I am a professor of applied mathematics at Technische Hochschule Brandenburg, located in Brandenburg an der Havel. Before joining TH Brandenburg, I lead a team of Quantitative Software Engineers at Deutsche Börse AG, one of the world's largest marketplace organizers for the trading of shares and other securities. There I worked on computational models for the pricing of financial derivatives and other software projects.
I earned my doctorate in theoretical physics on the subject of microscopic models for organic and iron-based superconductors. Nowadays, my research focuses on the pricing of financial instruments and the dynamics of financial markets, as well as applying machine learning and quantum computing to these subjects. In addition, I continue to work on selected topics of condensed matter physics.
I teach various courses for undergraduate and graduate students in mathematics, finance and data science.
Quantum computing approach to realistic ESG-friendly stock portfolios
Authors: Francesco Catalano, Laura Nasello, and Daniel Guterding
Preprint: arXiv
Journal: Risks 12, 66 (2024)
Pressure evolution of electronic structure and magnetism in the layered van der Waals ferromagnet CrGeTe3
Authors: Han-Xiang Xu, Makoto Shimizu, Daniel Guterding, Junya Otsuki, and Harald O. Jeschke
Preprint: arXiv
Journal: Phys. Rev. B 108, 125142 (2023)
Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities
Authors: Daniel Guterding
Preprint: arXiv
Journal: Risks 11, 83 (2023)
Theory for doping trends in titanium oxypnictide superconductors
Authors: Han-Xiang Xu, Daniel Guterding, and Harald O. Jeschke
Preprint: arXiv
Journal: Phys. Rev. B 104, 184519 (2021)
Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
Authors: Daniel Guterding
Preprint: arXiv
Journal: The Journal of Finance and Data Science 7, 126 (2021)
Importance of Fermi surface and magnetic interactions for the superconducting dome in electron doped FeSe intercalates
Authors: Makoto Shimizu, Nayuta Takemori, Daniel Guterding, and Harald O. Jeschke
Preprint: arXiv
Journal: Phys. Rev. B 101, 180511(R) (2020)
Two-dome superconductivity in FeS induced by a Lifshitz transition
Authors: Makoto Shimizu, Nayuta Takemori, Daniel Guterding, and Harald O. Jeschke
Preprint: arXiv
Journal: Phys. Rev. Lett. 121, 137001 (2018)
An efficient GPU algorithm for tetrahedron-based Brillouin-zone integration
Authors: Daniel Guterding and Harald O. Jeschke
Preprint: arXiv
Journal: Comput. Phys. Commun. 231, 114 (2018)
The Heston stochastic volatility model with piecewise constant parameters — efficient calibration and pricing of window barrier options
Authors: Daniel Guterding and Wolfram Boenkost
Preprint: arXiv, SSRN
Journal: J. Comput. Appl. Math. 343, 353 (2018)
Basic electronic properties of iron selenide under variation of structural parameters
Authors: Daniel Guterding, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: Phys. Rev. B 96, 125107 (2017)
Ab-initio perspective on structural and electronic properties of iron-based superconductors
Authors: Daniel Guterding, Steffen Backes, Milan Tomic, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: Phys. Status Solidi B 254, 1600164 (2017)
Non-trivial role of interlayer cation states in iron-based superconductors
Authors: Daniel Guterding, Harald O. Jeschke, I. I. Mazin, J. K. Glasbrenner, E. Bascones, and Roser Valenti
Preprint: arXiv
Journal: Phys. Rev. Lett. 118, 017204 (2017)
Role of vertex corrections in the matrix formulation of the random phase approximation for the multi-orbital Hubbard model
Authors: Michaela Altmeyer, Daniel Guterding, P. J. Hirschfeld, Thomas A. Maier, Roser Valenti, and Douglas J. Scalapino
Preprint: arXiv
Journal: Phys. Rev. B 94, 214515 (2016)
Quantum spin Hall effect in rutile-based oxide multilayers
Authors: Jose Luis Lado, Daniel Guterding, Paolo Barone, Roser Valenti, and Victor Pardo
Preprint: arXiv
Journal: Phys. Rev. B 94, 235111 (2016)
Reduction of magnetic interlayer coupling in barlowite through isoelectronic substitution
Authors: Daniel Guterding, Roser Valenti, and Harald O. Jeschke
Preprint: arXiv
Journal: Phys. Rev. B 94, 125136 (2016)
Near-degeneracy of extended s+dx2−y2 and dxy order parameters in quasi-two-dimensional organic superconductors
Authors: Daniel Guterding, Michaela Altmeyer, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: Phys. Rev. B 94, 024515 (2016)
Ab initio determination of spin Hamiltonians with anisotropic exchange interactions: the case of the pyrochlore ferromagnet Lu2V2O7
Authors: Kira Riedl, Daniel Guterding, Harald O. Jeschke, Michel J. P. Gingras, and Roser Valenti
