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
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 ...
Baier, Robert; Eichfelder, Gabriele; Gerlach, Tobias
Optimality conditions for set optimization using a directional derivative based on generalized ...
In: Optimization Bd. 71 (2022) Heft 8. - S. 2273-2314
doi:10.1080/02331934.2020.1812605 ...
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/ ...
Bachmann, Patrick; Ahmed, Saeed; Bajcinca, Naim
Discrete abstractions of infinite-dimensional impulsive systems
Proceedings of 2022 European Control Conference (ECC '22)
Piscataway, NJ : IEEE, 2022. - S. 1110-1117
doi:10.23919/ecc55457.2022.9838166 ...
Jacob, Birgit; Mironchenko, Andrii; Schwenninger, Felix
Editorial: Input-to-state stability for infinite-dimensional systems
In: Mathematics of Control, Signals, and Systems Bd. 34 (2022) Heft 1. - S. 215-216
doi:10.1007/s00498-021-00302-1 ...
Rez.: AMS MathSciNet
RezZentralblatt
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 ...
Jain, Aditi; Margaliot, Michael; Gupta, Arvind Kumar
Large-scale mRNA translation and the intricate effects of competition for the finite pool of ri ...
In: Interface : Journal of the Royal Society Bd. 19 (2022) Heft 188
doi:10.1098/rsif.2022.0033 ...
Rez.: PMID: 35259953
Jain, Aditi; Gupta, Arvind Kumar
Modeling transport of extended interacting objects with drop-off phenomenon
In: PLoS One Bd. 17 (2022) Heft 5
doi:10.1371/journal.pone.0267858 ...
Rez.: PMID: 35499998
Bachmann, Patrick; Dashkovskiy, Sergey; Schroll, Andreas
Nonlinear discrete time systems with inputs in Banach spaces
In: IFAC-PapersOnLine Bd. 55 (2022) Heft 30. - S. 272-277
doi:10.1016/j.ifacol.2022.11.064 ...
25th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2022), Bayreuth
Noroozi, Navid; Mironchenko, Andrii; Wirth, Fabian
A relaxed small-gain theorem for discrete-time infinite networks
In: Automatica Bd. 142 (2022)
doi:10.1016/j.automatica.2022.110363 ...
Glück, Jochen; Mironchenko, Andrii
Revisiting stability of positive linear discrete-time systems
In: IFAC-PapersOnLine Bd. 55 (2022) Heft 30. - S. 37-42
doi:10.1016/j.ifacol.2022.11.025 ...
25th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2022), Bayreuth
Noroozi, Navid; Mironchenko, Andrii; Kawan, Christoph; Zamani, Majid
A small-gain theorem for set stability of infinite networks : Distributed observation and ISS f ...
In: European Journal of Control Bd. 67 (2022)
doi:10.1016/j.ejcon.2022.100634 ...
Jain, Aditi; Kumar, Arun; Gupta, Arvind Kumar
A theoretical framework to analyse the flow of particles in a dynamical system with stochastic ...
In: Royal Society Open Science Bd. 9 (2022) Heft 10
doi:10.1098/rsos.220698 ...
Rez.: PMID: 36277836