[{"type":"journal_article","department":[{"_id":"187"},{"_id":"635"}],"date_created":"2020-08-07T11:55:21Z","abstract":[{"text":"Der Beitrag stellt die teilweise überschießende Wirkung des Referentenentwurfs des Bundesministeriums der Finanzen zur Grunderwerbsteuer mit Blick auf börsennotierte Kapitalgesellschaften dar und schlägt eine Erweiterung des Referentenentwurfs vor, wobei börsennotierte Kapitalgesellschaften vom Anwendungsbereich der neuen Vorschrift ausgenommen werden sollen.","lang":"ger"}],"issue":"25","publication":"Betriebs-Berater","citation":{"short":". Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, C. Sureth-Sloane, Betriebs-Berater 74 (2019) 1438–1442.","chicago":"Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, ., and Caren Sureth-Sloane. “Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften.” <i>Betriebs-Berater</i> 74, no. 25 (2019): 1438–42.","ieee":". Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft and C. Sureth-Sloane, “Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften,” <i>Betriebs-Berater</i>, vol. 74, no. 25, pp. 1438–1442, 2019.","apa":"Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, ., &#38; Sureth-Sloane, C. (2019). Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften. <i>Betriebs-Berater</i>, <i>74</i>(25), 1438–1442.","bibtex":"@article{Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft_Sureth-Sloane_2019, title={Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften}, volume={74}, number={25}, journal={Betriebs-Berater}, publisher={Deutscher Fachverlag GmbH }, author={Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, . and Sureth-Sloane, Caren}, year={2019}, pages={1438–1442} }","ama":"Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft ., Sureth-Sloane C. Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften. <i>Betriebs-Berater</i>. 2019;74(25):1438-1442.","mla":"Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, ., and Caren Sureth-Sloane. “Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften.” <i>Betriebs-Berater</i>, vol. 74, no. 25, Deutscher Fachverlag GmbH , 2019, pp. 1438–42."},"user_id":"530","alternative_title":["(Caren Sureth-Sloane ist Mitglied im Arbeitskreis Verrechnungspreise)"],"volume":74,"page":"1438-1442","language":[{"iso":"ger"}],"_id":"17715","publisher":"Deutscher Fachverlag GmbH ","date_updated":"2024-04-08T11:09:21Z","intvolume":"        74","year":"2019","title":"Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften","status":"public","author":[{"full_name":"Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, .","first_name":".","last_name":"Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft"},{"id":"530","full_name":"Sureth-Sloane, Caren","first_name":"Caren","orcid":" 0000-0002-8183-5901","last_name":"Sureth-Sloane"}]},{"jel":["G10","G12","G21"],"author":[{"full_name":"Hippert, Benjamin","first_name":"Benjamin","last_name":"Hippert"},{"id":"36049","first_name":"André","last_name":"Uhde","orcid":"https://orcid.org/0000-0002-8058-8857","full_name":"Uhde, André"},{"full_name":"Wengerek, Sascha Tobias","first_name":"Sascha Tobias","last_name":"Wengerek"}],"year":"2019","status":"public","title":"Determinants of CDS trading on major banks","date_updated":"2024-04-17T13:35:25Z","language":[{"iso":"eng"}],"_id":"29314","user_id":"21810","citation":{"chicago":"Hippert, Benjamin, André Uhde, and Sascha Tobias Wengerek. <i>Determinants of CDS Trading on Major Banks</i>, 2019.","short":"B. Hippert, A. Uhde, S.T. Wengerek, Determinants of CDS Trading on Major Banks, 2019.","apa":"Hippert, B., Uhde, A., &#38; Wengerek, S. T. (2019). <i>Determinants of CDS trading on major banks</i>.","ieee":"B. Hippert, A. Uhde, and S. T. Wengerek, <i>Determinants of CDS trading on major banks</i>. 2019.","ama":"Hippert B, Uhde A, Wengerek ST. <i>Determinants of CDS Trading on Major Banks</i>.; 2019.","bibtex":"@book{Hippert_Uhde_Wengerek_2019, title={Determinants of CDS trading on major banks}, author={Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}, year={2019} }","mla":"Hippert, Benjamin, et al. <i>Determinants of CDS Trading on Major Banks</i>. 