Publications

Selected publications at the ERef server

Doctoral thesis

Baumann, Michael Heinrich
Performance and Effects of Linear Feedback Stock Trading Strategies
Bayreuth, 2018. - 160 page
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
(dissertation, 2018, )

Article in a journal (assessed)

Baumann, Michael Heinrich
A new stochastic Fubini-type theorem : On interchanging expectations and Itô integrals
in Sankhya A (2020) . - page 1-13
doi: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 volume 44 (2019) issue 13
doi: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 volume 18 (2018) issue 1. - page 1-2
doi:10.1002/pamm.201800036 ...
89th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM), Munich


Baumann, Michael Heinrich
Die k-dimensionale Champagnerpyramide
in Mathematische Semesterberichte volume Online first (2018) . - page 1-12
doi: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 volume 12 (2017) issue 1. - page 1-42
doi:10.18417/emisa.12.1 ...


Baumann, Michael Heinrich; Grüne, Lars
Simultaneously long short trading in discrete and continuous time
in Systems & Control Letters volume 99 (2017) . - page 85-89
doi: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 volume PP (2016) issue 99. - page 1-6
doi: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 volume 9 (2016) issue 1-2. - page 141-153
http://www.iariajournals.org/software/soft_v9_n12_ ...


Article in a book (assessed)

Baumann, Michael Heinrich; Grüne, Lars
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices
2019 12th Asian Control Conference (ASCC)
Piscataway, NJ : IEEE, 2019. - page 150-155
https://ieeexplore.ieee.org/document/8765015


Bankau, Marcel; Baumann, Michaela; Baumann, Michael Heinrich; Schönig, Stefan; Jablonski, Stefan
The Process Checklist Generator : Establishing Paper-based Process Support
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)
http://ceur-ws.org/Vol-1920/BPM_2017_paper_156.pdf


Baumann, Michaela; Baumann, Michael Heinrich; Ackermann, Lars; Schönig, Stefan; Jablonski, Stefan
Ansätze zum Ähnlichkeitsabgleich von deklarativen Geschäftsprozessmodellen
INFORMATIK 2016
Bonn : Köllen, 2016. - page 733-738 . - (Proceedings / GI-Edition; 259)
http://subs.emis.de/LNI/Proceedings/Proceedings259 ...


Baumann, Michaela; Baumann, Michael Heinrich; Jablonski, Stefan
On Behavioral Process Model Similarity Matching : A centroid-based approach (Enlarged Abstract ...
INFORMATIK 2016
Bonn : Köllen, 2016. - page 731-732 . - (Proceedings / GI-Edition; 259)
http://subs.emis.de/LNI/Proceedings/Proceedings259 ...


Baumann, Michaela; Baumann, Michael Heinrich; Schönig, Stefan; Jablonski, Stefan
Resource-Aware Process Model Similarity Matching
Service-Oriented Computing - ICSOC 2014 Workshops
Cham : Springer, 2015. - page 96-107 . - (Lecture Notes in Computer Science; 8954)
doi:10.1007/978-3-319-22885-3_9 ...


Baumann, Michael Heinrich
Effects of Linear Feedback Trading in an Interactive Market Model
American Control Conference (ACC), 2015
Chicago : IEEE, 2015. - page 3880-3885
doi:10.1109/ACC.2015.7171935 ...


Baumann, Michaela; Baumann, Michael Heinrich; Jablonski, Stefan
An Idea on Infinite Horizon Decision Support for Rule-based Process Models
ICCGI 2015, The Tenth International Multi-Conference on Computing in the Global Information Technology
St. Julians, Malta , 2015. - page 73-75
http://www.thinkmind.org/download.php?articleid=ic ...


Baumann, Michaela; Baumann, Michael Heinrich; Jablonski, Stefan
On Behavioral Process Model Similarity Matching : a Centroid-based Approach
ICCGI 2015, The Tenth International Multi-Conference on Computing in the Global Information Technology
St. Julians, Malta , 2015. - page 125-131
http://www.thinkmind.org/download.php?articleid=ic ...


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


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


Conference item (not assessed)

Baumann, Michael Heinrich; Baumann, Michaela; Grüne, Lars; Herz, Bernhard
Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations
2019
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-4 ...
Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, Bayreuth


Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Forschungsseminar am Lehrstuhl für Finanzierung und Banken der Martin-Luther-Universität Halle-Wittenberg, Halle, Deutschland


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Forschungsseminar am Lehrstuhl Finanzierung und Banken der Martin-Luther-Universität Halle-Wittenberg, Halle, Deutschland


Baumann, Michael Heinrich
Basics of Modern Stochastic Finance
2018
Seminar bei Dmitry Shevchenko, Südliche Föderale Universität, Rostow am Don, Russische Föderation


Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Seminar bei Dmitry Shevchenko, Südliche Föderale Universität, Rostow am Don, Russische Föderation


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Seminar bei Dmitry Shevchenko, Südliche Föderale Universität, Rostow am Don, Russische Föderation


Stieler, Marleen; Baumann, Michael Heinrich; Grüne, Lars
Nichtkooperative linear-quadratische Spiele, ihre Beziehung zu Riccati-artigen Gleichungen und ...
2018
Forschungszentrum Modellierung und Simulation (MODUS), Bayreuth


Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, Franken-Akademie Schloß Schney, Lichtenfels


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
Summer School in Economics and Finance SSEF Canazei 2017, Alba di Canazei, Trento, Italy


