Eldorado - Repositorium der TU Dortmund

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Bei diesem Service handelt es sich um das Institutionelle Repositorium der Technischen Universität Dortmund. Hier werden Ressourcen aus und für Lehre, Studium und Forschung gespeichert, erschlossen und der Öffentlichkeit zugänglich gemacht.

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Aktuellste Veröffentlichungen

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    A robust test for equal predictive accuracy
    (2026) Demetrescu, Matei; Hanck, Christoph; Hoga, Yannick
    This paper studies what we call a "robust" Diebold–Mariano type test. The unique feature of our test is that - even in the absence of any knowledge of the forecasting method - it is robust to estimation noise in the forecasts, i.e., size is kept irrespective of estimation effects induced by model fitting. We obtain this feature by a test statistic that is based on rolling-window means whose length is a vanishing fraction of the total evaluation sample. This leads to non-standard Gumbel limit laws. Other desirable features of our test are that it is easily robustified against time-varying volatility, and that it naturally uncovers time-varying differences in predictive ability under the alternative. Simulations demonstrate the benefits of our multiply robust implementation vis-à-vis several competitors. An empirical application to forecasts for several variables, horizons, vintages and methods from the Survey of Professional Forecasters illustrates the relevance of the new approach, allowing us to identify forecasters with superior models. Such conclusions are in fact impossible to infer by extant tests, since information on the models and estimation procedures behind the forecasts are typically proprietary and, hence, estimation effects cannot be factored out.
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    Analyzing Paroli and Let-It-Ride Betting Systems: Expected Gain, Variance, and Risk Measures in Roulette
    (2026-06-24) Pflaumer, Peter
    This study presents a comprehensive analysis of the Paroli (reverse Martingale) and Let-It-Ride betting systems in roulette, combining exact analytical formulas, recursive sequence methods, and Monte Carlo simulations to quantify expected gain, variance, and normalized risk measures. We derive closed-form expressions for net gain, total wager, and associated risk metrics, enabling systematic comparisons across sequences and bet sizes. A key theoretical insight is that Paroli constitutes a mathematical mirror of the classical Martingale system: their performance formulas are related by swapping win and loss probabilities. In the fair-game limit, Paroli and Martingale are statistically equivalent, with identical moments, differing only in whether bets increase after wins or losses. Extending this framework to Let-It-Ride variants, we analyze covariances and correlations between gain and total wager to characterize the risk structure of each system. Sequence-based tables illustrate outcome distributions, while simulations validate analytical results and highlight comparative volatility. Our findings confirm that, although Paroli and Let-It-Ride strategies can generate large individual gains, the underlying house edge remains unchanged.
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    A finite element framework for thermo‐mechanically coupled gradient‐enhanced damage formulations
    (Wiley, 2024-09-16) Sobisch, Lennart; Kaiser, Tobias; Menzel, Andreas
    The solution of coupled multi-field problems by means of commercially available finite element codes such as Abaqus constitutes an important part in the study of industrial processes. Against this background, a comprehensive implementation framework for a gradient-enhanced continuum damage formulation in a thermo-mechanically coupled finite deformation setting is proposed in this contribution. To assess the applicability of the implementation framework to industrial processes, a thermo-mechanically coupled, gradient-enhanced ductile damage model is exemplarily employed. The resulting three-field problem, consisting of the balance of linear momentum, the heat equation and the balance of micromorphic momentum, is implemented based on an Abaqus user material by making use of a novel two-instance formulation. Representative simulation results are discussed, with the specific focus lying on the application to manufacturing processes involving complex contact interactions. The Abaqus framework is made available as an open-source code on GitHub, see Sobisch et al., Finite Elements in Analysis and Design 232 (2024) 104105.
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    Allostery at a protein‐protein interface harboring an intermolecular motional network
    (Wiley, 2024-08-19) Medina Gomez, Sara; Gonzalez, Tye I.; Vasa, Suresh K.; Linser, Rasmus
    Motional properties of proteins govern recognition, catalysis, and regulation. The dynamics of tightly interacting residues can form intramolecular dynamic networks, dependencies fine-tuned by evolution to optimize a plethora of functional aspects. The constructive interaction of residues from different proteins to assemble intermolecular dynamic networks is a similarly likely case but has escaped thorough experimental assessment due to interfering association/dissociation dynamics. Here, we use fast-MAS solid-state 15N R1ρ NMR relaxation dispersion aided by molecular-dynamics simulations to mechanistically assess the hierarchy of individual μs timescale motions arising from a crystal-crystal contact, in the absence of translational motion. In contrast to the monomer, where particular mutations entail isolated perturbations, specific intermolecular interactions couple the motional properties between distant residues in the same protein. The mechanistic insights obtained from this conceptual work may improve our understanding on how intramolecular allostery can be tuned by intermolecular interactions via assembly of dynamic networks from previously isolated elements.