2019."},"abstract":[{"text":"Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market.","lang":"eng"}],"date_created":"2022-01-13T11:12:03Z","department":[{"_id":"186"},{"_id":"19"}],"keyword":["banking","outstanding CDS net notional","determinants of bank CDS trading"],"type":"working_paper"},{"citation":{"ama":"Hippert B, Uhde A, Wengerek ST. <i>Determinants of CDS Trading on Major Banks</i>.; 2019.","bibtex":"@book{Hippert_Uhde_Wengerek_2019, place={Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics}, series={No 51}, title={Determinants of CDS trading on major banks}, author={Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}, year={2019}, collection={No 51} }","mla":"Hippert, Benjamin, et al. <i>Determinants of CDS Trading on Major Banks</i>. 2019.","chicago":"Hippert, Benjamin, André Uhde, and Sascha Tobias Wengerek. <i>Determinants of CDS Trading on Major Banks</i>. No 51. Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019.","short":"B. Hippert, A. Uhde, S.T. Wengerek, Determinants of CDS Trading on Major Banks, Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019.","apa":"Hippert, B., Uhde, A., &#38; Wengerek, S. T. (2019). <i>Determinants of CDS trading on major banks</i>.","ieee":"B. Hippert, A. Uhde, and S. T. Wengerek, <i>Determinants of CDS trading on major banks</i>. Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019."},"abstract":[{"lang":"eng","text":"Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market. "}],"place":"Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics","date_created":"2019-09-06T07:46:50Z","keyword":["banking","outstanding CDS net notional","determinants of bank CDS trading"],"type":"working_paper","department":[{"_id":"186"},{"_id":"188"}],"title":"Determinants of CDS trading on major banks","status":"public","year":"2019","jel":["G10","G12","G21"],"author":[{"id":"48476","last_name":"Hippert","first_name":"Benjamin","full_name":"Hippert, Benjamin"},{"full_name":"Uhde, André","orcid":"https://orcid.org/0000-0002-8058-8857","last_name":"Uhde","first_name":"André","id":"36049"},{"id":"48837","first_name":"Sascha Tobias","last_name":"Wengerek","orcid":"0000-0002-7820-3903","full_name":"Wengerek, Sascha Tobias"}],"date_updated":"2024-04-17T13:35:52Z","_id":"13145","language":[{"iso":"eng"}],"series_title":"No 51","user_id":"36049"},{"date_created":"2018-10-31T10:05:47Z","keyword":["banking","outstanding CDS net notional","determinants of bank CDS trading"],"type":"working_paper","department":[{"_id":"186"},{"_id":"188"}],"citation":{"ama":"Hippert B, Uhde A. <i>Determinants of CDS Trading on Major Banks</i>.","bibtex":"@book{Hippert_Uhde, title={Determinants of CDS trading on major banks}, author={Hippert, Benjamin and Uhde, André} }","mla":"Hippert, Benjamin, and André Uhde. <i>Determinants of CDS Trading on Major Banks</i>.","short":"B. Hippert, A. Uhde, Determinants of CDS Trading on Major Banks, n.d.","chicago":"Hippert, Benjamin, and André Uhde. <i>Determinants of CDS Trading on Major Banks</i>, n.d.","apa":"Hippert, B., &#38; Uhde, A. (n.d.). <i>Determinants of CDS trading on major banks</i>.","ieee":"B. Hippert and A. Uhde, <i>Determinants of CDS trading on major banks</i>. ."},"abstract":[{"text":"Employing credit default swap (CDS) data for a sample of 52 major banks across 18\r\ncountries from 2008 to 2016, this paper investigates determinants of the outstanding\r\nnet notional amount of CDS which are written on banks. We extend the current\r\nliterature dealing with CDS trading by analyzing further CDS trading-specifi\fc,\r\nfundamental bank-speci\ffic as well as macroeconomic and institutional determinants\r\nwith a focus on bank CDS trading. We fi\fnd that, next to well-discussed determinants\r\nfor corporate \ffirms in the literature, especially a bank's tail risk, capital adequacy,\r\nloan portfolio and business model affect a bank's outstanding CDS net notional.\r\nThis \ffinding indicates that investors in the bank CDS market partly have a recourse\r\nto a fundamental analysis for their investment decision. Our study \ffills an important\r\ngap since empirical studies have solely focused on sovereign and corporate CDS yet.