On stock trading via feedback control when underlying stock returns are discontinuous MH Baumann IEEE Transactions on Automatic Control 62 (6), 2987-2992, 2017 | 18 | 2017 |
Towards Multi-perspective Process Model Similarity Matching MH Baumann, M Baumann, S Schönig, S Jablonski Enterprise and Organizational Modeling and Simulation, 21-37, 2014 | 15 | 2014 |
Resource-Aware Process Model Similarity Matching M Baumann, MH Baumann, S Schönig, S Jablonski Service-Oriented Computing-ICSOC 2014 Workshops, 96-107, 2015 | 13 | 2015 |
Simultaneously long short trading in discrete and continuous time MH Baumann, L Grüne Systems & Control Letters 99, 85-89, 2017 | 11 | 2017 |
On Behavioral Process Model Similarity Matching: A Centroid-based Approach (Enlarged Abstract of [BBJ15]) M Baumann, MH Baumann, S Jablonski Köllen 259, 731-732, 2016 | 10* | 2016 |
On Behavioral Process Model Similarity Matching: A Centroid-based Approach M Baumann, MH Baumann, S Jablonski | 10 | 2015 |
Enhancing Feasibility of Human-Driven Processes by Transforming Process Models to Process Checklists M Baumann, MH Baumann, S Schönig, S Jablonski Enterprise, Business-Process and Information Systems Modeling, 124-138, 2014 | 10 | 2014 |
Effects of Linear Feedback Trading in an Interactive Market Model MH Baumann Preprint, University of Bayreuth, 2014 | 9 | 2014 |
Positive expected feedback trading gain for all essentially linearly representable prices MH Baumann, L Grüne 2019 12th Asian Control Conference (ASCC), 150-155, 2019 | 5 | 2019 |
The Process Checklist M Baumann, MH Baumann, S Schönig, S Jablonski Enterprise Modelling and Information Systems Architectures (EMISAJ) 12, 1: 1 …, 2017 | 4 | 2017 |
Performance and effects of linear feedback stock trading strategies MH Baumann | 3 | 2018 |
Ansätze zum Ähnlichkeitsabgleich von deklarativen Geschäftsprozessmodellen M Baumann, MH Baumann, L Ackermann, S Schönig, S Jablonski GI-Jahrestagung, 733-738, 2016 | 3 | 2016 |
Limitations of stabilizing effects of fundamentalists: facing positive feedback traders MH Baumann, M Baumann, A Erler Economics: The Open-Access, Open-Assessment E-Journal 13 (2019-44), 1-26, 2019 | 2 | 2019 |
Infinite Horizon Decision Support For Rule-based Process Models M Baumann, MH Baumann, DFX Gruber, S Jablonski International Journal on Advances in Software 9 (1-2), 141-153, 2016 | 2 | 2016 |
An Idea on Infinite Horizon Decision Support for Rule-based Process Models M Baumann, MH Baumann, S Jablonski The Tenth International Multi-Conference on Computing in the Global …, 2015 | 2 | 2015 |
Are ETFs Bad for Financial Health? MH Baumann, M Baumann, B Herz RSEP CONFERENCES, 10, 2020 | 1 | 2020 |
Noncooperative Model Predictive Control for Affine‐Quadratic Games M Stieler, MH Baumann, L Grüne PAMM 18 (1), e201800036, 2018 | 1 | 2018 |
Beating the Market?: A Mathematical Puzzle to Market Efficiency MH Baumann | 1 | 2017 |
The Process Checklist–Simple Enactment of Human-driven Processes M Baumann, S Schönig, MH Baumann, S Jablonski | 1 | |
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control R Ou, MH Baumann, L Grüne, T Faulwasser arXiv preprint arXiv:2010.12201, 2020 | | 2020 |