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Publications "Baumann, Michael Heinrich"

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Number of items: 85.

Article in a journal

Baumann, Michael Heinrich:
An illustrative derivation of the sum of fifth powers.
In: The Mathematical Gazette. Vol. 106 (24 February 2022) Issue 565 . - pp. 68-77.
ISSN 2056-6328
DOI: https://doi.org/10.1017/mag.2022.11

Baumann, Michael Heinrich:
Beating the market? A mathematical puzzle for market efficiency.
In: Decisions in Economics and Finance. Vol. 45 (2022) . - pp. 279-325.
ISSN 1129-6569
DOI: https://doi.org/10.1007/s10203-021-00361-8

Baumann, Michael Heinrich ; Grüne, Lars:
Does the effort of Monte Carlo pay off? : A case study on stochastic MPC.
In: IFAC-PapersOnLine. Vol. 54 (2021) Issue 6 . - pp. 70-75.
ISSN 2405-8963
DOI: https://doi.org/10.1016/j.ifacol.2021.08.526

Ou, Ruchuan ; Baumann, Michael Heinrich ; Grüne, Lars ; Faulwasser, Timm:
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control.
In: IFAC-PapersOnLine. Vol. 54 (2021) Issue 3 . - pp. 516-521.
ISSN 2405-8963
DOI: https://doi.org/10.1016/j.ifacol.2021.08.294

Njoroge, Parmenas ; Baumann, Michael Heinrich ; Baumann, Michaela ; Shevchenko, Dmitry:
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange.
In: Journal of Corporate Finance Research = Корпоративные Финансы. Vol. 15 (2021) Issue 1 . - pp. 19-36.
ISSN 2073-0438
DOI: https://doi.org/10.17323/j.jcfr.2073-0438.15.1.2021.19-36

Baumann, Michael Heinrich:
A new stochastic Fubini-type theorem : On interchanging expectations and Itô integrals.
In: Sankhya A. (20 March 2020) . - pp. 1-13.
ISSN 0976-8378
DOI: https://doi.org/10.1007/s13171-019-00195-y

Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of stabilizing effects of fundamentalists : facing positive feedback traders.
In: Economics : the Open-Access, Open-Assessment E-Journal. Vol. 13 (2019) Issue 1 . - No. 44.
ISSN 1864-6042
DOI: https://doi.org/10.5018/economics-ejournal.ja.2019-44

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control for Affine-Quadratic Games.
In: Proceedings in Applied Mathematics and Mechanics. Vol. 18 (14 December 2018) Issue 1 . - pp. 1-2.
ISSN 1617-7061
DOI: https://doi.org/10.1002/pamm.201800036

Baumann, Michael Heinrich:
Die k-dimensionale Champagnerpyramide.
In: Mathematische Semesterberichte. Vol. Online first (12 December 2018) . - pp. 1-12.
ISSN 1432-1815
DOI: https://doi.org/10.1007/s00591-018-00236-x

Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist : Paper-based Enactment of Human-driven Processes.
In: Enterprise Modelling and Information Systems Architectures. Vol. 12 (28 February 2017) Issue 1 . - pp. 1-42.
ISSN 1866-3621
DOI: https://doi.org/10.18417/emisa.12.1

Baumann, Michael Heinrich ; Grüne, Lars:
Simultaneously long short trading in discrete and continuous time.
In: Systems & Control Letters. Vol. 99 (2017) . - pp. 85-89.
ISSN 1872-7956
DOI: https://doi.org/10.1016/j.sysconle.2016.11.011

Baumann, Michael Heinrich:
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous.
In: IEEE Transactions on Automatic Control. Vol. PP (2 September 2016) Issue 99 . - pp. 1-6.
ISSN 1558-2523
DOI: https://doi.org/10.1109/TAC.2016.2605743

Baumann, Michaela ; Baumann, Michael Heinrich ; Gruber, Dominik Franz-Xaver ; Jablonski, Stefan:
Infinite Horizon Decision Support For Rule-based Process Models.
In: International Journal on Advances in Software. Vol. 9 (2016) Issue 1-2 . - pp. 141-153.
ISSN 1942-2628

Article in a book

Baumann, Michaela ; Baumann, Michael Heinrich:
Autoencoder vs. Regression Neural Networks for Detecting Manipulated Wine Ratings.
In: Mäkiö, Juho (ed.): ICCGI 2022, The Seventeenth International Multi-Conference on Computing in the Global Information Technology. - Venice, Italy : IARIA , 2022 . - pp. 7-13
ISBN 978-1-61208-972-0

