Publications for single years
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 page
doi:10.48550/arXiv.2205.05337 ...
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
publ: Baumann, Michael Heinrich; Grüne, Lars; Jacob, Birgit; Worthmann, Karl
IFAC-PapersOnLine
2022. - 516 page
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. - page 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 volume 45 (2022) . - page 279-325
doi:10.1007/s10203-021-00361-8 ...
Grüne, Lars
Dissipativity and optimal control : Examining the Turnpike Phenomenon
in IEEE Control Systems Magazine volume 42 (2022) issue 2. - page 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 volume 44 (2022) issue 1. - page 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 volume 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 volume 106 (2022) issue 565. - page 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 volume 7 (2022) issue 4. - page 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 volume 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 volume 71 (2022) issue 8. - page 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 volume 116 (2022) . - page 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 volume 82 (2022) . - page 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 volume 55 (2022) issue 30. - page 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. - page 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 volume 15 (2022) issue 3&4. - page 64-77
https://www.iariajournals.org/internet_technology/ ...
Extended Abstracts presented at the 25th International Symposium on Mathematical Theory of Netw ...
publ: Baumann, Michael Heinrich; Grüne, Lars; Jacob, Birgit; Worthmann, Karl
Bayreuth 2022. - 815 page
doi:10.15495/EPub_UBT_00006809 ...