output
20202024
most citedQuantum computing approach to realistic ESG-friendly stock portfolios

11 citations

7 papers

cs.HC20236 cited

Perception of Line Attributes for Visualization

Anna Sterzik, Nils Lichtenberg, Jana Wilms +3

Line attributes such as width and dashing are commonly used to encode information. However, many questions on the perception of line attributes remain, such as how many levels of a…

physics.flu-dyn20228 cited

The effect of obstacles near a silo outlet on the discharge of soft spheres

Jing Wang, Kirsten Harth, Dmitry Puzyrev +1

Soft smooth particles in silo discharge show peculiar characteristics, including, for example, non-permanent clogging and intermittent flow. This paper describes a study of soft, l…

cs.SI20222 cited

Anonymous Hyperlocal Communities: What do they talk about?

Jens Helge Reelfs, Oliver Hohlfeld, Niklas Henckell

In this paper, we study what users talk about in a plethora of independent hyperlocal and anonymous online communities in a single country: Saudi Arabia (KSA). We base this perspec…

cs.SI20218 cited

Understanding & Predicting User Lifetime with Machine Learning in an Anonymous Location-Based Social Network

Jens Helge Reelfs, Max Bergmann, Oliver Hohlfeld +1

In this work, we predict the user lifetime within the anonymous and location-based social network Jodel in the Kingdom of Saudi Arabia. Jodel's location-based nature yields to the…

astro-ph.IM20203 cited

Wavelength Dependence of Image Quality Metrics and Seeing Parameters and their Relation to Adaptive Optics Performance

Robert Kamlah, Meetu Verma, Andrea Diercke +1

Ground-based solar observations are severely affected by Earth's turbulent atmosphere. As a consequence, observed image quality and prevailing seeing conditions are closely related…

q-fin.ST20207 cited

lCARE -- localizing Conditional AutoRegressive Expectiles

Xiu Xu, Andrija Mihoci, Wolfgang Karl Härdle

We account for time-varying parameters in the conditional expectile-based value at risk (EVaR) model. The EVaR downside risk is more sensitive to the magnitude of portfolio losses…