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Are ETFs Bad for Financial Health?
In: Chodnicka-Jaworska, Patrycja (ed.): 18th RSEP International Economics, Finance & Business Conference : Conference Proceedings. - Ankara : BC Publishing , 2020 . - pp. 10-18
ISBN 978-605-06961-5-8

Baumann, Michael Heinrich ; Grüne, Lars:
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices.
In: 2019 12th Asian Control Conference (ASCC). - Piscataway, NJ : IEEE , 2019 . - pp. 150-155
ISBN 978-1-7281-0263-4

Bankau, Marcel ; Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist Generator : Establishing Paper-based Process Support.
In: Clarisó, Robert ; Leopold, Henrik ; Mendling, Jan ; van der Aalst, Wil ; Kumar, Akhil ; Pentland, Brian T. ; Weske, Mathias (ed.): Proceedings of the BPM Demo Track and BPM Dissertation Award co-located with 15th International Conference on Business Process Modeling (BPM 2017). - Barcelona , 2017 . - (CEUR Workshop Proceedings ; 1920 )

Baumann, Michaela ; Baumann, Michael Heinrich ; Ackermann, Lars ; Schönig, Stefan ; Jablonski, Stefan:
Ansätze zum Ähnlichkeitsabgleich von deklarativen Geschäftsprozessmodellen.
In: Mayr, Heinrich C. ; Pinzger, Martin (ed.): INFORMATIK 2016. - Bonn : Köllen , 2016 . - pp. 733-738 . - (Proceedings / GI-Edition ; 259 ) (Lecture Notes in Informatics)
ISBN 978-3-88579-653-4

Baumann, Michaela ; Baumann, Michael Heinrich ; Jablonski, Stefan:
On Behavioral Process Model Similarity Matching : A centroid-based approach (Enlarged Abstract of [BBJ15]).
In: Mayr, Heinrich C. ; Pinzger, Martin (ed.): INFORMATIK 2016. - Bonn : Köllen , 2016 . - pp. 731-732 . - (Proceedings / GI-Edition ; 259 ) (Lecture Notes in Informatics (LNI))
ISBN 978-3-88579-653-4

Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
Resource-Aware Process Model Similarity Matching.
In: Toumani, Farouk (ed.): Service-Oriented Computing - ICSOC 2014 Workshops. - Cham : Springer , 2015 . - pp. 96-107 . - (Lecture Notes in Computer Science ; 8954 )
ISBN 978-3-319-22884-6
DOI: https://doi.org/10.1007/978-3-319-22885-3_9

Baumann, Michael Heinrich:
Effects of Linear Feedback Trading in an Interactive Market Model.
In: American Automatic Control Council in cooperation with IFAC (ed.): American Control Conference (ACC), 2015. - Chicago : IEEE , 2015 . - pp. 3880-3885
ISBN 978-1-4799-8685-9
DOI: https://doi.org/10.1109/ACC.2015.7171935

Baumann, Michaela ; Baumann, Michael Heinrich ; Jablonski, Stefan:
An Idea on Infinite Horizon Decision Support for Rule-based Process Models.
In: Kaindl, Hermann ; Kálmán, György ; Tamir, Dan (ed.): ICCGI 2015, The Tenth International Multi-Conference on Computing in the Global Information Technology. - St. Julians, Malta , 2015 . - pp. 73-75
ISBN 978-1-61208-432-9

Baumann, Michaela ; Baumann, Michael Heinrich ; Jablonski, Stefan:
On Behavioral Process Model Similarity Matching : a Centroid-based Approach.
In: Kaindl, Hermann ; Kálmán, György ; Tamir, Dan (ed.): ICCGI 2015, The Tenth International Multi-Conference on Computing in the Global Information Technology. - St. Julians, Malta , 2015 . - pp. 125-131
ISBN 978-1-61208-432-9

Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
Enhancing Feasibility of Human-driven Processes by Transforming Process Models to Process Checklists.
In: Bider, Ilia (Hrsg.): Enterprise, Business-Process and Information Systems Modeling. - Heidelberg : Springer , 2014 . - pp. 124-138 . - (Lecture Notes in Business Information Processing ; 175 )
ISBN 978-3-662-43745-2
DOI: https://doi.org/10.1007/978-3-662-43745-2_9

