EPub Bayreuth
Publications "Baumann, Michael Heinrich"
Number of items: 27.
Baumann, Michael Heinrich:
Corrigendum zu: Michael Heinrich Baumann: Performance and Effects of Linear Feedback Stock Trading Strategies. Dissertation, University of Bayreuth 2018. Universität Bayreuth Bayreuth , 2023 . - 1 S. (Sonstiges)
Baumann, Michael Heinrich:
How Useful is Statistical Skewness of Financial Data in Decision Making? Bayreuth , 2023 . - 18 S.
Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations. In: Computational Economics. (13 August 2022) . ISSN 1572-9974 DOI der Verlagsversion: https://doi.org/10.1007/s10614-022-10285-z
Extended Abstracts presented at the 25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022 : held 12-16 September 2022 in Bayreuth, Germany.
ed.: Baumann, Michael Heinrich ; Grüne, Lars ; Jacob, Birgit ; Worthmann, Karl . 25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022 Bayreuth , 2022 . - 815 P.
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 der Verlagsversion: https://doi.org/10.1007/s10203-021-00361-8
Baumann, Michael Heinrich:
An illustrative derivation of the sum of fifth powers. In: The Mathematical Gazette. Vol. 106 (2022) Issue 565 . - pp. 68-77. ISSN 2056-6328 DOI der Verlagsversion: https://doi.org/10.1017/mag.2022.11
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 (16 May 2021) Issue 1 . - pp. 19-36. ISSN 2073-0438 DOI der Verlagsversion: https://doi.org/10.17323/j.jcfr.2073-0438.15.1.2021.19-36
Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations. Bayreuth , 2020 . - 38 S.
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 S.
Baumann, Michael Heinrich:
A new stochastic Fubini-type theorem : On interchanging expectations and Itô integrals. Bayreuth , 2019 . - 12 S. DOI der Verlagsversion: https://doi.org/10.1007/s13171-019-00195-y
Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Are ETFs Bad for Financial Health? : Some Counterintuitive Examples. Bayreuth , 2018 . - 26 S.
Baumann, Michael Heinrich:
Performance and Effects of Linear Feedback Stock Trading Strategies. Bayreuth , 2018 . - 160 P. ( Doctoral thesis, 2018 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)
Baumann, Michael Heinrich:
Beating the Market? Universität Bayreuth Bayreuth , 2018 . - 61 S. DOI der Verlagsversion: https://doi.org/10.1007/s10203-021-00361-8
Baumann, Michael Heinrich:
Die k-dimensionale Champagnerpyramide. Universität Bayreuth Bayreuth , 2018 . - 5 S.
Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control for Affine-Quadratic Games. Bayreuth , 2018 . - 2 S.
Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of Stabilizing Effects of Fundamentalists : Facing Positive Feedback Traders. Bayreuth , 2018 . - 35 S. DOI der Verlagsversion: https://doi.org/10.5018/economics-ejournal.ja.2019-44
Bankau, Marcel ; Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist Generator : Establishing Paper-based Process Support. Universität Bayreuth Bayreuth , 2017 . - 5 S.
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 - An International Journal. Vol. 12 (28 February 2017) Issue 1 . - pp. 1-42. ISSN 1866-3621 DOI der Verlagsversion: https://doi.org/10.18417/emisa.12.1
Baumann, Michael Heinrich ; Grüne, Lars:
Simultaneously Long Short Trading in Discrete and Continuous Time. University of Bayreuth, Department of Mathematics Bayreuth , 2016 . - 14 S.
Baumann, Michael Heinrich ; Baumann, Michaela:
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 S. (Sonstiges)
Baumann, Michael Heinrich ; Grüne, Lars:
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices. University of Bayreuth, Department of Mathematics Bayreuth , 2015 . - 5 S.
Baumann, Michael Heinrich:
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous. University of Bayreuth, Department of Mathematics Bayreuth , 2015 . - 16 S.
Baumann, Michaela ; Baumann, Michael Heinrich ; Jablonski, Stefan:
On Behavioral Process Model Similarity Matching: A Centroid-based Approach. University of Bayreuth Bayreuth , 2015 . - 16 S.
Baumann, Michaela ; Baumann, Michael Heinrich ; Ackermann, Lars ; Schönig, Stefan ; Jablonski, Stefan:
Ansätze zum Ähnlichkeitsabgleich von deklarativen Geschäftsprozessmodellen. Universität Bayreuth , 2015 . - 8 S.
Baumann, Michael Heinrich:
Effects of Linear Feedback Trading in an Interactive Market Model. Department of Mathematics, University of Bayreuth Bayreuth , 2014 . - 6 S.
Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen. Bayreuth , 2014 . - 115 P. (Master's, 2014 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences) |
