Niklas Trimpe

Niklas Trimpe completed his Bachelor's degree in Business Informatics as part of a dual study program in cooperation with Deutsche Bahn. After obtaining his Bachelor's degree, he transferred to Goethe University Frankfurt, where he also completed his Master's degree in Business Informatics. During his studies, Niklas Trimpe was supported by the Deutschlandstipendium scholarship and gained practical experience in in-house consulting at DB Systel, as well as at the management consultancy d-fine in the field of applied AI.

Since November 2023, Niklas Trimpe works as a research assistant at the Chair of e-Finance.

Research Interests:

Market Microstructure
Machine Learning in Finance
Algorithmic and High-Frequency Trading

Publications:

Working Papers

Cestonaro, Tino; Trimpe, Niklas
Efficient or Not? Price Measures in Market Microstructure
In: Working Paper, presented at the 65th Annual Meeting of the Southern Finance Association, Orlando, USA, the 34th Annual Meeting of the European Financial Management Association, Athens, Greece, the Financial Management Association European Conference 2025, Limassol, Cyprus, the 41st International Conference of the French Finance Association, Dijon, France, and the 30th Forecasting Financial Markets Conference, Venice, Italy

Clapham, Benjamin; Ewald, Florian; Gomber, Peter; Trimpe, Niklas
Don’t Stop Me Now! Identification and Prediction of Unnecessary Volatility Interruptions
In: Working paper, presented at the 65th Annual Meeting of the Southern Finance Association, Orlando, USA, the 2025 Annual Meeting of the Northern Finance Association, Calgary, Canada, the NYSE Microstructure Meets AI Conference 2024, New York, USA, and the 29th Forecasting Financial Markets Conference, Oxford, UK
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Miscellaneous

Clapham, Benjamin; Ewald, Florian; Gomber, Peter; Trimpe, Niklas
Identification and Prediction of Unnecessary Volatility Interruptions
In: efl insights 02/2025; Frankfurt am Main 2025
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