Preprint: arXiv
Authors: Phys. Rev. B 94, 014410 (2016)
Evidence for eight node mixed-symmetry superconductivity in a correlated organic metal
Authors: D. Guterding, S. Diehl, M. Altmeyer, T. Methfessel, U. Tutsch, H. Schubert, M. Lang, J. Müller, M. Huth, H. O. Jeschke, R. Valenti, M. Jourdan, and H.-J. Elmers
Preprint: arXiv
Journal: Phys. Rev. Lett. 116, 237001 (2016)
Prospect of quantum anomalous Hall and quantum spin Hall effect in doped kagome lattice Mott insulators
Authors: Daniel Guterding, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: Sci. Rep. 6, 25988 (2016)
Influence of molecular conformations on the electronic structure of organic charge transfer salts
Authors: Daniel Guterding, Roser Valenti, and Harald O. Jeschke
Preprint: arXiv
Journal: Phys. Rev. B 92, 081109(R) (2015)
Origin of the superconducting state in the collapsed tetragonal phase of KFe2As2
Authors: Daniel Guterding, Steffen Backes, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: Phys. Rev. B 91, 140503(R) (2015)
Unified picture of the doping dependence of superconducting transition temperatures in alkali metal/ammonia intercalated FeSe
Authors: Daniel Guterding, Harald O. Jeschke, P. J. Hirschfeld, and Roser Valenti
Preprint: arXiv
Journal: Phys. Rev. B 91, 041112(R) (2015)
Correlation effects in the tetragonal and collapsed tetragonal phase of CaFe2As2
Authors: Jean Diehl, Steffen Backes, Daniel Guterding, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: Phys. Rev. B 90, 085110 (2014)
Electronic structure and de Haas-van Alphen frequencies in KFe2As2 within LDA+DMFT
Authors: Steffen Backes, Daniel Guterding, Harald O. Jeschke, and Roser Valenti
Preprint: arXiv
Journal: New J. Phys. 16, 083025 (2014)
Field-induced magnetic transitions in Ca10(Pt3As8)((Fe1-xPtx)2As2)5 compounds
Authors: M. D. Watson, A. McCollam, S. F. Blake, D. Vignolles, L. Drigo, I. I. Mazin, D. Guterding, H. O. Jeschke, R. Valenti, N. Ni, R. Cava, and A. I. Coldea
Preprint: arXiv
Journal: Phys. Rev. B 89, 205136 (2014)
Hydrostatic-pressure tuning of magnetic, nonmagnetic, and superconducting states in annealed Ca(Fe1-xCox)2As2
Authors: E. Gati, S. Köhler, D. Guterding, B. Wolf, S. Knöner, S. Ran, S. L. Bud'ko, P. C. Canfield, and M. Lang
Preprint: arXiv
Journal: Phys. Rev. B 86, 220511(R) (2012) (Editors' Suggestion)
Lecture & Exercise course (2+2 hours/week) for each
Lecture & Exercise course (2+2 hours/week) for each
Lecture & Exercise course (2+2 hours/week) for each
Lecture & Exercise course (2+2 hours/week)
I maintain an account on Github to which I upload research codes that I deem useful for the community. These codes include:
ctaux is a continuous-time auxiliary field Monte Carlo solver for quantum impurity models. It uses a representation of the Green's function in terms of Legendre polynomials.
dhva is a code for calculating de Haas-van Alphen frequencies and electronic band masses from XCrySDen band-grid files. It works very similar to SKEAF by P. M. C. Rourke and S. R. Julian, but it is written in object-oriented C++ and offers different interpolation schemes. The basic approach is to construct a super cell of band energies, which is then cut into one k-point thick slices. On each of these slices the Fermi surface is detected and therefore de Haas-van Alphen orbits can be evaluated. Arbitrary shapes of the reciprocal unit cell are supported.
hcmf is a cluster mean-field solver for the Heisenberg model. The implementation uses Python for organizing the workflow and evaluating observables. The computationally expensive parts are implemented in C++ to achieve maximum performance.
pywien2k is a collection of tools for working with the Wien2k density functional theory code.
vsmd is a very simple molecular dynamics code. It is able to simulate noble gas crystals and liquids with finite temperature and hydrostatic pressure using classical potentials. It was created as a simplified re-write of the molecular dynamics code I wrote for my bachelor thesis on molecular dynamics. Its scientific use is certainly limited, but due to its relative simplicity anyone trying to get a grasp of the molecular dynamics method could find this useful.
Dec 2, 2022, Invited talk given at the Frankfurt Condensed Matter Theory Seminar
Sep 5, 2022, DPG Meeting 2022
Feb 5, 2020, Invited talk given at the Frankfurt Condensed Matter Theory Seminar
In the broader field of finance and economy I serve as a referee for various journals, including the following:
I also serve as a referee for a broad variety of scientific journals in the field of physics, which include: