Exploration of Reaction Pathways and Chemical Transformation Networks von Simm, Gregor N, Vaucher, Alain C, Reiher, Markus

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Context-Driven Exploration of Complex Chemical Reaction Networks von Simm, Gregor N, Reiher, Markus

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Error-Controlled Exploration of Chemical Reaction Networks with Gaussian Processes von Simm, Gregor N, Reiher, Markus

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Systematic Error Estimation for Chemical Reaction Energies von Simm, Gregor N, Reiher, Markus

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Heuristics-Guided Exploration of Reaction Mechanisms von Bergeler, Maike, Simm, Gregor N., Proppe, Jonny, Reiher, Markus

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DOCKSTRING: Easy Molecular Docking Yields Better Benchmarks for Ligand Design von García-Ortegón, Miguel, Simm, Gregor N. C., Tripp, Austin J., Hernández-Lobato, José Miguel, Bender, Andreas, Bacallado, Sergio

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What factors drive systemic risk during international financial crises? von Weiß, Gregor N.F., Bostandzic, Denefa, Neumann, Sascha

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Uncertainty quantification for quantum chemical models of complex reaction networks von Proppe, Jonny, Husch, Tamara, Simm, Gregor N, Reiher, Markus

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Systemic risk of insurers around the globe von Bierth, Christopher, Irresberger, Felix, Weiß, Gregor N.F.

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A new set of improved Value-at-Risk backtests von Ziggel, Daniel, Berens, Tobias, Weiß, Gregor N.F., Wied, Dominik

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Systematic microsolvation approach with a cluster‐continuum scheme and conformational sampling von Simm, Gregor N., Türtscher, Paul L., Reiher, Markus

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Error Assessment of Computational Models in Chemistry von Simm, Gregor N, Proppe, Jonny, Reiher, Markus

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Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas von Weiß, Gregor N.F., Supper, Hendrik

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Systemic risk and bank consolidation: International evidence von Weiß, Gregor N.F., Neumann, Sascha, Bostandzic, Denefa

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Liquidity tail risk and credit default swap spreads von Irresberger, Felix, Weiß, Gregor N.F., Gabrysch, Janet, Gabrysch, Sandra

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Explaining bank stock performance with crisis sentiment von Irresberger, Felix, Mühlnickel, Janina, Weiß, Gregor N.F.

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Evaluating Value-at-Risk forecasts: A new set of multivariate backtests von Wied, Dominik, Weiß, Gregor N.F., Ziggel, Daniel

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Extreme dependence in investor attention and stock returns - consequences for forecasting stock returns and measuring systemic risk von Scheffer, Marcus, Weiß, Gregor N. F.

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Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates von Siburg, Karl Friedrich, Stoimenov, Pavel, Weiß, Gregor N.F.

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Derivatives usage, securitization, and the crash sensitivity of bank stocks von Trapp, Rouven, Weiß, Gregor N.F.

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