S. Gavrilakis (Hg.). Advances in Turbulence VI. (167). Dordrecht: Kluwer Academic Publishers.

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Chaotische Strukturen in Raum und Zeit

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Uni Nova, 73 (1995). 12.