Publikationen für einzelne Jahre
2022
Baumann, Michael Heinrich
On the Risks of Feedback-Trading
2022
https://epub.uni-bayreuth.de/id/eprint/6809/
25th International Symposium on Mathematical Theory of Networks and Systems, University of Bayreuth
Baumann, Michael Heinrich
On Exchange-Traded Funds, Agent-based Models, and Euler Schemes
2022
Forschungsseminar VWL, TU Chemnitz
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Financial Stability and Actively Traded Exchange-Traded Funds
2022
26th Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF), University of Crete, Rethymno, Greece
Nurkanović, Armin; Sperl, Mario; Albrecht, Sebastian; Diehl, Moritz
Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems
Freiburg, 2022. - 46 S.
doi:10.48550/arXiv.2205.05337 ...
Pötzl, Bastian; Schiela, Anton; Jaap, Patrick
Inexact Proximal Newton methods in Hilbert spaces
Bayreuth, 2022. - 27 S.
doi:10.48550/arXiv.2204.12168 ...
Baumann, Michael Heinrich
Feedback Trading in Efficient Markets
2022
Working Group on Algorithmic Trading, online
25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022
Hrsg.: Baumann, Michael Heinrich; Grüne, Lars; Jacob, Birgit; Worthmann, Karl
IFAC-PapersOnLine
2022. - 516 S.
https://www.sciencedirect.com/journal/ifac-paperso ...
Baumann, Michaela; Baumann, Michael Heinrich
Autoencoder vs. Regression Neural Networks for Detecting Manipulated Wine Ratings
ICCGI 2022, The Seventeenth International Multi-Conference on Computing in the Global Information Technology
Venice, Italy : IARIA, 2022. - S. 7-13
https://www.thinkmind.org/articles/iccgi_2022_2_20 ...
Baumann, Michael Heinrich
Beating the market? A mathematical puzzle for market efficiency
In: Decisions in Economics and Finance Bd. 45 (2022) . - S. 279-325
doi:10.1007/s10203-021-00361-8 ...
Grüne, Lars
Dissipativity and optimal control : Examining the Turnpike Phenomenon
In: IEEE Control Systems Magazine Bd. 42 (2022) Heft 2. - S. 74-87
doi:10.1109/MCS.2021.3139724 ...
Grüne, Lars; Schaller, Manuel; Schiela, Anton
Efficient Model Predictive Control for parabolic PDEs with goal oriented error estimation
In: SIAM Journal on Scientific Computing Bd. 44 (2022) Heft 1. - S. A471-A500
doi:10.1137/20M1356324 ...
Grüne, Lars; Meurer, Thomas
Finite-dimensional output stabilization for a class of linear distributed parameter systems : A ...
In: Systems & Control Letters Bd. 164 (2022)
doi:10.1016/j.sysconle.2022.105237 ...
Baumann, Michael Heinrich
An illustrative derivation of the sum of fifth powers
In: The Mathematical Gazette Bd. 106 (2022) Heft 565. - S. 68-77
doi:10.1017/mag.2022.11 ...
Faulwasser, Timm; Grüne, Lars; Humaloja, Jukka-Pekka; Schaller, Manuel
The interval turnpike property for adjoints
In: Pure and Applied Functional Analysis Bd. 7 (2022) Heft 4. - S. 1187-1207
http://yokohamapublishers.jp/online2/oppafa/vol7/p ...
Grüne, Lars; Krügel, Lisa; Müller, Matthias A.
Multiobjective strict dissipativity via a weighted sum approach
In: Systems & Control Letters Bd. 170 (2022)
doi:10.1016/j.sysconle.2022.105396 ...
Andrej, Julian; Grüne, Lars; Mechelli, Luca; Meurer, Thomas; Pirkelmann, Simon; Volkwein, Stefan
Parallelized POD-based Suboptimal Economic Model Predictive Control of a State-Constrained Bous ...
In: Computers & Mathematics with Applications Bd. 116 (2022) . - S. 71-81
doi:10.1016/j.camwa.2021.09.004 ...
Pötzl, Bastian; Schiela, Anton; Jaap, Patrick
Second order semi-smooth proximal Newton methods in Hilbert spaces
In: Computational Optimization and Applications Bd. 82 (2022) . - S. 465-498
doi:10.1007/s10589-022-00369-9 ...
Grüne, Lars; Philipp, Friedrich; Schaller, Manuel
Strict dissipativity for generalized linear-quadratic problems in infinite dimensions
In: IFAC-PapersOnLine Bd. 55 (2022) Heft 30. - S. 311-316
doi:10.1016/j.ifacol.2022.11.071 ...
25th IFAC Symposium on Mathematical Theory of Networks and Systems, MTNS 2022, Bayreuth, Germany
Faulwasser, Timm; Grüne, Lars
Turnpike Properties in Optimal Control : An Overview of Discrete-Time and Continuous-Time Resul ...
Handbook of Numerical Analysis : Numerical Control. Part A
Amsterdam : North-Holland, 2022. - S. 367-400 . - (Handbook of Numerical Analysis; 23)
doi:10.1016/bs.hna.2021.12.011 ...
Baumann, Michaela; Baumann, Michael Heinrich
Detecting Manipulated Wine Ratings with Autoencoders and Supervised Machine Learning Techniques
In: International Journal on Advances in Internet Technology Bd. 15 (2022) Heft 3&4. - S. 64-77
https://www.iariajournals.org/internet_technology/ ...
Extended Abstracts presented at the 25th International Symposium on Mathematical Theory of Netw ...
Hrsg.: Baumann, Michael Heinrich; Grüne, Lars; Jacob, Birgit; Worthmann, Karl
Bayreuth 2022. - 815 S.
doi:10.15495/EPub_UBT_00006809 ...