TY - JOUR A1 - Gaigall, Daniel ED - AitSahlia, Farid T1 - Allocating and forecasting changes in risk JF - Journal of risk N2 - We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio’s components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio’s components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study. KW - portfolio risk KW - allocation KW - forecast KW - covariance principle KW - conditional expectation principle Y1 - 2023 U6 - http://dx.doi.org/10.21314/JOR.2022.048 SN - 1755-2842 SN - 1465-1211 VL - 25 IS - 3 SP - 1 EP - 24 PB - Infopro Digital Risk CY - London ER - TY - JOUR A1 - Gaigall, Daniel T1 - On the applicability of several tests to models with not identically distributed random effects JF - Statistics : A Journal of Theoretical and Applied Statistics N2 - We consider Kolmogorov–Smirnov and Cramér–von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application. KW - central symmetry test KW - exchangeability test KW - independence test KW - random effects KW - not identically distributed Y1 - 2023 SN - 0323-3944 U6 - http://dx.doi.org/10.1080/02331888.2023.2193748 SN - 1029-4910 VL - 57 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Bialonski, Stephan A1 - Grieger, Niklas T1 - Der KI-Chatbot ChatGPT: Eine Herausforderung für die Hochschulen JF - Die neue Hochschule N2 - Essays, Gedichte, Programmcode: ChatGPT generiert automatisch Texte auf bisher unerreicht hohem Niveau. Dieses und nachfolgende Systeme werden nicht nur die akademische Welt nachhaltig verändern. Y1 - 2023 U6 - http://dx.doi.org/10.5281/zenodo.7533758 SN - 0340-448X VL - 2023 IS - 1 SP - 24 EP - 27 PB - HLB CY - Bonn ER - TY - CHAP A1 - Laack, Walter van ED - Ortmanns, Bruno ED - Brauers, Angelika T1 - Nahtoderfahrungen, Sterben und Tod aus der Perspektive von Medizin, Naturwissenschaften und Philosophie T2 - Thanatologie im deutschsprachigen Raum – Interdisziplinäre Perspektiven Y1 - 2023 SN - 978-3-98527-661-5 SP - 129 EP - 139 PB - Rediroma-Verlag ER - TY - JOUR A1 - Rübbelke, Dirk A1 - Vögele, Stefan A1 - Grajewski, Matthias A1 - Zobel, Luzy T1 - Cross border adjustment mechanism: Initial data for the assessment of hydrogen-based steel production JF - Data in Brief N2 - Ambitious climate targets affect the competitiveness of industries in the international market. To prevent such industries from moving to other countries in the wake of increased climate protection efforts, cost adjustments may become necessary. Their design requires knowledge of country-specific production costs. Here, we present country-specific cost figures for different production routes of steel, paying particular attention to transportation costs. The data can be used in floor price models aiming to assess the competitiveness of different steel production routes in different countries (Rübbelke, 2022). KW - Energy-intensive industry KW - Steel industry KW - Competitiveness KW - Floor prices KW - Cross border adjustment mechanism Y1 - 2023 U6 - http://dx.doi.org/10.1016/j.dib.2023.108907 SN - 2352-3409 VL - 47 IS - Article 108907 SP - 1 EP - 5 PB - Elsevier CY - Amsterdam ER - TY - CHAP A1 - Maurer, Florian A1 - Miskiw, Kim K. A1 - Acosta, Rebeca Ramirez A1 - Harder, Nick A1 - Sander, Volker A1 - Lehnhoff, Sebastian ED - Jorgensen, Bo Norregaard ED - Pereira da Silva, Luiz Carlos ED - Ma, Zheng T1 - Market abstraction of energy markets and policies - application in an agent-based modeling toolbox T2 - EI.A 2023: Energy Informatics N2 - In light of emerging challenges in energy systems, markets are prone to changing dynamics and market design. Simulation models are commonly used to understand the changing dynamics of future electricity markets. However, existing market models were often created with specific use cases in mind, which limits their flexibility and usability. This can impose challenges for using a single model to compare different market designs. This paper introduces a new method of defining market designs for energy market simulations. The proposed concept makes it easy to incorporate different market designs into electricity market models by using relevant parameters derived from analyzing existing simulation