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 - https://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 - https://doi.org/10.1080/02331888.2023.2193748 SN - 1029-4910 VL - 57 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Gaigall, Daniel A1 - Gerstenberg, Julian T1 - Cramér-von-Mises tests for the distribution of the excess over a confidence level JF - Journal of Nonparametric Statistics N2 - The Cramér-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cramér-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples. KW - Cramér-von-Mises test KW - conditional excess distribution KW - confidence interval KW - goodness-of-fit test Y1 - 2023 U6 - https://doi.org/10.1080/10485252.2023.2173958 SN - 1048-5252 (Print) SN - 1029-0311 (Online) PB - Taylor & Francis ER - TY - JOUR A1 - Liphardt, Anna-Maria A1 - Fernandez-Gonzalo, Rodrigo A1 - Albracht, Kirsten A1 - Rittweger, Jörn A1 - Vico, Laurence T1 - Musculoskeletal research in human space flight – unmet needs for the success of crewed deep space exploration JF - npj Microgravity N2 - Based on the European Space Agency (ESA) Science in Space Environment (SciSpacE) community White Paper “Human Physiology – Musculoskeletal system”, this perspective highlights unmet needs and suggests new avenues for future studies in musculoskeletal research to enable crewed exploration missions. The musculoskeletal system is essential for sustaining physical function and energy metabolism, and the maintenance of health during exploration missions, and consequently mission success, will be tightly linked to musculoskeletal function. Data collection from current space missions from pre-, during-, and post-flight periods would provide important information to understand and ultimately offset musculoskeletal alterations during long-term spaceflight. In addition, understanding the kinetics of the different components of the musculoskeletal system in parallel with a detailed description of the molecular mechanisms driving these alterations appears to be the best approach to address potential musculoskeletal problems that future exploratory-mission crew will face. These research efforts should be accompanied by technical advances in molecular and phenotypic monitoring tools to provide in-flight real-time feedback. Y1 - 2023 U6 - https://doi.org/10.1038/s41526-023-00258-3 SN - 2373-8065 VL - 9 IS - Article number: 9 SP - 1 EP - 9 PB - Springer Nature 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 - https://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 - JOUR A1 - Ayala, Rafael Ceja A1 - Harris, Isaac A1 - Kleefeld, Andreas A1 - Pallikarakis, Nikolaos T1 - Analysis of the transmission eigenvalue problem with two conductivity parameters JF - Applicable Analysis N2 - In this paper, we provide an analytical study of the transmission eigenvalue problem with two conductivity parameters. We will assume that the underlying physical model is given by the scattering of a plane wave for an isotropic scatterer. In previous studies, this eigenvalue problem was analyzed with one conductive boundary parameter whereas we will consider the case of two parameters. We prove the existence and discreteness of the transmission eigenvalues as well as study the dependence on the physical parameters. We are able to prove monotonicity of the first transmission eigenvalue with respect to the parameters and consider the limiting procedure as the second boundary parameter vanishes. Lastly, we provide extensive numerical experiments to validate the theoretical work. KW - Transmission Eigenvalues KW - Conductive Boundary Condition KW - Inverse Scattering Y1 - 2023 U6 - https://doi.org/10.1080/00036811.2023.2181167 SN - 0003-6811 PB - Taylor & Francis ER - TY - JOUR A1 - Rhoden, Imke A1 - Ball, Christopher Stephen A1 - Grajewski, Matthias A1 - Kuckshinrich, Wilhelm T1 - Reverse engineering of stakeholder preferences – A multi-criteria assessment of the German passenger car sector JF - Renewable and Sustainable Energy Reviews N2 - Germany is a frontrunner in setting frameworks for the transition to a low-carbon system. The mobility sector plays a significant role in this shift, affecting different people and groups on multiple levels. Without acceptance from these stakeholders, emission targets are out of reach. This research analyzes how the heterogeneous preferences of various stakeholders align with the transformation of the mobility sector, looking at the extent to which the German transformation paths are supported and where stakeholders are located. Under the research objective of comparing stakeholders' preferences to identify which car segments require additional support for a