Baumann, Michael Heinrich ; Baumann, Michaela ; Schönig, Stefan ; Jablonski, Stefan:
Towards Multi-perspective Process Model Similarity Matching.
In: Barjis, Joseph ; Pergl, Robert (Hrsg.): Enterprise and Organizational Modeling and Simulation. - Berlin [u.a.] : Springer , 2014 . - pp. 21-37 . - (Lecture Notes in Business Information Processing ; 191 )
ISBN 978-3-662-44860-1
DOI: https://doi.org/10.1007/978-3-662-44860-1_2

Conference item

Baumann, Michael Heinrich:
On Exchange-Traded Funds, Agent-based Models, and Euler Schemes.
2022
Event: Forschungsseminar VWL , TU Chemnitz.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Financial Stability and Actively Traded Exchange-Traded Funds.
2022
Event: 26th Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF) , 26-28 May 2022 , University of Crete, Rethymno, Greece.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Feedback Trading in Efficient Markets.
2022
Event: Working Group on Algorithmic Trading , online.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich:
On Feedback Trading, Stochastic Differential Equations, and Fubini’s Theorem.
2021
Event: The 2021 INFORMS Annual Meeting , 24.-27. Okt. 2021 , Anaheim, California, United States, online.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Janischewski, Anja:
What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles.
2021
Event: AMASES Annual Conference 2021 , September 13-18, 2021 , Department of Law, Economics and Human Sciences (DIGIES) of the University of Reggio Calabria / online.
(Conference item: Conference , Speech )

Janischewski, Anja ; Baumann, Michael Heinrich:
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles.
2021
Event: 33rd Annual EAEPE Conference (EAEPE 2021) - European Association for Evolutionary Political Economy , 02.-04. Sept. 2021 , Online.
(Conference item: Conference , Speech )

Janischewski, Anja ; Baumann, Michael Heinrich:
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles.
2021
Event: Tinbergen Summer School in Behavioral Macro and Complexity , 23.-27. Aug. 2021 , Online.
(Conference item: Other Event type, Speech )

Baumann, Michael Heinrich ; Janischewski, Anja:
What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles.
2021
Event: 25nd Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF) , 29.-31. Juli 2021 , University of Crete, Rethymno, Greece / online.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Janischewski, Anja:
Price bubble definitions and strict local martingales.
2021
Event: Maths in the Social Sciences Research Group , 19. März 2021 , Online.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
2020
Event: 8th UECE Conference on Economic and Financial Adjustments , 27. November 2020 , Online / Lisbon, Portugal.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
2020
Event: FAST (Finance & Stochastic) Research Seminar, University of Sussex , 11. November 2020 , Online / Brighton, Sussex, UK.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
2020
Event: GENED Mini Workshop on Agent Based Modelling and New Economic Dynamics , 5. Oktober 2020 , Online.
(Conference item: Workshop , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
On Modeling Heterogeneous Agents Avoiding Stiff Equations.
2019
Event: 43rd Annual Meeting of the AMASES Association for Mathematics Applied to Social and Economic Sciences , September 9-11, 2019 , Perugia, Italy.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations.
2019
Event: Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth , 11./12.07.2019 , Bayreuth.
(Conference item: Other Event type, Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations.
2019
Event: Second Behavioral Macroeconomics Workshop: Heterogeneity and Expectations in Macroeconomics and Finance , June 13-15, 2019 , Otto-Friedrich-Universität Bamberg.
(Conference item: Workshop , Speech )

