University of Münster
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Profile picture of Dr. Timo Wiedemann

Dr. Timo Wiedemann

Current affiliations

  • Chair of Derivatives and Financial Engineering (Prof. Branger)

Academic Education

2019 - 2024Promotion zum Dr. rer. pol. am Lehrstuhl für Derivate und Financial Engineering, Universität Münster
2016 - 2019M.Sc. in Physik mit Nebenfach Finance, Universität Münster
2016 - 2017Auslandsaufenthalt an der University of York, UK
2012 - 2016B.Sc. in Physik mit Nebenfach VWL, Universität Münster
2014 - 2015Auslandsaufenthalt an der Universidad de Sevilla, Spanien

Publications

All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns
Beckmeyer, Heiner; Wiedemann, Timo (2025)
In: Journal of Banking and Finance, 181. doi:https://doi.org/10.1016/j.jbankfin.2025.107565
Research article (journal) | Peer reviewed | Published
Estimating stable fixed points and Langevin potentials for financial dynamics
Wand, Tobias; Wiedemann, Timo; Harren, Jan; Kamps, Oliver  (2024)
In: Physical Review E, 109 (2). doi:10.1103/PhysRevE.109.024226
Research article (journal) | Peer reviewed | Published
A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches
Schulte-Tillmann, Björn; Segnon, Mawuli; Wiedemann, Timo (2023)
Münster: Universität Münster.
Working paper | Published
Multi-frequency passive and active microrheology with optical tweezers
Kumar R, Vitali V, Wiedemann T, Meissner R, Minzioni P, Denz C (2021)
In: Scientific Reports, 11(1), 13917. doi:10.1038/s41598-021-93130-x
Research article (journal) | Peer reviewed | Published