successful climate transition, a status quo of stakeholders and car performance criteria is the foundation for the analysis. Stakeholders' hidden preferences hinder the derivation of criteria weightings from stakeholders; therefore, a ranking from observed preferences is used. This study's inverse multi-criteria decision analysis means that weightings can be predicted and used together with a recalibrated performance matrix to explore future preferences toward car segments. Results show that stakeholders prefer medium-sized cars, with the trend pointing towards the increased potential for alternative propulsion technologies and electrified vehicles. These insights can guide the improved targeting of policy supporting the energy and mobility transformation. Additionally, the method proposed in this work can fully handle subjective approaches while incorporating a priori information. A software implementation of the proposed method completes this work and is made publicly available. KW - Regionalization KW - Multi-criteria decision analysis KW - Preference assessment KW - E-Mobility KW - Mobility transition Y1 - 2023 U6 - https://doi.org/10.1016/j.rser.2023.113352 SN - 1364-0321 VL - 181 IS - July 2023 SP - Article number: 113352 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Wendlandt, Tim A1 - Koch, Claudia A1 - Britz, Beate A1 - Liedek, Anke A1 - Schmidt, Nora A1 - Werner, Stefan A1 - Gleba, Yuri A1 - Vahidpour, Farnoosh A1 - Welden, Melanie A1 - Poghossian, Arshak A1 - Schöning, Michael Josef T1 - Facile Purification and Use of Tobamoviral Nanocarriers for Antibody-Mediated Display of a Two-Enzyme System JF - Viruses N2 - Immunosorbent turnip vein clearing virus (TVCV) particles displaying the IgG-binding domains D and E of Staphylococcus aureus protein A (PA) on every coat protein (CP) subunit (TVCVPA) were purified from plants via optimized and new protocols. The latter used polyethylene glycol (PEG) raw precipitates, from which virions were selectively re-solubilized in reverse PEG concentration gradients. This procedure improved the integrity of both TVCVPA and the wild-type subgroup 3 tobamovirus. TVCVPA could be loaded with more than 500 IgGs per virion, which mediated the immunocapture of fluorescent dyes, GFP, and active enzymes. Bi-enzyme ensembles of cooperating glucose oxidase and horseradish peroxidase were tethered together on the TVCVPA carriers via a single antibody type, with one enzyme conjugated chemically to its Fc region, and the other one bound as a target, yielding synthetic multi-enzyme complexes. In microtiter plates, the TVCVPA-displayed sugar-sensing system possessed a considerably increased reusability upon repeated testing, compared to the IgG-bound enzyme pair in the absence of the virus. A high coverage of the viral adapters was also achieved on Ta2O5 sensor chip surfaces coated with a polyelectrolyte interlayer, as a prerequisite for durable TVCVPA-assisted electrochemical biosensing via modularly IgG-assembled sensor enzymes. KW - biosensor KW - horseradish peroxidase (HRP) KW - glucose oxidase (GOx) KW - enzyme cascade KW - turnip vein clearing virus (TVCV) KW - tobacco mosaic virus (TMV) Y1 - 2023 U6 - https://doi.org/doi.org/10.3390/v15091951 SN - 1999-4915 N1 - This article belongs to the Special Issue "Tobamoviruses 2023" VL - 9 IS - 15 PB - MDPI CY - Basel ER - TY - JOUR A1 - Bertz, Morten A1 - Molinnus, Denise A1 - Schöning, Michael Josef A1 - Homma, Takayuki T1 - Real-time monitoring of H₂O₂ sterilization on individual bacillus atrophaeus spores by optical sensing with trapping Raman spectroscopy JF - Chemosensors N2 - Hydrogen peroxide (H₂O₂), a strong oxidizer, is a commonly used sterilization agent employed during aseptic food processing and medical applications. To assess the sterilization efficiency with H₂O₂, bacterial spores are common microbial systems due to their remarkable robustness against a wide variety of decontamination strategies. Despite their widespread use, there is, however, only little information about the detailed time-resolved mechanism underlying the oxidative spore death by H₂O₂. In this work, we investigate chemical and morphological changes of individual Bacillus atrophaeus spores undergoing oxidative damage using optical sensing with trapping Raman microscopy in real-time. The time-resolved experiments reveal that spore death involves two distinct phases: (i) an initial phase dominated by the fast release of dipicolinic acid (DPA), a major spore biomarker, which indicates the rupture of the spore’s core; and (ii) the oxidation of the remaining spore material resulting in the subsequent fragmentation of the spores’ coat. Simultaneous observation of the spore morphology by optical microscopy corroborates these mechanisms. The dependence of the onset of DPA release and the time constant of spore fragmentation on H₂O₂ shows that the formation of reactive oxygen species from H₂O₂ is the rate-limiting factor of oxidative spore death. KW - DPA (dipicolinic acid) KW - sterilization KW - Bacillus atrophaeus spores KW - optical trapping KW - Raman spectroscopy KW - optical sensor setup Y1 - 2023 U6 - https://doi.org/10.3390/chemosensors11080445 SN - 2227-9040 N1 - This article belongs to the Special Issue "Biosensors and Chemical Sensors for Food and Healthcare Monitoring—Celebrating the 10th Anniversary" VL - 8 IS - 11 PB - MDPI CY - Basel ER - TY - JOUR A1 - Mikucki, Jill Ann A1 - Schuler, C. G. A1 - Digel, Ilya A1 - Kowalski, Julia A1 - Tuttle, M. J. A1 - Chua, Michelle A1 - Davis, R. A1 - Purcell, Alicia A1 - Ghosh, D. A1 - Francke, G. A1 - Feldmann, M. A1 - Espe, C. A1 - Heinen, Dirk A1 - Dachwald, Bernd A1 - Clemens, Joachim A1 - Lyons, W. B. A1 - Tulaczyk, S. T1 - Field-Based planetary protection operations for melt probes: validation of clean access into the blood falls, antarctica, englacial ecosystem JF - Astrobiology N2 - Subglacial environments on Earth offer important analogs to Ocean World targets in our solar system. These unique microbial ecosystems remain understudied due to the challenges of access through thick glacial ice (tens to hundreds of meters). Additionally, sub-ice collections must be conducted in a clean manner to ensure sample integrity for downstream microbiological and geochemical analyses. We describe the field-based cleaning of a melt probe that was used to collect brine samples from within a glacier conduit at Blood Falls, Antarctica, for geomicrobiological studies. We used a thermoelectric melting probe called the IceMole that was designed to be minimally invasive in that the logistical requirements in support of drilling operations were small and the probe could be cleaned, even in a remote field setting, so as to minimize potential contamination. In our study, the exterior bioburden on the IceMole was reduced to levels measured in most clean rooms, and below that of the ice surrounding our sampling target. Potential microbial contaminants were identified during the cleaning process; however, very few were detected in the final englacial sample collected with the IceMole and were present in extremely low abundances (∼0.063% of 16S rRNA gene amplicon sequences). This cleaning protocol can help minimize contamination when working in remote field locations, support microbiological sampling of terrestrial subglacial environments using melting probes, and help inform planetary protection challenges for Ocean World analog mission concepts. Y1 - 2023 U6 - https://doi.org/10.1089/ast.2021.0102 SN - 1557-8070 (online) SN - 153-1074 (print) VL - 23 IS - 11 SP - 1165 EP - 1178 PB - Liebert CY - New York, NY ER - TY - INPR A1 - Bornheim, Tobias A1 - Grieger, Niklas A1 - Blaneck, Patrick Gustav A1 - Bialonski, Stephan T1 - Preprint: Speaker attribution in German parliamentary debates with QLoRA-adapted large language models T2 - Journal for Language Technology and Computational Linguistics N2 - The growing body of political texts opens up new opportunities for rich insights into political dynamics and ideologies but also increases the workload for manual analysis. Automated speaker attribution, which detects who said what to whom in a speech event and is closely related to semantic role labeling, is an important processing step for computational text analysis. We study the potential of the large language model family Llama 2 to automate speaker attribution in German parliamentary debates from 2017-2021. We fine-tune Llama 2 with QLoRA, an efficient training strategy, and observe our approach to achieve competitive performance in the GermEval 2023 Shared Task On Speaker Attribution in German News Articles and Parliamentary Debates. Our results shed light on the capabilities of large language models in automating speaker attribution, revealing a promising avenue for computational analysis of political discourse and the development of semantic role labeling systems. Y1 - 2023 U6 - https://doi.org/10.48550/arXiv.2309.09902 N1 - Veröffentlichte Version verfügbar unter: https://doi.org/10.21248/jlcl.37.2024.244 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 - https://doi.org/10.1007/978-3-031-48652-4_10 N1 - Third Energy Informatics Academy Conference, EI.A 2023, Campinas, Brazil, December 6–8, 2023 N1 - Part of the Lecture Notes in Computer Science book series (LNCS,volume 14468). SP - 139 EP - 157 PB - Springer CY - Cham ER -