Publikationen

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2023 Börner, C. J., Hoffmann, I.,  und Stiebel, J. H.
Generalized Agent System with Triplet States: Model Parameter Identification of Agent-Agent Interaction
SSRN, http://dx.doi.org/10.2139/ssrn.4604595

2023 Börner, C. J., Hoffmann, I.,  und Stiebel, J. H.
Ideal Agent System with Triplet States: Model Parameter Identification of Agent–Field Interaction
Entropy 2023, 25 (12), 1666.
https://doi.org/10.3390/e2512166

2023 Börner, C. J., Ernst, D., und Hoffmann, I.
Tail Risks in Corporate Finance: Simulation-based Analyses of Extreme Values
Journal of Risk and Financial Management, 16 (11), 469.
https://doi.org/10.3390/jrfm16110469.

2023 Börner, C. J., Hoffmann, I.,  und Stiebel, J. H.
On the Connection between Temperature and Volatility in Ideal Agent Systems
Journal of Statistical Mechanics: Theory and Experiment, 103401.
https://iopscience.iop.org/article/10.1088/1742-5468/ad002c

2023 Börner, C. J., Hoffmann, I., Krettek, J., Kürzinger, L. und Schmitz, T.
Extremes of extremes: Risk assessment for very small samples with an exemplary application for cryptocurrency returns
Journal of Risk, 26 (1), 77-97, DOI: 10.21314/JOR.2023.009

2023 Schürmann, T., Hoffmann, I., und Görlich, W.
On the experimental verification of the uncertainty principle of position and momentum
Physics Letters A, https://doi.org/10.1016/j.physleta.2023.128787.
arXiv preprint, DOI: https://doi.org/10.48550/arXiv.2211.14724.

2022 Börner, C. J., Hoffmann, I., Krettek, J., Kürzinger, L. und Schmitz, T.
On the return distributions of a basket of cryptocurrencies and subsequent implications
SSRN, DOI: dx.doi.org/10.2139/ssrn.3851563.

2022 Börner, C. J., Hoffmann, I., Krettek, J. und Schmitz, T.
Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market
Journal of Asset Management, DOI: 10.1057/s41260-022-00267-z.

2021 Hoffmann, I., und Börner, C. J.
Body and Tail: an automated tail-detecting procedure
Journal of Risk, 23 (2), 43-69, DOI: 10.21314/JOR.2020.447.

2020 Schmitz, T., und Hoffmann, I.
Re-evaluating cryptocurrencies‘ contribution to portfolio diversification – A portfolio analysis with special focus on German investors
arXiv preprint, arXiv:2006.06237.

2020 Hoffmann, I., und Börner, C. J.
Tail models and the statistical limit of accuracy in risk assessment
Journal of Risk Finance, DOI: 10.1108/JRF-11-2019-0217.
arXiv preprint, arXiv:1904.12113 .

2020 Hoffmann, I., und Börner, C. J.
The risk function of the goodness-of-fit tests for tail models
Statistical Papers, DOI: 10.1007/s00362-020-01159-3.

2019 Börner, C. J., Hoffmann, I., Poetter, F., und Schmitz, T.
On capital allocation under time and information constraints
Journal of Risk, 25 (5), DOI: 10.21314/JOR.2022.057

2018 Hoffmann, I., und Börner, C. J.
Body and Tail – Separating the distribution function by an efficient tail-detecting procedure in risk management
arXiv preprint, arXiv:1805.10040.

2017 Hoffmann, I., und Schürmann, T.
Extremwertstatistik im Risikomanagement – Statistisches Erkennen von Auffälligkeiten im Rahmen der Fraud Detection,
Zeitschrift für Risk, Fraud & Compliance, Ausgabe 06/2017, 270 – 278.

2017 Schürmann, T., und Hoffmann, I.
On biased correlation estimation
arXiv preprint, arXiv:1707.09037.

2010 Schürmann, T., und Hoffmann, I.
Patent: Verfahren zur Produktverbesserung durch Risikooptimierung
Patentnummer: DE102008044399A1.

2009 Schürmann, T., und Hoffmann, I.
A closer look at the uncertainty relation of position and momentum
Foundations of Physics, 39 (8), 958-963.

2008 Görlich, W., Hoffmann, I., und Schürmann, T.
Single-slit diffraction and the Heisenberg principle for position and momentum
arXiv preprint, arXiv:0812.4775.

2000 Hoffmann, I.
Identifikation hybrider dynamischer Systeme
at-Automatisierungstechnik Band 48, 361.

1999 Hoffmann, I.
Identifikation hybrider dynamischer Systeme
Dissertation, Shaker Verlag.

1998 Hoffmann, I., und Engell, S.
Identification of hybrid systems
Proceedings of the American Control Conference, 1998 (2), 711-712.

1997 Engell, S., Hoffmann, I., und Sapronowa, L.
Chaos in einfachen kontinuierlich diskreten dynamischen Systemen
at-Automatisierungstechnik Band 45, 399-406.

1997 Kowalewski, S., Stursberg, O., Fritz, M., Graf, H., Hoffmann, I., Preußig, J., Remelhe, M., Simon, S., und Treseler, H.
A case study in tool-aided analysis of discretely controlled continuous systems: The two tanks problem
Hybrid Systems V, 163-185.

1996 Stursberg, O., Kowalewski, S., Hoffmann, I., und Preußig, J.
Comparing timed and hybrid automata as approximations of continuous systems
Hybrid Systems IV, 361-377.

1996 Engell, S., und Hoffmann, I.
Modular hierarchical models of hybrid systems
Proceedings of the 35th IEEE Conf. on Decision and Control, 1996 (1), 142-143.

1996 Hoffmann, I., und Klatt, K.
Modeling hybrid dynamical systems
Hybrid Systems III, 401-411.

1996 Schmidt, B., Hoffmann, I., Klatt, K., Engell, S., und Rubarth, W.
Simulation und Optimierung von Kompostierungsanlagen
Chemie Ingenieur Technik 68 (9), 1158-1158.

1995 Schürmann, T., und Hoffmann, I.
The entropy of ’strange‘ billiards inside n-simplexes
Journal of Physics A: Mathematical and General 28 (17), 5033-5039.

1993 Hoffmann, I.
Auswertung von Zeitreihen mit Methoden der nichtlinearen Dynamik
Bergische Universität Wuppertal – Theoretische Physik

1993 Kantz, H., Schreiber, T., Hoffmann, I., Buzug, T., Pfister, G., Flepp, L., Simonet, J., Badii, R., und Brun, E.
Nonlinear noise reduction: a case study on experimental data
Physical Review E 48 (2), 1529-1551.