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Michael Heinrich Baumann
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Year
On stock trading via feedback control when underlying stock returns are discontinuous
MH Baumann
IEEE Transactions on Automatic Control 62 (6), 2987-2992, 2017
222017
Towards Multi-perspective Process Model Similarity Matching
MH Baumann, M Baumann, S Schönig, S Jablonski
Enterprise and Organizational Modeling and Simulation, 21-37, 2014
192014
Resource-Aware Process Model Similarity Matching
M Baumann, MH Baumann, S Schönig, S Jablonski
Service-Oriented Computing-ICSOC 2014 Workshops, 96-107, 2015
162015
Simultaneously long short trading in discrete and continuous time
MH Baumann, L Grüne
Systems & Control Letters 99, 85-89, 2017
152017
Enhancing Feasibility of Human-Driven Processes by Transforming Process Models to Process Checklists
M Baumann, MH Baumann, S Schönig, S Jablonski
Enterprise, Business-Process and Information Systems Modeling, 124-138, 2014
132014
On Behavioral Process Model Similarity Matching: A Centroid-based Approach (Enlarged Abstract of [BBJ15])
M Baumann, MH Baumann, S Jablonski
Köllen 259, 731-732, 2016
12*2016
Effects of Linear Feedback Trading in an Interactive Market Model
MH Baumann
Preprint, University of Bayreuth, 2014
112014
Positive expected feedback trading gain for all essentially linearly representable prices
MH Baumann, L Grüne
2019 12th Asian Control Conference (ASCC), 150-155, 2019
72019
The Process Checklist
M Baumann, MH Baumann, S Schönig, S Jablonski
Enterprise Modelling and Information Systems Architectures (EMISAJ) 12, 1: 1 …, 2017
72017
Limitations of stabilizing effects of fundamentalists: facing positive feedback traders
MH Baumann, M Baumann, A Erler
Economics: The Open-Access, Open-Assessment E-Journal 13 (2019-44), 1-26, 2019
52019
A simulation study on turnpikes in stochastic LQ optimal control
R Ou, MH Baumann, L Grüne, T Faulwasser
IFAC-PapersOnLine 54 (3), 516-521, 2021
42021
Performance and effects of linear feedback stock trading strategies
MH Baumann
42018
Beating the market? A mathematical puzzle for market efficiency
MH Baumann
Decisions in Economics and Finance, 1-47, 2021
3*2021
Ansätze zum Ähnlichkeitsabgleich von deklarativen Geschäftsprozessmodellen
M Baumann, MH Baumann, L Ackermann, S Schönig, S Jablonski
GI-Jahrestagung, 733-738, 2016
32016
An Idea on Infinite Horizon Decision Support for Rule-based Process Models
M Baumann, MH Baumann, S Jablonski
The Tenth International Multi-Conference on Computing in the Global …, 2015
32015
Noncooperative Model Predictive Control for Affine‐Quadratic Games
M Stieler, MH Baumann, L Grüne
PAMM 18 (1), e201800036, 2018
22018
Infinite Horizon Decision Support For Rule-based Process Models
M Baumann, MH Baumann, DFX Gruber, S Jablonski
International Journal on Advances in Software 9 (1-2), 141-153, 2016
22016
Are ETFs Bad for Financial Health?
MH Baumann, M Baumann, B Herz
RSEP CONFERENCES, 10, 2020
1*2020
A New Stochastic Fubini-Type Theorem
MH Baumann
Sankhya A, 1-13, 2020
12020
Effects of Control-based Trading: Between the Poles of Economics&Finance and Mathematics&Engineering
MH Baumann, L Grüne, B Herz
12017
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