Team > AR a.Z. Dr. Michael Heinrich Baumann
AR a.Z. Dr. Michael Heinrich Baumann
Department of Mathematics
Chair of Applied Mathematics
Department of Mathematics
Chair of Applied Mathematics
Main research activities:
- (Numerical methods of) Financial mathematics
- Agent-based models
- Feedback-based trading rules
- Exchange traded funds (ETFs)
- Stochastical analysis
- Efficient market hypothesis, event studies
- Stochastic model predictive control
Further research interests:
- Game theory
- Business process model execution
- Business process model similarity matching
- Risk management
- Statistics
- Finite sums, figurate numbers
- Game theory
- Business process model execution
- Business process model similarity matching
- Risk management
- Statistics
- Finite sums, figurate numbers