Team > 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
  

Department of Mathematics
Chair of Applied Mathematics

Publications

Department of Mathematics
Chair of Applied Mathematics

AR a.Z. Dr. Michael Heinrich Baumann
Postdoc (Akademischer Rat a.Z., Habilitand)

Chair of Applied Mathematics
Department of Mathematics
University of Bayreuth
95440 Bayreuth, Germany

Phone: +49 (0)921 55-3285
E-mail: michael.baumann@uni-bayreuth.de
Google Scholar: Google Scholar Dr. Baumann

Room: 3.2 01 530
Building: NW II