\r\nIn addition, the analysis at hand provides important implications for both academics\r\nand practitioners since understanding the trading motives of bank CDS investors\r\ngives deeper insights into the still opaque CDS market.","lang":"eng"}],"_id":"5170","language":[{"iso":"eng"}],"user_id":"36049","year":"2019","title":"Determinants of CDS trading on major banks","status":"public","jel":["G10","G12","G21"],"author":[{"first_name":"Benjamin","last_name":"Hippert","full_name":"Hippert, Benjamin","id":"48476"},{"last_name":"Uhde","orcid":"https://orcid.org/0000-0002-8058-8857","first_name":"André","full_name":"Uhde, André","id":"36049"}],"publication_status":"submitted","date_updated":"2024-04-17T13:35:47Z"},{"language":[{"iso":"eng"}],"_id":"15392","user_id":"36049","author":[{"id":"36049","orcid":"https://orcid.org/0000-0002-8058-8857","last_name":"Uhde","first_name":"André","full_name":"Uhde, André"},{"id":"48476","last_name":"Hippert","first_name":"Benjamin","full_name":"Hippert, Benjamin"}],"jel":["G14","G34"],"year":"2019","title":"The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS-Spread changes","status":"public","date_updated":"2024-04-17T13:35:41Z","date_created":"2019-12-18T15:53:47Z","department":[{"_id":"19"},{"_id":"186"}],"type":"working_paper","keyword":["credit default swaps","risk perception of CDS investors","mergers and acquisitions","event study"],"citation":{"short":"A. Uhde, B. Hippert, The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS-Spread Changes, 2019.","chicago":"Uhde, André, and Benjamin Hippert. <i>The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS-Spread Changes</i>, 2019.","apa":"Uhde, A., &#38; Hippert, B. (2019). <i>The relationship between announcements of complete mergers and acquisitions and acquirers’ abnormal CDS-Spread changes</i>.","ieee":"A. Uhde and B. Hippert, <i>The relationship between announcements of complete mergers and acquisitions and acquirers’ abnormal CDS-Spread changes</i>. 2019.","ama":"Uhde A, Hippert B. <i>The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS-Spread Changes</i>.; 2019.","bibtex":"@book{Uhde_Hippert_2019, title={The relationship between announcements of complete mergers and acquisitions and acquirers’ abnormal CDS-Spread changes}, author={Uhde, André and Hippert, Benjamin}, year={2019} }","mla":"Uhde, André, and Benjamin Hippert. <i>The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS-Spread Changes</i>. 2019."},"abstract":[{"text":"Employing a sample of 492 merger and acquisition (M&A) announcements from\r\n284 acquirers across North America and Europe between 2005 and 2018, this study\r\nanalyzes the impact of M&A announcements on an acquirers abnormal CDS spread\r\nchanges. We \fnd that spreads from CDS which are written on acquirers increase\r\nby 310 bps during a symmetric \fve-day event window suggesting that investors\r\nexpect an increase in the acquirers credit risk exposure due to M&As. Next to\r\nthis baseline \fnding, we conduct a large variety of sensitivity analyses to gain more\r\ninsight into the driving factors of the rising risk perception of CDS investors due to\r\nM&A announcements.","lang":"eng"}]},{"abstract":[{"lang":"eng","text":"Recent years have seen the emergence of physical products that are digitally networked with other products and with information systems to enable complex business scenarios in manufacturing, mobility, or healthcare. These “smart products”, which enable the co-creation of “smart service” that is based on monitoring, optimization, remote control, and autonomous adaptation of products, profoundly transform service systems into what we call “smart service systems”. In a multi-method study that includes conceptual research and qualitative data from in-depth interviews, we conceptualize “smart service” and “smart service systems” based on using smart products as boundary objects that integrate service consumers’ and service providers’ resources and activities. Smart products allow both actors to retrieve and to analyze aggregated field evidence and to adapt service systems based on contextual data. We discuss the implications that the introduction of smart service systems have for foundational concepts of service science and conclude that smart service systems are characterized by technology-mediated, continuous, and routinized interactions."