http://dl.gi.de/handle/20.500.12116/40413 2026-07-24T20:24:42Z 2026-07-24T20:24:42Z Schneider, Johannes Seidel, Stefan Basalla, Marcus Brocke, Jan http://dl.gi.de/handle/20.500.12116/40415 2023-02-27T10:53:14Z 2023-01-01T00:00:00Z

Reuse, Reduce, Support: Design Principles for Green Data Mining Schneider, Johannes; Seidel, Stefan; Basalla, Marcus; Brocke, Jan This paper reports on a design science research (DSR) study that develops design principles for “green” – more environmentally sustainable – data mining processes. Grounded in the Cross Industry Standard Process for Data Mining (CRISP-DM) and on a review of relevant literature on data mining methods, Green IT, and Green IS, the study identifies eight design principles that fall into the three categories of reuse, reduce, and support. The paper develops an evaluation strategy and provides empirical evidence for the principles’ utility. It suggests that the results can inform the development of a more general approach towards Green Data Science and provide a suitable lens to study sustainable computing.

2023-01-01T00:00:00Z Clapham, Benjamin Haferkorn, Martin Zimmermann, Kai http://dl.gi.de/handle/20.500.12116/40416 2023-02-27T10:53:14Z 2023-01-01T00:00:00Z

The Impact of High-Frequency Trading on Modern Securities Markets Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai High-frequency traders account for a significant part of overall price formation and liquidity provision in modern securities markets. In order to react within microseconds, high-frequency traders depend on specialized low latency infrastructure and fast connections to exchanges, which require significant IT investments. The paper investigates a technical failure of this infrastructure at a major exchange that prevents high-frequency traders from trading at low latency. This event provides a unique opportunity to analyze the impact of high-frequency trading on securities markets. The analysis clearly shows that although the impact on trading volume and the number of trades is marginal, the effects on liquidity and to a lesser extent on price volatility are substantial when high-frequency trading is interrupted. Thus, investments in high-frequency trading technology provide positive economic spillovers to the overall market since they reduce transaction costs not only for those who invest in this technology but for all market participants by enhancing the quality of securities markets.

2023-01-01T00:00:00Z Aalst, Wil M. P. Hinz, Oliver Weinhardt, Christof http://dl.gi.de/handle/20.500.12116/40419 2023-02-27T10:53:14Z 2023-01-01T00:00:00Z

Sustainable Systems Engineering Aalst, Wil M. P.; Hinz, Oliver; Weinhardt, Christof

2023-01-01T00:00:00Z Schreieck, Maximilian Ou, Ange Krcmar, Helmut http://dl.gi.de/handle/20.500.12116/40418 2023-02-27T10:53:14Z 2023-01-01T00:00:00Z

Mini-App Ecosystems Schreieck, Maximilian; Ou, Ange; Krcmar, Helmut

2023-01-01T00:00:00Z