Njoroge, Parmenas Kim ; Shevchenko, Dmitry ; Baumann, Michael Heinrich:
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange.
2019
Event: 5th International Conference on Applied Theory, Macro and Empirical Finance (AMEF 2019) , April 22-33, 2019 , University of Macedonia, Thessaloniki, Greece.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: Forschungsseminar am Lehrstuhl für Finanzierung und Banken der Martin-Luther-Universität Halle-Wittenberg , 6. November 2018 , Halle, Deutschland.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds, Investment Strategies, and Financial Stability.
2018
Event: Forschungsseminar am Lehrstuhl Finanzierung und Banken der Martin-Luther-Universität Halle-Wittenberg , 6. November 2018 , Halle, Deutschland.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Stieler, Marleen:
Noncooperative Model Predictive Control.
2018
Event: International Conference on Optimization and Decision Science ODS 2018 : XLVIII Annual Meeting of AIRO-Italian Operations Research Society , 10.-13. September 2018 , Taormina, Italien.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds, Investment Strategies, and Financial Stability.
2018
Event: The 50th Annual Conference of the Money, Macro & Finance Research Group (MMF) , 05.-07. September 2018 , Edinburgh, Scotland, UK.
(Conference item: Conference , Poster )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds, Investment Strategies, and Financial Stability.
2018
Event: Digitale Wirtschaft : Jahrestagung 2018 des Vereins für Socialpolitik , 02.-05. September 2018 , Freiburg im Breisgau.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Stieler, Marleen:
Noncooperative Model Predictive Control.
2018
Event: 18th International Symposium on Dynamic Games and Applications , 9.-12. Juli 2018 , Grenoble, France.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: 6th International PhD Meeting in Economics 2018 , 5.-6. Juli 2018 , University of Macedonia, Thessaloniki, Greece.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: Seventeenth Annual European Economics and Finance Society Conference (EEFS2018) , 21.-24. Juni 2018 , Department of Economics, City, University of London, London, England.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds, Investment Strategies, and Financial Stability.
2018
Event: First Behavioral Macroeconomics Workshop: New Approaches to Macro-Financial Instability and Inequality , 15.-16. Juni 2018 , Otto-Friedrich-Universität Bamberg, Germany.
(Conference item: Workshop , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds, Investment Strategies, and Financial Stability.
2018
Event: Seventeenth Annual European Economics and Finance Society Conference (EEFS2018) , 21.-24. Juni 2018 , Department of Economics, City, University of London, London, England.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: 22nd Annual International Conference on Macroeconomic Analysis and International Finance , 24.-26. Mai 2018 , University of Crete, Rethymno, Greece.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Basics of Modern Stochastic Finance.
2018
Event: Seminar bei Dmitry Shevchenko , April 2018 , Südliche Föderale Universität, Rostow am Don, Russische Föderation.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: Seminar bei Dmitry Shevchenko , April 2018 , Südliche Föderale Universität, Rostow am Don, Russische Föderation.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds, Investment Strategies, and Financial Stability.
2018
Event: Seminar bei Dmitry Shevchenko , April 2018 , Südliche Föderale Universität, Rostow am Don, Russische Föderation.
(Conference item: Lecture series , Speech )

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control.
2018
Event: 89th GAMM Annual Meeting 2018 , 19. - 23. März 2018 , München.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: XIX Workshop on Quantitative Finance – QFW2018 , 24.-26.01.2018 , University of Roma Tre.
(Conference item: Workshop , Speech )

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Nichtkooperative linear-quadratische Spiele, ihre Beziehung zu Riccati-artigen Gleichungen und ein Lösungsansatz mittels Modellprädiktiver Regelung.
2018
Event: Forschungszentrum Modellierung und Simulation (MODUS) , 24.01.2018 , Bayreuth.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich:
Beating the Market? : A Mathematical Puzzle to Market Efficiency.
2018
Event: Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth , 11.-13.01.2018 , Franken-Akademie Schloß Schney, Lichtenfels.
(Conference item: Workshop , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds and Financial Stability.
2017
Event: International Rome Conference on Money, Banking and Finance (MBF) , 14-15-16 December 2017 , LUMSA University Palermo, Italy.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds and Financial Stability.
2017
Event: German Network for New Economic Dynamics (GENED) , 4.-6. Oktober 2017 , KIT, Karlsruhe.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of stabilizing effects of fundamentalists facing positive feedback traders.
2017
Event: The 49th Money, Macro and Finance Research Group Annual Conference , 05.-07.09.2017 , King's College, Strand, London, UK.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds and Financial Stability.
2017
Event: Summer School in Economics and Finance SSEF Canazei 2017 , July 17-21, 2017 , Alba di Canazei, Trento, Italy.
(Conference item: Other Event type, Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds and Financial Stability.
2017
Event: Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth , 13.-14. Juli 2017 , Bayreuth.
(Conference item: Other Event type, Speech )

Baumann, Michael Heinrich ; Grüne, Lars ; Herz, Bernhard:
Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engineering.
2017
Event: Interdisciplinary Symposium - Track "interdisciplinarity in economics" , July 5-7, 2017 , Corté, Università di Corsica, France.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds and Financial Stability.
2017
Event: The Sixteenth Annual European Economics and Finance Society Conference 2017 , 22.06.2017-25.06.2017 , University of Ljubljana, Ljubljana, Slovenia.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of Stabilizing Effects of Fundamentalists Facing Positive Feedback Traders.
2017
Event: The Sixteenth Annual European Economics and Finance Society Conference 2017 , 22.06.2017-25.06.2017 , University of Ljubljana, Ljubljana, Slovenia.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Exchange-traded Funds and Financial Stability.
2017
Event: 21st Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF) 2017 , 25.-27.05.2017 , Rethymno, Crete, Greece.
(Conference item: Conference , Speech )

Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of stabilizing effects of fundamentalists facing positive feedback traders.
2017
Event: XVIII Workshop on Quantitative Finance , 25.-27. Januar 2017 , Mailand, Italien.
(Conference item: Workshop , Speech )

Baumann, Michael Heinrich:
Regelungsbasierte Handelsstrategien auf verrauschten Märkten.
2016
Event: Forschungszentrum für die Modellierung und Simulation (MODUS) , 30. Mai 2016 , Bayreuth.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich ; Grüne, Lars:
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices.
2016
Event: The XVII Workshop on Quantitative Finance - Pisa 2016 , 28.-29.01.2016 , Pisa.
(Conference item: Workshop , Speech )

Baumann, Michael Heinrich:
Regelungsbasierte Handelsstrategien auf verrauschten Märkten.
2015
Event: Hanns Seidel Stiftung - Selbstgestaltete Tagung für Promovenden , 11.-13.11.2015 , Bildungszentrum Kloster Banz.
(Conference item: Workshop , Speech )

Baumann, Michael Heinrich:
Simultaneously Long Short Trading Strategies When Price is Governed by Merton's Jump Diffusion Process.
2015
Event: Prof. B. Ross Barmish's Skype Seminar , 15.09.2015 , Via Skype among others in Bayreuth, Germany, and Madison, WI, USA.
(Conference item: Lecture series , Speech )

Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
2015
Event: Value Day 2015 -- Wirtschaft trifft Wissenschaft , 12. März 2015 , FH Vorarlberg, Dornbirn, Österreich.
(Conference item: Other Event type, Speech )

Baumann, Michael Heinrich:
Linear Feedback Trading in an Interactive Market Model.
2015
Event: Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth , 15.-17. Januar 2015 , Muggendorf.
(Conference item: Other Event type, Speech )

Preprint, postprint

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
Bayreuth , 2020 . - 38 p.
DOI: https://doi.org/10.15495/EPub_UBT_00004718

Working paper, discussion paper

Njoroge, Parmenas ; Baumann, Michael Heinrich ; Baumann, Michaela ; Shevchenko, Dmitry:
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange.
Bayreuth (Germany); Rostov-on-Don (Russian Federation) , 2020 . - 22 p.
DOI: https://doi.org/10.15495/EPub_UBT_00005137

Baumann, Michael Heinrich:
Das Geld liegt auf der Straße.
Bayreuth , 2020 . - 3 p.
DOI: https://doi.org/10.15495/EPub_UBT_00005138

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract).
Universität Bayreuth
Bayreuth , 2019 . - 8 p.
DOI: https://doi.org/10.15495/EPub_UBT_00004307

Doctoral thesis

Baumann, Michael Heinrich:
Performance and Effects of Linear Feedback Stock Trading Strategies.
Bayreuth , 2018 . - 160 p.
( Doctoral thesis, 2018 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

Master's, Magister, Diploma, or Admission thesis

Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
Bayreuth , 2014 . - 115 p.
(Master's, 2014 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik, Lehrstuhl Mathematik V)

Bachelor thesis

Baumann, Michael Heinrich:
Risikomaße auf Aktienmärkten [Measures of risk in a financial market].
München , 2011 . - 42 p.
( Bachelor thesis, 2011 , Ludwig-Maximilians-Universität München, Fakultät für Mathematik, Informatik und Statistik)

Other

Baumann, Michael Heinrich ; Grüne, Lars:
Simultaneously long short trading in discrete and continuous time - AudioSlides.
: Elsevier AudioSlides , 2017 . - 37 slides, 04:59 min

Baumann, Michaela ; Baumann, Michael Heinrich:
Der Mensch sagt „Nein“ und meint doch JA. Der Grund dafür kann vieles sein. Für das Programm ist alles klar: Ein JA heißt JA und NEIN heißt NEIN.
Bayreuth , 2015 . - 9 p.

Baumann, Michael Heinrich:
Regelungsbasierte Handelsstrategien in verrauschten Märkten -- Exposee zur Dissertation.
Universität Bayreuth, Mathematisches Institut
Bayreuth , 2014 . - 25 p.

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