}],"publication":"Electronic Markets","department":[{"_id":"195"}],"type":"journal_article","keyword":["Boundary object","Internet of things","Service science","Smart products","Smart service"],"date_created":"2018-10-12T08:24:45Z","file":[{"date_created":"2024-04-18T12:53:07Z","creator":"dabe","file_id":"53575","content_type":"application/pdf","success":1,"file_name":"Beverungen_et_al-Conceptualizing_Smart_Service_Systems.pdf","access_level":"closed","file_size":599681,"relation":"main_file","date_updated":"2024-04-18T12:53:07Z"}],"intvolume":"        29","article_type":"original","date_updated":"2024-04-18T12:55:05Z","publication_status":"published","author":[{"id":"59677","full_name":"Beverungen, Daniel","last_name":"Beverungen","first_name":"Daniel"},{"id":"72849","last_name":"Müller","first_name":"Oliver","full_name":"Müller, Oliver"},{"last_name":"Matzner","first_name":"Martin","full_name":"Matzner, Martin"},{"full_name":"Mendling, Jan","last_name":"Mendling","first_name":"Jan"},{"first_name":"Jan","last_name":"vom Brocke","full_name":"vom Brocke, Jan"}],"publication_identifier":{"issn":["14228890"]},"year":"2019","title":"Conceptualizing smart service systems","doi":"10.1007/s12525-017-0270-5","language":[{"iso":"eng"}],"project":[{"call_identifier":"MSCA-RISE-2014","_id":"1070","grant_number":"645751","name":"RISE_BPM: Propelling Business Process Management by Research and Innovation Staff Exchange"}],"quality_controlled":"1","citation":{"ieee":"D. Beverungen, O. Müller, M. Matzner, J. Mendling, and J. vom Brocke, “Conceptualizing smart service systems,” <i>Electronic Markets</i>, vol. 29, pp. 7–18, 2019, doi: <a href=\"https://doi.org/10.1007/s12525-017-0270-5\">10.1007/s12525-017-0270-5</a>.","apa":"Beverungen, D., Müller, O., Matzner, M., Mendling, J., &#38; vom Brocke, J. (2019). Conceptualizing smart service systems. <i>Electronic Markets</i>, <i>29</i>, 7–18. <a href=\"https://doi.org/10.1007/s12525-017-0270-5\">https://doi.org/10.1007/s12525-017-0270-5</a>","chicago":"Beverungen, Daniel, Oliver Müller, Martin Matzner, Jan Mendling, and Jan vom Brocke. “Conceptualizing Smart Service Systems.” <i>Electronic Markets</i> 29 (2019): 7–18. <a href=\"https://doi.org/10.1007/s12525-017-0270-5\">https://doi.org/10.1007/s12525-017-0270-5</a>.","short":"D. Beverungen, O. Müller, M. Matzner, J. Mendling, J. vom Brocke, Electronic Markets 29 (2019) 7–18.","mla":"Beverungen, Daniel, et al. “Conceptualizing Smart Service Systems.” <i>Electronic Markets</i>, vol. 29, SpringerNature, 2019, pp. 7–18, doi:<a href=\"https://doi.org/10.1007/s12525-017-0270-5\">10.1007/s12525-017-0270-5</a>.","bibtex":"@article{Beverungen_Müller_Matzner_Mendling_vom Brocke_2019, title={Conceptualizing smart service systems}, volume={29}, DOI={<a href=\"https://doi.org/10.1007/s12525-017-0270-5\">10.1007/s12525-017-0270-5</a>}, journal={Electronic Markets}, publisher={SpringerNature}, author={Beverungen, Daniel and Müller, Oliver and Matzner, Martin and Mendling, Jan and vom Brocke, Jan}, year={2019}, pages={7–18} }","ama":"Beverungen D, Müller O, Matzner M, Mendling J, vom Brocke J. Conceptualizing smart service systems. <i>Electronic Markets</i>. 2019;29:7-18. doi:<a href=\"https://doi.org/10.1007/s12525-017-0270-5\">10.1007/s12525-017-0270-5</a>"},"file_date_updated":"2024-04-18T12:53:07Z","has_accepted_license":"1","jel":["L8"],"status":"public","volume":29,"ddc":["380"],"user_id":"59677","publisher":"SpringerNature","_id":"4684","page":"7-18"},{"user_id":"51811","volume":27,"page":"887-904","_id":"53987","publisher":"Springer Science and Business Media LLC","status":"public","citation":{"chicago":"Toloo, Mehdi, Madjid Tavana, and Francisco J. Santos-Arteaga. “An Integrated Data Envelopment Analysis and Mixed Integer Non-Linear Programming Model for Linearizing the Common Set of Weights.” <i>Central European