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Institute
1. Introduction
(2023)
We present a method for the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities, which is based on a system of integral equations that relates terminal density and option prices. Using a discretization of the terminal density, we write these integral equations as a system of linear equations. We show that the kernel matrix of this system is, in general, ill-conditioned, so that it cannot be solved for the discretized density using a naive approach. Instead, we construct a sparse model for the kernel matrix using singular value decomposition (SVD), which allows us not only to systematically improve the condition number of the kernel matrix, but also determines the computational effort and accuracy of our method. In order to allow for the treatment of realistic inputs that may contain arbitrage, we reformulate the system of linear equations as an optimization problem, in which the SVD-transformed density minimizes the error between the input prices and the arbitrage-free prices generated by our method. To further stabilize the method in the presence of noisy input prices or arbitrage, we apply an 𝐿1-regularization to the SVD-transformed density. Our approach, which is inspired by recent progress in theoretical physics, offers a flexible and efficient framework for the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities, without the need to explicitly specify a stochastic process, expansion basis functions or any other kind of model. We demonstrate the capabilities of our method in a number of artificial and realistic test cases.
Layered van der Waals ferromagnets, which preserve their magnetic properties down to exfoliated monolayers, are fueling an abundance of fundamental research and nanoscale device demonstration. CrGeTe3 is a prime example of this class of materials. Its temperature-pressure phase diagram features an insulator-to-metal transition and a significant increase in ferromagnetic Curie-Weiss temperatures upon entering the metallic state. We use density functional theory to understand the magnetic exchange interactions in CrGeTe3 at ambient and elevated pressures. We calculate Heisenberg exchange couplings, which provide the correct ferromagnetic ground state and explain the experimentally observed pressure dependence of magnetism in CrGeTe3. Furthermore, we combine density functional theory with dynamical mean-field theory to investigate the effects of electronic correlations and the nature of the high-pressure metallic state in CrGeTe3.
Unternehmen und Unternehmens-IT stehen im Zeitalter der Digitalisierung vor großen Umbrüchen. Geschäftsprozesse und die eingesetzten IT-Systemlandschaften verändern sich im schnellen Takt, teilweise werden erprobte Geschäftsmodelle disruptiv durch völlig neue Technologien ergänzt oder gar ersetzt. Dieses schnelllebige Umfeld erfordert eine intensive und qualitativ hochwertige Ausbildung der Mitarbeiter. Präsenzschulungen sind in Zeiten der Corona-Pandemie aber schwer zu realisieren. Wie eine praxisnahe und Fallstudien-basierte Ausbildung im ERP-Kontext trotzdem möglich ist, zeigt das E-Learning-basierte Programm erp4students der Technischen Hochschule Brandenburg am Beispiel von 13 Modulen im Umfeld neuester SAP-Technologien.
Selbstbestimmte Identitäten
(2021)
Anordnung des HmbBfDI gegen Facebook - Dringlichkeitsanordnung statt Zusammenarbeit und Kohärenz?
(2021)
Der vorliegende Beitrag befasst sich mit den Herausforderungen, die im Rahmen von Remote Work
in Kooperationen bezüglich der Informations- und
IT-Sicherheit bestehen, insbesondere im Hinblick auf
den sicheren Datenaustausch. Des Weiteren wird die
Wichtigkeit einer ganzheitlichen Sicht von IT-Governance-, Risiko- und Compliance-Management in Verbünden kleiner und mittlerer Unternehmen (KMU)
behandelt. Weiterhin wird aufgezeigt, was bei der
informationstechnischen Absicherung von Kooperationen und IT-Konsortien beachtet werden sollte.
Companies are increasingly facing the challenges of a persistent cyber threat landscape. By means of AI, cyber attacks can be efficiently conducted more successful through offensive AI. As for cyber defense, AI can be also utilized against cyber threats (defensive AI). Due to limited resources, especially in small and medium-sized companies (SMEs), there is a need to deploy more effective defensive cyber security solutions. Precisely, the adaptation of AI-based resilient defenses must be driven forward. Therefore, the aim of this paper is to identify and evaluate AI-related use cases with a high impact potential on the cyber security level, while being applicable to SMEs at the same time. In order to reach the research goal, an extensive literature review of several online catalogs, surveys and online platforms was conducted. In conclusion, seven crucial AI-based security features were outlined that are providing a high impact potential to the security level for SMEs. Afterwards, the results are discussed and set into a broader context. Even though AI-based security solutions are providing a large range of advantages, certain challenges and barriers using AI-related security applications are addressed in the paper as well. A high need for usable state of the art AI based cyber security solution for SMEs was identified.
This research paper examines the potential consequences of AI technology on democratic systems. The study focuses on two main areas: the weakening of the media and the emergence of "smart dictatorship." The paper examines the ways in which AI can be used to supervise, manipulate, and frustrate the media, thereby weakening its role as a check on government and corporate power. The study also explores how AI technology can be used to create an "omnidirectional monitoring" society, where individuals are constantly monitored and controlled through the use of "panopticon" techniques and "social bots". This can lead to the emergence of a "postdemocratic" society, characterized by growing inequality, dehumanization, and the
manipulation of information on online media platforms. The research methodology adopted in the study is qualitative, using expert interviews with three experts who
discussed the overall use of AI and its disruptive effects on democracy, such as the creation of fake news, filter bubbles, and algorithm bias. In conclusion, this research highlights the need for increased awareness and regulation of AI technology to ensure its responsible use and to protect democratic values.
Zur Umsetzung ihres "digitalen Kompass 2030" hat die Kommission zwei weitere Rechtsakte vorgeschlagen. Die mehr als 30 Jahre alte Produkthaftungsrichtlinie soll revidiert und eine neue Richtlinie über die Haftung für künstliche Intelligenz erlassen werden. Damit soll die politisch gewünschte Etablierung von KI in der EU für Wirtschaft und Gesellschaft auch haftungsrechtlich abgesichert werden. Der Beitrag analysiert die Richtlinie über die Haftung für künstliche Intelligenz in ihrem Verhältnis zum Gesetz über künstliche Intelligenz und zur Produkthaftungsrichtlinie.
The Great Shutdown
(2023)
This research aims to examine the potential impact of a military escalation of the China-Taiwan conflict on global economies, with a particular focus on the microchip production industry in Taiwan. The academic paper will analyze the current economic ties between Taiwan and other countries, as well as the potential consequences of a disruption in trade and production caused by a military conflict. The research will also examine the role of Taiwan's microchip industry in the global supply chain and its potential vulnerability to a disruption in the event of a military escalation. Additionally, this scientific paper will explore the possible economic responses of other countries and the international community to a military escalation of the China-Taiwan conflict. The research will use a combination of the systematic literature review and the scenario technique to demonstrate potential impact of a military escalation of the China-Taiwan conflict on global economies, with a specific focus on the microchip production industry in Taiwan.
This scientific paper deals with the question of to what extent the deglobalization of raw materials will have an impact on Germany. For this purpose, a general understanding of the terms “globalization” and “deglobalization” will be provided. In addition, the drivers and challenges of (de)globalization are explained in more detail. The question was then examined based on specific case studies, which are decisive for today's prosperity and are predominantly imported. This includes gases, oils, and rare earths. The paper distinguishes between the effects of a loss of these resources on Germany, if the deglobalization takes place slowly and planned or unplanned and fast. The effects are then considered at three different levels: at the government level, at the corporate level, and at the population level. At the corporate level, the focus was primarily on the largest German industries. Each of the case studies ends with possible hypothetical scenarios that do not have to happen but could happen in the worst case. The scenarios show how bad things can get and provide an answer to the scientific question of how deglobalization in the case study could affect Germany.
Implementing Ethical Issues into the Recommender Systems Design Using the Data Processing Pipeline
(2021)
Gemeinsame Digitalisierung durch die Entwicklung von IT-Governance-Strukturen auf Landesebene
(2022)
Assessing business process complexity based on textual data: Evidence from ITIL IT ticket processing
(2021)
Von Ethik zu Recht : Der AI Act und seine Bedeutung für die Gestaltung von algorithmischen Systemen
(2021)
Measuring IT security, compliance and data governance within small and medium-sized IT enterprises
(2020)
Joint Security Management (JSM) : Ein organisationsübergreifendes Konzept für Anwender und Anbieter
(2018)
Relationship Marketing
(2017)
Nachhaltigkeitsmarketing
(2017)
Partizipative Folgenabschätzung : Ein beziehungsorientierter Ansatz der Stakeholder-Integration
(2018)
Knowledge Engineering Processes and Tools in Enterprise Environments - A Systematization Attempt
(2018)
Die Bahn wird digital
(2017)
Die Bahn wird digital
(2017)
Ohne Strecken keine Bahn
(2017)
Bahn wählen! (Editorial)
(2017)
Güterzug der Zukunft
(2017)
Knowledge Engineering Tools and Processes in Enterprise Environments : a systematization attempt
(2017)