Dr. Michael C. Münnix

​Münnix ​Dr. Michael C. Münnix

Econophysics

Target Partners GmbH, München
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For current information please check muennix.com

  • 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. Stanley
    2008-2011: 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