Journal of Operations Research</i> 27, no. 4 (2019): 887–904. <a href=\"https://doi.org/10.1007/s10100-017-0510-y\">https://doi.org/10.1007/s10100-017-0510-y</a>.","short":"M. Toloo, M. Tavana, F.J. Santos-Arteaga, Central European Journal of Operations Research 27 (2019) 887–904.","apa":"Toloo, M., Tavana, M., &#38; Santos-Arteaga, F. J. (2019). An integrated data envelopment analysis and mixed integer non-linear programming model for linearizing the common set of weights. <i>Central European Journal of Operations Research</i>, <i>27</i>(4), 887–904. <a href=\"https://doi.org/10.1007/s10100-017-0510-y\">https://doi.org/10.1007/s10100-017-0510-y</a>","ieee":"M. Toloo, M. Tavana, and F. J. Santos-Arteaga, “An integrated data envelopment analysis and mixed integer non-linear programming model for linearizing the common set of weights,” <i>Central European Journal of Operations Research</i>, vol. 27, no. 4, pp. 887–904, 2019, doi: <a href=\"https://doi.org/10.1007/s10100-017-0510-y\">10.1007/s10100-017-0510-y</a>.","ama":"Toloo M, Tavana M, Santos-Arteaga FJ. An integrated data envelopment analysis and mixed integer non-linear programming model for linearizing the common set of weights. <i>Central European Journal of Operations Research</i>. 2019;27(4):887-904. doi:<a href=\"https://doi.org/10.1007/s10100-017-0510-y\">10.1007/s10100-017-0510-y</a>","bibtex":"@article{Toloo_Tavana_Santos-Arteaga_2019, title={An integrated data envelopment analysis and mixed integer non-linear programming model for linearizing the common set of weights}, volume={27}, DOI={<a href=\"https://doi.org/10.1007/s10100-017-0510-y\">10.1007/s10100-017-0510-y</a>}, number={4}, journal={Central European Journal of Operations Research}, publisher={Springer Science and Business Media LLC}, author={Toloo, Mehdi and Tavana, Madjid and Santos-Arteaga, Francisco J.}, year={2019}, pages={887–904} }","mla":"Toloo, Mehdi, et al. “An Integrated Data Envelopment Analysis and Mixed Integer Non-Linear Programming Model for Linearizing the Common Set of Weights.” <i>Central European Journal of Operations Research</i>, vol. 27, no. 4, Springer Science and Business Media LLC, 2019, pp. 887–904, doi:<a href=\"https://doi.org/10.1007/s10100-017-0510-y\">10.1007/s10100-017-0510-y</a>."},"doi":"10.1007/s10100-017-0510-y","language":[{"iso":"eng"}],"publication_status":"published","date_updated":"2024-05-06T16:38:41Z","intvolume":"        27","year":"2019","title":"An integrated data envelopment analysis and mixed integer non-linear programming model for linearizing the common set of weights","author":[{"full_name":"Toloo, Mehdi","first_name":"Mehdi","last_name":"Toloo"},{"full_name":"Tavana, Madjid","first_name":"Madjid","last_name":"Tavana","id":"31858"},{"last_name":"Santos-Arteaga","first_name":"Francisco J.","full_name":"Santos-Arteaga, Francisco J."}],"publication_identifier":{"issn":["1435-246X","1613-9178"]},"type":"journal_article","department":[{"_id":"277"}],"date_created":"2024-05-06T16:32:38Z","issue":"4","publication":"Central European Journal of Operations Research"},{"doi":"10.1007/s00521-017-3115-4","language":[{"iso":"eng"}],"date_updated":"2024-05-06T16:38:47Z","publication_status":"published","intvolume":"        31","title":"A tuned hybrid intelligent fruit fly optimization algorithm for fuzzy rule generation and classification","year":"2019","author":[{"full_name":"Mousavi, Seyed Mohsen","last_name":"Mousavi","first_name":"Seyed Mohsen"},{"id":"31858","first_name":"Madjid","last_name":"Tavana","full_name":"Tavana, Madjid"},{"full_name":"Alikar, Najmeh","last_name":"Alikar","first_name":"Najmeh"},{"first_name":"Mostafa","last_name":"Zandieh","full_name":"Zandieh, Mostafa"}],"publication_identifier":{"issn":["0941-0643","1433-3058"]},"type":"journal_article","department":[{"_id":"277"}],"date_created":"2024-05-06T16:27:01Z","publication":"Neural Computing and Applications","issue":"3","user_id":"51811","volume":31,"page":"873-885","_id":"53976","publisher":"Springer Science and Business Media LLC","status":"public","citation":{"short":"S.M. 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