Grundlagenuntersuchung, Entwicklung und Erprobung optischer Sensoren für die Qualitätssicherung und zum Einsatz an Montagerobotern in der flexiblen Montage : Teilprojekt A4

Die dreidimensionale berührungslose Objektvermessung ist eine zentrale Sensoraufgabe in der industriellen Montage und Qualitätssicherung. Hierfür geeignet sind optische Triangulationsverfahren, die sich im Vergleich zu anderen Verfahren durch hohe relative Distanz- und Lateralauflösung sowie geringen apparativen Aufwand auszeichnen

Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks

This paper proposes a multivariate copula-based volatility model for estimating Value-at-Risk (VaR) in the banking sector of selected European countries by combining dynamic conditional correlation (DCC) multivariate GARCH (M-GARCH) volatility model and copula functions. Non-normality in multivariate models is associated with the joint probability of the univariate models' marginal probabilities –the joint probability of large market movements, referred to as tail dependence. In this paper, we use copula functions to model the tail dependence of large market movements and test the validity of our results by performing back-testing techniques. The results show that the copula-based approach provides better estimates than the common methods currently used and captures VaR reasonably well based on the differences in the numbers of exceptions produced during different observation periods at the same confidence level

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model

In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student’s-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis

Quantitative NMR-Spektroskopie als Referenzverfahren in der analytischen Chemie

Die Globalisierung von Handel und Wirtschaft macht es nötig, nationale Analysenergebnisse international gegenseitig anzuerkennen. Dabei kann die Richtigkeit der Analysenwerte durch Ruckführung auf Einheitsnormale mittels Primärmethoden, Zertifizierte Referenzmaterialien (ZRM) und Referenzverfahren gewährleistet werden. Die quantitative hochauflösende 1H-SP-NMR bietet sich aufgrund ihrer ausgezeichneten Selektivität und ihrem Potenzial als relative Primärmethode geradezu als Referenzverfahren an. Für vier wichtige Anwendungsbereiche (Bestimmung von Stoffmengenverhältnissen und -anteilen in mol/mol bzw. mol/mol %, der Reinheitsbestimmung über die Hauptkomponentenanalyse in g/g % und der Gehaltsbestimmung in mg/g) wurden anhand idealer Modellsysteme in Lösung (5-Komponenten: Ethyl-4-toluolsulfonat, [2,2]-Paracyclophan, Durol, Cyclododekan, Oktamethylcyclotetrasiloxan; Maleinsäure; 3-Trimethyl-2,2,3,3-tetradeuteropropionsäure-Natriumsalz (TSP)) die Messgleichungen und vollständigen Unsicherheitsbudgets aufgestellt sowie Arbeitsanweisungen zur quantitativen Aufnahme und Auswertung von 1H-NMR-Messungen erarbeitet. Dazu war für die Reinheits- und Gehaltsbestimmung ein System interner NMR-Standards aufzubauen (ZRM Benzoesäure, Maleinsäure, TSP-Lösung, Durol), das den Forderungen nach metrologischer Rückführung genügte. Zur Minimierung der Messunsicherheit wurden systematisch die Einflüsse gerätespezifischer Parameter und der Auswertung umfangreich untersucht und quantifiziert. Mittels mitorganisierter nationaler und internationaler CCQM-Ringversuche konnten allgemeingültige (unabhängig von der Gerätekonfiguration) Aussagen über die Messunsicherheit der Methoden bzw. Verfahren getroffen werden. Für realitätsbezogene Fragestellungen der Reinheitsbestimmung möglicher Referenzmaterialien für den pharmazeutischen Bereich (Spiraeosid, Thymol, Loganin) sowie von Xylol-Isomeren-Gemischen und der Gehaltsbestimmung 0,1%-iger wässriger Ethanollösungen mussten teilweise die quantitative 1H-entkoppelte 13C-NMR validiert und der quantitative Einsatz der 1H-Wasserunterdrückung (Presaturation) erstmalig entwickelt werden. Um die Güte der quantitativen NMR-Verfahren als Referenzverfahren bewertet zu können, wurde durch Beteiligung an internationalen Ringversuchen auf höchstem metrologischen Niveau (CCQM) deren Messunsicherheiten mit denen anderer analytischer Verfahren verglichen. Es konnten somit vier Referenzverfahren durch Dokumentation der Prüfbereiche, Messunsicherheiten und Einsatzgebiete der quantitativen hochauflösenden 1H- und 13C-NMR formuliert werden.The globalisation of trade and economics makes requires mutual international recognition of analytical measurement results. The trueness of analytical results can be secured by establishing traceability to measurement standards for SI units using primary methods, certified reference materials (CRM) and reference methods. The quantitative high resolution 1H-SP-NMR offers itself as reference method due to its excellent selectivity and its potential as relative primary method. For four important areas of application (determination of amount-of-substance ratios and fractions in mol/mol and mol/mol %, respectively, purity determination by main component analysis in g/g %, and determination of minor component mass fractions in mg/g) the measuring equations and complete uncertainty budgets were set up, and work instructions for the acquisition and evaluation of quantitative 1H-NMR measurements were compiled, on the basis of ideal model systems in solution (5 components: Ethyl-4-toluenesulfonate, [2,2]-Paracyclophane, Durene, Cyclododecane, Octamethylcyclotetrasiloxane; Maleic acid; 3-Trimethyl-2,2,3,3-tetradeuteropropionic acid sodium salt (TSP)). In addition, a system of internal NMR standards had to be built up (CRM benzoic acid, maleic acid, TSP solution, Durene) for the determination of composition and purity, which meets the demands for metrological traceability. For the minimization of measurement uncertainty, the influences of instrument-specific parameters and data evaluation techniques were extensively examined and quantified. By means of national and jointly organized international CCQM intercomparisons generally applicable statements (independent of the measuring system configuration) about the measurement uncertainty for the different methods could be specified. For addressing real-life problems in purity determination of prospective reference substances for the pharmaceutical field (spiraeoside, thymol, loganin) as well as of xylene isomer mixtures and the analysis of 0,1 % aqueous ethanol solutions, the quantitative 1H-decoupled 13C-NMR had to be validated in part and the quantitative application of the 1H water suppression (presaturation) was developed for the first time. In order to estimate the power of quantitative NMR as a reference method, measurement uncertainties were compared with those of other analytical methods by participation in international intercomparisons on the highest metrological level (CCQM). Thus, four reference methods of the quantitative high resolution 1H- and 13C-NMR could be specified in terms of measuring ranges, measurement uncertainties and application fields