tools, morphological categorization and ontologies. These parameters are then used to derive a market abstraction and integrate it into an agent-based simulation framework, allowing for a unified analysis of diverse market designs. Furthermore, we showcase the usability of integrating new types of long-term contracts and over-the-counter trading. To validate this approach, two case studies are demonstrated: a pay-as-clear market and a pay-as-bid long-term market. These examples demonstrate the capabilities of the proposed framework. KW - Energy market design KW - Agent-based simulation KW - Market modeling Y1 - 2023 SN - 978-3-031-48651-7 (Print) SN - 978-3-031-48652-4 (eBook) U6 - http://dx.doi.org/10.1007/978-3-031-48652-4_10 N1 - Energy Informatics Academy Conference, 6-8 December 23, Campinas, Brazil. N1 - Part of the Lecture Notes in Computer Science book series (LNCS,volume 14468). SP - 139 EP - 157 PB - Springer CY - Cham ER - TY - CHAP A1 - Engelmann, Ulrich M. A1 - Baumann, Martin ED - Herbig, Nicola ED - Poppelreuter, Stefan T1 - Moderationsexpertise für QMBs – die Methoden T2 - Qualitätsmanagement im Gesundheitswesen N2 - Damit Sie als Moderator effektiv und professionell moderieren können, sollten Sie die entsprechenden Methoden kennen. Mit den richtigen Methoden können Sie Diskussionen leiten, Konflikte lösen, die Teilnehmer motivieren und dafür sorgen, dass die Ziele der Veranstaltung erreicht werden. Außerdem helfen sie Ihnen, eine positive Atmosphäre zu schaffen und das Interesse der Teilnehmer zu halten. In diesem zweiten Beitrag der mehrteiligen Serie lernen Sie die grundsätzlichen Methoden kennen, um erfolgreiche Teamsitzungen, Arbeitsgruppentreffen, Kick-offs und Meetings durchzuführen. Y1 - 2023 SN - 978-3-8249-0714-4 SP - Kapitel 10815 PB - TÜV-Verlag CY - Köln ET - 60. Update ER - TY - JOUR A1 - Vögele, Stefan A1 - Josyabhatla, Vishnu Teja A1 - Ball, Christopher A1 - Rhoden, Imke A1 - Grajewski, Matthias A1 - Rübbelke, Dirk A1 - Kuckshinrichs, Wilhelm T1 - Robust assessment of energy scenarios from stakeholders' perspectives JF - Energy N2 - Using scenarios is vital in identifying and specifying measures for successfully transforming the energy system. Such transformations can be particularly challenging and require the support of a broader set of stakeholders. Otherwise, there will be opposition in the form of reluctance to adopt the necessary technologies. Usually, processes for considering stakeholders' perspectives are very time-consuming and costly. In particular, there are uncertainties about how to deal with modifications in the scenarios. In principle, new consulting processes will be required. In our study, we show how multi-criteria decision analysis can be used to analyze stakeholders' attitudes toward transition paths. Since stakeholders differ regarding their preferences and time horizons, we employ a multi-criteria decision analysis approach to identify which stakeholders will support or oppose a transition path. We provide a flexible template for analyzing stakeholder preferences toward transition paths. This flexibility comes from the fact that our multi-criteria decision aid-based approach does not involve intensive empirical work with stakeholders. Instead, it involves subjecting assumptions to robustness analysis, which can help identify options to influence stakeholders' attitudes toward transitions. Y1 - 2023 U6 - http://dx.doi.org/10.1016/j.energy.2023.128326 SN - 1873-6785 (Online) SN - 0360-5442 (Print) IS - In Press, Article 128326 PB - Elsevier CY - Amsterdam ER - TY - CHAP A1 - Büsgen, André A1 - Klöser, Lars A1 - Kohl, Philipp A1 - Schmidts, Oliver A1 - Kraft, Bodo A1 - Zündorf, Albert ED - Cuzzocrea, Alfredo ED - Gusikhin, Oleg ED - Hammoudi, Slimane ED - Quix, Christoph T1 - From cracked accounts to fake IDs: user profiling on German telegram black market channels T2 - Data Management Technologies and Applications N2 - Messenger apps like WhatsApp and Telegram are frequently used for everyday communication, but they can also be utilized as a platform for illegal activity. Telegram allows public groups with up to 200.000 participants. Criminals use these