Timo Wiedemann

Dr. Timo Wiedemann is a Researcher at the Chair of Derivatives and Financial Engineering at the University of Münster, affiliated with the School of Business and Economics. His academic background includes a PhD in Economics (2024) and an M.Sc. in Physics with a Finance minor (2019), both from the University of Münster. He has conducted study abroad programs at the University of York (UK) and Universidad de Sevilla (Spain).

• Research Focus: Financial Engineering, Econophysics, Asset Pricing, and Quantitative Methods
• Teaching: Leads Asset Pricing courses in the Master's program, including PhD seminars on Advanced Asset Pricing

His research bridges physics-based methodologies with financial markets, evidenced by publications in Physical Review E and Scientific Reports. Current work addresses high-frequency financial data analysis, volatility measurement, and empirical asset pricing challenges. He actively contributes to working papers exploring missing data imputation and beta estimation biases in financial models.