@article{41518, author = {{Tillmann, Wolfgang and Hagen, Leif and Garthe, Kai-Uwe and Hoyer, Kay-Peter and Schaper, Mirko}}, issn = {{0933-5137}}, journal = {{Materialwissenschaft und Werkstofftechnik}}, keywords = {{Mechanical Engineering, Mechanics of Materials, Condensed Matter Physics, General Materials Science}}, number = {{11}}, pages = {{1452--1464}}, publisher = {{Wiley}}, title = {{{Effect of substrate pre‐treatment on the low cycle fatigue performance of tungsten carbide‐cobalt coated additive manufactured 316 L substrates}}}, doi = {{10.1002/mawe.202000109}}, volume = {{51}}, year = {{2020}}, } @article{41520, author = {{Wu, Haoran and Bill, T. and Teng, Z.J. and Pramanik, Sudipta and Hoyer, Kay-Peter and Schaper, Mirko and Starke, Peter}}, issn = {{0921-5093}}, journal = {{Materials Science and Engineering: A}}, keywords = {{Mechanical Engineering, Mechanics of Materials, Condensed Matter Physics, General Materials Science}}, publisher = {{Elsevier BV}}, title = {{{Characterization of the fatigue behaviour for SAE 1045 steel without and with load-free sequences based on non-destructive, X-ray diffraction and transmission electron microscopic investigations}}}, doi = {{10.1016/j.msea.2020.139597}}, volume = {{794}}, year = {{2020}}, } @article{41522, author = {{Andreiev, Anatolii and Hoyer, Kay-Peter and Grydin, Olexandr and Frolov, Yaroslav and Schaper, Mirko}}, issn = {{0933-5137}}, journal = {{Materialwissenschaft und Werkstofftechnik}}, keywords = {{Mechanical Engineering, Mechanics of Materials, Condensed Matter Physics, General Materials Science}}, number = {{4}}, pages = {{517--530}}, publisher = {{Wiley}}, title = {{{Degradable silver‐based alloys}}}, doi = {{10.1002/mawe.201900191}}, volume = {{51}}, year = {{2020}}, } @article{46636, author = {{Böhm, Eva and Eggert, Andreas and Terho, Harri and Ulaga, Wolfgang and Haas, Alexander}}, issn = {{0885-3134}}, journal = {{Journal of Personal Selling and Sales Management}}, keywords = {{Management of Technology and Innovation, Human Factors and Ergonomics}}, number = {{3}}, pages = {{180--197}}, publisher = {{Informa UK Limited}}, title = {{{Drivers and outcomes of salespersons’ value opportunity recognition competence in solution selling}}}, doi = {{10.1080/08853134.2020.1778484}}, volume = {{40}}, year = {{2020}}, } @article{51203, author = {{Köhler, Daniel and Kupfer, Robert and Gude, Maik}}, issn = {{2666-3309}}, journal = {{Journal of Advanced Joining Processes}}, keywords = {{Mechanical Engineering, Mechanics of Materials, Engineering (miscellaneous), Chemical Engineering (miscellaneous)}}, publisher = {{Elsevier BV}}, title = {{{Clinching in in-situ CT—A numerical study on suitable tool materials}}}, doi = {{10.1016/j.jajp.2020.100034}}, volume = {{2}}, year = {{2020}}, } @inproceedings{15368, abstract = {{Service Level Agreements are essential tools enabling clients and telco operators to specify required quality of service. The 5GTANGO NFV platform enables SLAs through policies and custom service lifecycle management components. This allows the operator to trigger certain lifecycle management events for a service, and the network service developer to define how to execute such events (e.g., how to scale). In this demo we will demonstrate this unique 5GTANGO concept using an elastic proxy service supported by a high availability SLA enforced through a range of traffic regimes.}}, author = {{Soenen, Thomas and Vicens, Felipe and Bonnet, José and Parada, Carlos and Kapassa, Evgenia and Touloupou, Marious and Fotopulou, Eleni and Zafeiropoulos, Anastasios and Pol, Ana and Kolometsos, Stavros and Xilouris, George and Alemany, Pol and Vilalta, Ricard and Trakadas, Panos and Karkazis, Panos and Peuster, Manuel and Tavernier, Wouter}}, booktitle = {{2019 IFIP/IEEE Symposium on Integrated Network and Service Management (IM)}}, issn = {{1573-0077}}, keywords = {{5G mobile communication, contracts, quality of service, telecommunication traffic, virtualisation, custom service lifecycle management components, lifecycle management events, network service developer, elastic proxy service, SLA-controlled proxy service, customisable MANO, operator policies, Service Level Agreements, unique 5G TANGO concept, 5G TANGO NFV platform, quality of service, traffic regimes, high availability SLA, Monitoring, Probes, Portals, Quality of service, Tools, Servers, Graphical user interfaces}}, location = {{Arlington, VA, USA, USA}}, pages = {{707--708}}, title = {{{SLA-controlled Proxy Service Through Customisable MANO Supporting Operator Policies}}}, year = {{2019}}, } @techreport{13137, abstract = {{Non-GAAP reporting is under debate as managers may opportunistically inflate non-GAAP earnings. By separating firms into groups based on exclusions of recurring expenses before material restatements occur this paper investigates whether market participants are misled based on ex-ante non-GAAP reporting. The results show a decline in cumulative abnormal returns (–11.8% aggressive non-GAAP Reporting vs. –2.7% non-aggressive non-GAAP reporting), reduction in overvaluation (–22.18% vs. no decline) and losses in the earnings response coefficient (–51.8% vs. no significant decline) for firms with prior aggressive non-GAAP reporting. Further, we document that investors are less responsive to aggressively reported non-GAAP earnings ex-post, indicating that increased attention enhances investor’s ability to see through the quality of non-GAAP exclusions. }}, author = {{Müller, Jens and Sievers, Sönke and Mehring, Oliver and Sofilkanitsch, Christian}}, keywords = {{Keywords: non-GAAP reporting, restatements, information content of earnings, firm value, overvaluation}}, pages = {{65}}, title = {{{Non-GAAP Reporting and Investor Attention: Are Investors Misled by Exclusions of Recurring Expenses from Non-GAAP Earnings before Restatement Announcements?}}}, year = {{2019}}, } @techreport{13146, abstract = {{Employing a sample of 492 merger and acquisition (M&A) announcements from 284 acquirers across North America and Europe between 2005 and 2018, this study analyzes the impact of M&A announcements on an acquirers abnormal CDS spread changes. We find that spreads from CDS which are written on acquirers increase by 310 bps during a symmetric five-day event window suggesting that investors expect an increase in the acquirers credit risk exposure due to M&As. Next to this baseline finding, we conduct a large variety of sensitivity analyses to gain more insight into the driving factors of the rising risk perception of CDS investors due to M&A announcements.}}, author = {{Hippert, Benjamin}}, keywords = {{credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study}}, title = {{{The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS spread changes}}}, year = {{2019}}, } @article{4562, abstract = {{Employing main and sector-specific investment-grade CDS indices from the North American and European CDS market and performing mean-variance out-of-sample analyses for conservative and aggressive investors over the period from 2006 to 2014, this paper analyzes portfolio benefits of adding corporate CDS indices to a traditional financial portfolio consisting of stock and sovereign bond indices. As a baseline result, we initially find an increase in portfolio (downside) risk-diversification when adding CDS indices, which is observed irrespective of both CDS markets, investor-types and different sub-periods, including the global financial crisis and European sovereign debt crisis. In addition, the analysis reveals higher portfolio excess returns and performance in CDS index portfolios, however, these effects clearly differ between markets, investor-types and sub-periods. Overall, portfolio benefits of adding CDS indices mainly result from the fact that institutional investors replace sovereign bond indices rather than stock indices by CDS indices due to better risk-return characteristics. Our baseline findings remain robust under a variety of robustness checks. Results from sensitivity analyses provide further important implications for institutional investors with a strategic focus on a long-term conservative portfolio management.}}, author = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}}, journal = {{Review of Derivatives Research }}, keywords = {{Corporate credit default swap indices, Mean-variance asset allocation, Out-of-sample portfolio optimization, Portfolio risk-diversification, Portfolio performance evaluation}}, number = {{2}}, pages = {{203--259}}, title = {{{Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe}}}, doi = {{https://doi.org/10.1007/s11147-018-9148-8}}, volume = {{22}}, year = {{2019}}, } @article{34829, author = {{Hanusch, Maximilian}}, issn = {{1435-5337}}, journal = {{Forum Mathematicum}}, keywords = {{regularity of Lie groups, differentiability of the evolution map}}, number = {{5}}, pages = {{1139--1177}}, publisher = {{Walter de Gruyter GmbH}}, title = {{{Differentiability of the evolution map and Mackey continuity}}}, doi = {{10.1515/forum-2018-0310}}, volume = {{31}}, year = {{2019}}, } @techreport{29314, abstract = {{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.}}, author = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}}, keywords = {{banking, outstanding CDS net notional, determinants of bank CDS trading}}, title = {{{Determinants of CDS trading on major banks}}}, year = {{2019}}, } @techreport{13145, abstract = {{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. }}, author = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}}, keywords = {{banking, outstanding CDS net notional, determinants of bank CDS trading}}, title = {{{Determinants of CDS trading on major banks}}}, year = {{2019}}, } @techreport{5170, abstract = {{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-specifi c, fundamental bank-speci fic as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We fi nd 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.}}, author = {{Hippert, Benjamin and Uhde, André}}, keywords = {{banking, outstanding CDS net notional, determinants of bank CDS trading}}, title = {{{Determinants of CDS trading on major banks}}}, year = {{2019}}, } @techreport{15392, abstract = {{Employing a sample of 492 merger and acquisition (M&A) announcements from 284 acquirers across North America and Europe between 2005 and 2018, this study analyzes the impact of M&A announcements on an acquirers abnormal CDS spread changes. We nd that spreads from CDS which are written on acquirers increase by 310 bps during a symmetric ve-day event window suggesting that investors expect an increase in the acquirers credit risk exposure due to M&As. Next to this baseline nding, we conduct a large variety of sensitivity analyses to gain more insight into the driving factors of the rising risk perception of CDS investors due to M&A announcements.}}, author = {{Uhde, André and Hippert, Benjamin}}, keywords = {{credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study}}, title = {{{The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS-Spread changes}}}, year = {{2019}}, } @article{4684, abstract = {{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.}}, author = {{Beverungen, Daniel and Müller, Oliver and Matzner, Martin and Mendling, Jan and vom Brocke, Jan}}, issn = {{14228890}}, journal = {{Electronic Markets}}, keywords = {{Boundary object, Internet of things, Service science, Smart products, Smart service}}, pages = {{7--18}}, publisher = {{SpringerNature}}, title = {{{Conceptualizing smart service systems}}}, doi = {{10.1007/s12525-017-0270-5}}, volume = {{29}}, year = {{2019}}, } @article{43163, author = {{Schmal, Christopher and Meschut, Gerson and Buhl, Nico}}, issn = {{0043-2288}}, journal = {{Welding in the World}}, keywords = {{Metals and Alloys, Mechanical Engineering, Mechanics of Materials}}, number = {{2}}, pages = {{541--550}}, publisher = {{Springer Science and Business Media LLC}}, title = {{{Joining of high strength aluminum alloys by refill friction stir spot welding (III-1854-18)}}}, doi = {{10.1007/s40194-018-00690-0}}, volume = {{63}}, year = {{2019}}, } @article{43020, author = {{Schmidt, H.C. and Homberg, W. and Orive, A.G. and Grundmeier, G. and Duderija, B. and Hordych, I. and Herbst, S. and Nürnberger, F. and Maier, H.J.}}, issn = {{0933-5137}}, journal = {{Materialwissenschaft und Werkstofftechnik}}, keywords = {{Mechanical Engineering, Mechanics of Materials, Condensed Matter Physics, General Materials Science}}, number = {{8}}, pages = {{924--939}}, publisher = {{Wiley}}, title = {{{Joining of blanks by cold pressure welding: Incremental rolling and strategies for surface activation and heat treatment}}}, doi = {{10.1002/mawe.201900031}}, volume = {{50}}, year = {{2019}}, } @article{41524, author = {{Engelkemeier, Katja and Lindner, Jörg K N and Bürger, Julius and Vaupel, Kathrin and Hartmann, Marc and Tiemann, Michael and Hoyer, Kay-Peter and Schaper, Mirko}}, issn = {{0957-4484}}, journal = {{Nanotechnology}}, keywords = {{Electrical and Electronic Engineering, Mechanical Engineering, Mechanics of Materials, General Materials Science, General Chemistry, Bioengineering}}, number = {{9}}, publisher = {{IOP Publishing}}, title = {{{Nano-architectural complexity of zinc oxide nanowall hollow microspheres and their structural properties}}}, doi = {{10.1088/1361-6528/ab55bc}}, volume = {{31}}, year = {{2019}}, } @article{43019, author = {{Schmidt, H.C. and Homberg, W. and Orive, A.G. and Grundmeier, G. and Duderija, B. and Hordych, I. and Herbst, S. and Nürnberger, F. and Maier, H.J.}}, issn = {{0933-5137}}, journal = {{Materialwissenschaft und Werkstofftechnik}}, keywords = {{Mechanical Engineering, Mechanics of Materials, Condensed Matter Physics, General Materials Science}}, number = {{8}}, pages = {{924--939}}, publisher = {{Wiley}}, title = {{{Joining of blanks by cold pressure welding: Incremental rolling and strategies for surface activation and heat treatment}}}, doi = {{10.1002/mawe.201900031}}, volume = {{50}}, year = {{2019}}, } @inbook{2322, abstract = {{The vision of On-The-Fly Computing is an automatic composition of existing software services. Based on natural language software descriptions, end users will receive compositions tailored to their needs. For this reason, the quality of the initial software service description strongly determines whether a software composition really meets the expectations of end users. In this paper, we expose open NLP challenges needed to be faced for service composition in On-The-Fly Computing.}}, author = {{Bäumer, Frederik Simon and Geierhos, Michaela}}, booktitle = {{Proceedings of the 23rd International Conference on Natural Language and Information Systems}}, editor = {{Silberztein, Max and Atigui, Faten and Kornyshova, Elena and Métais, Elisabeth and Meziane, Farid }}, isbn = {{978-3-319-91946-1}}, keywords = {{Requirements Extraction, Temporal Reordering of Software Functions, Inaccuracy Compensation}}, location = {{Paris, France}}, pages = {{509--513}}, publisher = {{Springer}}, title = {{{How to Deal with Inaccurate Service Descriptions in On-The-Fly Computing: Open Challenges}}}, doi = {{10.1007/978-3-319-91947-8_53}}, volume = {{10859}}, year = {{2018}}, }