public groups for trading illegal commodities and services, which becomes a concern for law enforcement agencies, who manually monitor suspicious activity in these chat rooms. This research demonstrates how natural language processing (NLP) can assist in analyzing these chat rooms, providing an explorative overview of the domain and facilitating purposeful analyses of user behavior. We provide a publicly available corpus of annotated text messages with entities and relations from four self-proclaimed black market chat rooms. Our pipeline approach aggregates the extracted product attributes from user messages to profiles and uses these with their sold products as features for clustering. The extracted structured information is the foundation for further data exploration, such as identifying the top vendors or fine-granular price analyses. Our evaluation shows that pretrained word vectors perform better for unsupervised clustering than state-of-the-art transformer models, while the latter is still superior for sequence labeling. KW - Clustering KW - Natural language processing KW - Information extraction KW - Profile extraction KW - Text mining Y1 - 2023 SN - 978-3-031-37889-8 (Print) SN - 978-3-031-37890-4 (Online) U6 - http://dx.doi.org/10.1007/978-3-031-37890-4_9 N1 - 10th International Conference, DATA 2021, Virtual Event, July 6–8, 2021, and 11th International Conference, DATA 2022, Lisbon, Portugal, July 11-13, 2022 SP - 176 EP - 202 PB - Springer CY - Cham ER - TY - JOUR A1 - Heieis, Jule A1 - Böcker, Jonas A1 - D'Angelo, Olfa A1 - Mittag, Uwe A1 - Albracht, Kirsten A1 - Schönau, Eckhard A1 - Meyer, Andreas A1 - Voigtmann, Thomas A1 - Rittweger, Jörn T1 - Curvature of gastrocnemius muscle fascicles as function of muscle–tendon complex length and contraction in humans JF - Physiological Reports N2 - It has been shown that muscle fascicle curvature increases with increasing contraction level and decreasing muscle–tendon complex length. The analyses were done with limited examination windows concerning contraction level, muscle–tendon complex length, and/or intramuscular position of ultrasound imaging. With this study we aimed to investigate the correlation between fascicle arching and contraction, muscle–tendon complex length and their associated architectural parameters in gastrocnemius muscles to develop hypotheses concerning the fundamental mechanism of fascicle curving. Twelve participants were tested in five different positions (90°/105°*, 90°/90°*, 135°/90°*, 170°/90°*, and 170°/75°*; *knee/ankle angle). They performed isometric contractions at four different contraction levels (5%, 25%, 50%, and 75% of maximum voluntary contraction) in each position. Panoramic ultrasound images of gastrocnemius muscles were collected at rest and during constant contraction. Aponeuroses and fascicles were tracked in all ultrasound images and the parameters fascicle curvature, muscle–tendon complex strain, contraction level, pennation angle, fascicle length, fascicle strain, intramuscular position, sex and age group were analyzed by linear mixed effect models. Mean fascicle curvature of the medial gastrocnemius increased with contraction level (+5 m−1 from 0% to 100%; p = 0.006). Muscle–tendon complex length had no significant impact on mean fascicle curvature. Mean pennation angle (2.2 m−1 per 10°; p < 0.001), inverse mean fascicle length (20 m−1 per cm−1; p = 0.003), and mean fascicle strain (−0.07 m−1 per +10%; p = 0.004) correlated with mean fascicle curvature. Evidence has also been found for intermuscular, intramuscular, and sex-specific intramuscular differences of fascicle curving. Pennation angle and the inverse fascicle length show the highest predictive capacities for fascicle curving. Due to the strong correlations between pennation angle and fascicle curvature and the intramuscular pattern of curving we suggest for future studies to examine correlations between fascicle curvature and intramuscular fluid pressure. KW - biomechanics KW - connective tissue KW - physiology KW - ultrasound Y1 - 2023 U6 - http://dx.doi.org/10.14814/phy2.15739 SN - 2051-817X VL - 11 IS - 11 SP - e15739, Seite 1-11 PB - Wiley ER -