M.Sc. Marius Müller
M.Sc. Marius Müller
Karlsruhe Institute of Technology (KIT)
Fakultät für Wirtschaftswissenschaften
Institut für Informationswirtschaft und Marketing
Englerstraße 14
Karlsruhe


+49 (721) 608 - 4 83 74
+49 (721) 608 - 4 83 99
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Lebenslauf

since 2013 Doctoral candidate at the Institute of Information Systems and Marketing
2012 Research assistant at the Institute of Information Systems and Marketing (IISM)
2009 Visiting student at Australian School of Business, University of New South Wales
2008 - 2012 Data analyst/ project management at Börse Stuttgart AG
2007 - 2010 Research assistant at the Institute of Information Systems and Marketing (IISM)
2005 - 2012 Studies at the Karlsruhe Institute of Technology: Information Engineering and Management
2004 - 2008 Software development at Smarthouse Media GmbH
2004 Abitur at Gymnasium Karlsbad

Forschungsinteressen

  • Behavioral finance
  • Financial information systems
  • Physioeconomics / Neuroeconomics
  • NeuroIS / Real-time biofeedback
Publikationen

1
Storkenmaier, A.; Müller, M.; Weinhardt, C. 2010
A Software Framework for a News Event Driven Simulation of Algorithmic Trading Strategies. Proceedings of the Multikonferenz Wirtschaftsinformatik (MKWI) 2010. (Göttingen, Germany). 1871–1882.
Available at: click here
@Inproceedings{CitationKey,
author = {Storkenmaier, Andreas and M\"{u}ller, Marius and Weinhardt, Christof},
title = {{A Software Framework for a News Event Driven Simulation of Algorithmic
Trading Strategies}},
booktitle = {Proceedings of the Multikonferenz Wirtschaftsinformatik (MKWI)
2010},
year = {2010},
address = {G\"{o}ttingen, Germany},
pages = {1871-1882},
url =
{http://webdoc.sub.gwdg.de/univerlag/2010/mkwi/03_anwendungen/informationssysteme_in_der_finanzwirtschaft/03_a_software_framework_for_a_news_event_driven_simulation.pdf},
abstract = {The fast development of information systems during the last decades
has had a significant impact on the securities trading industry. During the
last years algorithmic trading (AT) has risen as a major factor in financial
markets. A relatively new form of AT is news based proprietary AT which
automatically analyzes stock specific and general economic news to trade
profitable. Major financial news providers have started to offer machine-readable
news products. This paper presents a flexible, extensible, and platform
independent software framework for an agent-based simulation of proprietary
news based AT in financial markets. The framework enables researchers and
practitioners to simulate time-continuous markets based on price processes
generated from historical data. Exchange system latencies can also be modeled
within the software framework. We present results from simulation test runs
on DAX 30 constituents for the whole year 2007 based on Reuters DataScope Tick
History data and Reuters NewsScope Sentiment Archive (machine-readable news)
data.}}

					
 
2
Riordan, R.; Weinhardt, C.; Müller, M. 2008
Financial News and Data Service. The 18th Workshop on Information Technologies and Systems (WITS).
@Inproceedings{CitationKey,
author = {Riordan, Ryan and Weinhardt, Christof and M\"{u}ller, Marius},
title = {{Financial News and Data Service}},
booktitle = {The 18th Workshop on Information Technologies and Systems (WITS)},
year = {2008}}

					
Betreute Abschlussarbeiten
KIT – University of the State of Baden-Wuerttemberg and National Research Center of the Helmholtz Association