Results 21 to 30 of about 82,495 (263)
Empirical properties of the variety of a financial portfolio and the single-index model [PDF]
, 2000 We investigate the variety of a portfolio of stocks in normal and extreme days of market activity. We show that the variety carries information about the market activity which is not present in the single-index model and we observe that the variety time ...
Lillo, Fabrizio, Mantegna, Rosario N.
core +1 more source
Are Financial Crashes Predictable? [PDF]
, 1998 We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena.
+14 more
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Logistic model for stock market bubbles and anti-bubbles [PDF]
, 2017 Log-periodic power laws often occur as signatures of impending criticality of hierarchical systems in the physical sciences. It has been proposed that similar signatures may be apparent in the price evolution of financial markets as bubbles and the ...
Lynch, Christopher, Mestel, Benjamin
core +1 more source
Data-Driven Estimation of a Driving Safety Tolerance Zone Using Imbalanced Machine Learning
Sensors, 2022 Predicting driving behavior and crash risk in real-time is a problem that has been heavily researched in the past years. Although in-vehicle interventions and gamification features in post-trip dashboards have emerged, the connection between real-time ...
Thodoris Garefalakis +2 more
doaj +1 more source
Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction [PDF]
, 2003 We propose a straightforward extension of our previously proposed log-periodic power law model of the ``anti-bubble'' regime of the USA market since the summer of 2000, in terms of the renormalization group framework to model critical points.
Bouchaud +23 more
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Real-time crash prediction on freeways using data mining and emerging techniques
Journal of Modern Transportation, 2017 Recent advances in intelligent transportation system allow traffic safety studies to extend from historic data-based analyses to real-time applications.
Jinming You, Junhua Wang, Jingqiu Guo
doaj +1 more source
International Journal of Transportation Science and Technology, 2023 The cut-ins (one kind of lane-changing behaviors) have result in severe safety issues, especially at the entrances and exits of urban expressways. Risk prediction and characteristics analysis of cut-ins are part of the essential research for advanced in ...
Tianyang Luo +4 more
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A real-time crash prediction model for the ramp vicinities of urban expressways
IATSS Research, 2013 Ramp vicinities are arguably the known black-spots on urban expressways. There, while maintaining high speed, drivers need to respond to several complex events such as maneuvering, reading road signs, route planning and maintaining safe distance from ...
Moinul Hossain, Yasunori Muromachi
doaj +1 more source
Remote Sensing, 2022 High-output-rate relative positions are required for high-speed safety-critical kinematic-to-kinematic applications such as pre-crash sensing and shipboard landing.
Qingsong Li +4 more
doaj +1 more source
Real-Time Crash Prediction Model for Application to Crash Prevention in Freeway Traffic
Transportation Research Record: Journal of the Transportation Research Board, 2003 The likelihood of a crash or crash potential is significantly affected by the short-term turbulence of traffic flow. For this reason, crash potential must be estimated on a real-time basis by monitoring the current traffic condition. In this regard, a probabilistic real-time crash prediction model relating crash potential to various traffic flow ...
Chris Lee +2 more
openaire +1 more source