Flexible materials with PTC effect: Self-regulating heating systems based on electrically conductive thermoplastic elastomers with positive temperature coefficient (PTC)

Self-regulating heating systems are just one of many possible applications for polymer based positive temperature coefficient (PTC) thermistors. To create an electrically conductive polymer it is necessary to incorporate a conductive filler into the polymer matrix with a filler concentration around the percolation threshold. The specific property of PTC materials is the sharp rise of electrical resistance at an adjustable temperature. The steady state temperature depends on the selected polymer matrix, the applied voltage, the dimensions of the component or the electrodes. Besides this, the PTC effect is reversible. The materials available on the market often have an insufficient flexibility and a poor adhesion to the overmoulded electrodes. In order to solve these issues, the company Allod focuses on the development of flexible materials with PTC effect

Krankenversicherung goes digital – Bereit für den Wandel? : Digital Health und neue Tarifmodelle aus Sicht von Krankenversicherten in Deutschland und der Schweiz

Für Krankenversicherungen bieten digitale Services und darauf basierende, neue Tarifmodelle die Chance, ihr Dienstleistungsangebot zu optimieren und substanziell auszubauen. Digitale Dienste können dazu genutzt werden, das Serviceangebot für Krankenversicherte attraktiver zu gestalten, sich vom Wettbewerb zu differenzieren bzw. die Dienstleistung mit geringerem Verwaltungsaufwand zu erbringen. Wie bei allen technologiegetriebenen Innovationen muss jedoch stets hinterfragt werden, ob und in welchem Masse diese den Kunden Nutzen generieren oder Effizienzsteigerungen zulassen. In Zeiten, in denen das Thema «Digitalisierung» in Fachkreisen omnipräsent ist, soll mit dieser Befragung den Bedürfnissen und Erfahrungen der Kunden Rechnung getragen werden

Bioconversion of Mono- and Sesquiterpenoids by Recombinant Human Cytochrome P450 Monooxygenases

Cytochrome P450 monooxygenases play an important role in the biosynthesis and metabolism of terpenoids. We explored the potential of recombinant human liver cytochrome P450 monooxygenases CYP1A2, CYP2C9, and CYP3A4, heterologously expressed in Escherichia coli, to convert mono- and sesquiterpenoids to human metabolites. This natural product group is a diverse class of secondary metabolites and includes several industrially and pharmaceutically interesting compounds. Incubation of cedrol with CYP3A4 resulted in a bioconversion of 74% (+/- 8.9%) after 1 h of the unknown metabolites 2-hydroxycedrol and 4-hydroxycedrol, which have been structurally elucidated by (1)H and (13)C NMR and GC-MS. We conclude that recombinant human cytochrome P450 enzymes can be useful tools in a combinatorial biosynthesis strategy for the production of new natural products and for in vitro metabolization studies

Ageing study of different types of long-term pressure tested PE pipes by IR-microscopy

Although the lifetime of plastic pipes is commonly determined by hydrostatic pressure tests which measure the mechanical resistance, thermo-oxidative degradation plays an important role in practice. It is, therefore, an important question to monitor the elemental processes occurring during ageing of polymers, namely the loss of stabilising additives and the degradation of the polymer. The diffusion of the phenolic antioxidant AO-18, the processing stabiliser, and changes in polymer morphology during hydrostatic pressure testing, have been systematically studied for pipes made of PE 80 and PE 100 using infrared microscopy in a quantitative manner. For both materials a parabolic concentration profile of AO-18 develops over the pipe wall upon hydrostatic pressure testing. Under comparable conditions of testing the loss rate was larger for the PE 80 than for the PE 100. An annealing of the polymer occurs upon ageing with a similar increase in degree of crystallinity for bot h materials. However, the PE 100 has an overall higher level of crystallinity, and it may be speculated that this is one of the reasons for the slower loss of antioxidant. The results from IR-microscopy are in excellent agreement with analyses of samples taken over the pipe wall by oxidative induction time (OIT) and extraction HPLC. The conversion of the phosphite additive PS-2 to the corresponding phosphate as a result of oxidation has been quantitatively assessed. The total content of phosphate and phosphite was found to be constant, and almost no extraction is seen before 5000 h. GPC analysis of samples taken proves that no significant reduction in average molar mass of the polymer takes place