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, Bayreuth


Baumann, Michael Heinrich
Regelungsbasierte Handelsstrategien auf verrauschten Märkten
2016
Forschungszentrum für die Modellierung und Simulation (MODUS), Bayreuth


Baumann, Michael Heinrich
Regelungsbasierte Handelsstrategien auf verrauschten Märkten
2015
Hanns Seidel Stiftung - Selbstgestaltete Tagung für Promovenden, Bildungszentrum Kloster Banz


Baumann, Michael Heinrich
Simultaneously Long Short Trading Strategies When Price is Governed by Merton's Jump Diffusion ...
2015
Prof. B. Ross Barmish's Skype Seminar, Via Skype among others in Bayreuth, Germany, and Madison, WI, USA


Baumann, Michael Heinrich
Linear Feedback Trading in an Interactive Market Model
2015
Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, Muggendorf


Conference item (assessed)

Baumann, Michael Heinrich; Baumann, Michaela; Grüne, Lars; Herz, Bernhard
On Modeling Heterogeneous Agents Avoiding Stiff Equations
2019
43rd Annual Meeting of the AMASES Association for Mathematics Applied to Social and Economic Sciences, Perugia, Italy


Baumann, Michael Heinrich; Baumann, Michaela; Grüne, Lars; Herz, Bernhard
Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations
2019
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-4 ...
Second Behavioral Macroeconomics Workshop: Heterogeneity and Expectations in Macroeconomics and Finance, Otto-Friedrich-Universität Bamberg


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


Baumann, Michael Heinrich; Stieler, Marleen
Noncooperative Model Predictive Control
2018
International Conference on Optimization and Decision Science ODS 2018 : XLVIII Annual Meeting of AIRO-Italian Operations Research Society, Taormina, Italien


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


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Digitale Wirtschaft : Jahrestagung 2018 des Vereins für Socialpolitik, Freiburg im Breisgau


Baumann, Michael Heinrich; Stieler, Marleen
Noncooperative Model Predictive Control
2018
18th International Symposium on Dynamic Games and Applications, Grenoble, France


Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
6th International PhD Meeting in Economics 2018, University of Macedonia, Thessaloniki, Greece


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


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
First Behavioral Macroeconomics Workshop: New Approaches to Macro-Financial Instability and Inequality, Otto-Friedrich-Universität Bamberg, Germany


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


Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
22nd Annual International Conference on Macroeconomic Analysis and International Finance, University of Crete, Rethymno, Greece


Stieler, Marleen; Baumann, Michael Heinrich; Grüne, Lars
Noncooperative Model Predictive Control
2018
89th GAMM Annual Meeting 2018, München


Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
XIX Workshop on Quantitative Finance – QFW2018, University of Roma Tre


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
http://2017.mbf-rome.it/xxvi/papers/33/
International Rome Conference on Money, Banking and Finance (MBF), LUMSA University Palermo, Italy


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
German Network for New Economic Dynamics (GENED), KIT, Karlsruhe


Baumann, Michael Heinrich; Baumann, Michaela; Erler, Alexander
Limitations of stabilizing effects of fundamentalists facing positive feedback traders
Bayreuth , 2017
The 49th Money, Macro and Finance Research Group Annual Conference, King's College, Strand, London, UK


Baumann, Michael Heinrich; Grüne, Lars; Herz, Bernhard
Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engin ...
2017
Interdisciplinary Symposium - Track "interdisciplinarity in economics", Corté, Università di Corsica, France


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
Bayreuth , 2017
The Sixteenth Annual European Economics and Finance Society Conference 2017, University of Ljubljana, Ljubljana, Slovenia


Baumann, Michael Heinrich; Baumann, Michaela; Erler, Alexander
Limitations of Stabilizing Effects of Fundamentalists Facing Positive Feedback Traders
Bayreuth , 2017
The Sixteenth Annual European Economics and Finance Society Conference 2017, University of Ljubljana, Ljubljana, Slovenia


Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
Bayreuth , 2017
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
21st Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF) 2017, Rethymno, Crete, Greece


Baumann, Michael Heinrich; Baumann, Michaela; Erler, Alexander
Limitations of stabilizing effects of fundamentalists facing positive feedback traders
Bayreuth , 2017
XVIII Workshop on Quantitative Finance, Mailand, Italien


Baumann, Michael Heinrich; Grüne, Lars
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices
2016
The XVII Workshop on Quantitative Finance - Pisa 2016, Pisa


Baumann, Michael Heinrich
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen
2015
http://valueday.at/wp-content/uploads/sites/20/201 ...
Value Day 2015 -- Wirtschaft trifft Wissenschaft, FH Vorarlberg, Dornbirn, Österreich


Master's, Magister, Diploma, or Admission thesis

Baumann, Michael Heinrich
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen
Bayreuth, 2014. - 115 page
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-2 ...
(master's thesis, 2014, )

Bachelor thesis

Baumann, Michael Heinrich
Risikomaße auf Aktienmärkten [Measures of risk in a financial market]
München, 2011. - 42 page
(bachelor's thesis, 2011, )

Preprint, postprint, working paper, discussion paper

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

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Are ETFs Bad for Financial Health? : Some Counterintuitive Examples
Bayreuth, 2018. - 26 page
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-4 ...

Baumann, Michael Heinrich
Beating the Market?
Bayreuth, 2018. - 61 page
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-4 ...

Chair -

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