Real-time traffic flow forecasting is of great importance in the development of advanced
traffic management systems and advanced traveler information systems. Traffic flow is …

Time-series classification is vital in health monitoring and human activity recognition, as well
as in areas such as financial forecasting, process control, and a wide array of forecasting …

The sub-prime crisis in the US reveals the limitation of diversification strategy based on
mean–variance analysis. A regime switch and a turning point can be observed using a high …

In this article, we use half hourly spot electricity prices and load data for the National
Electricity Market (NEM) of Australia for the period from December 1998 to June 2009 to test …

For the very first time a jump diffusion process with Markovian covariates is used for
prognostics and health monitoring. This paper aims to give a methodology for reliability and …

The pourpose of this paper is to propose the Stock Market (SM) volatility estimation method
based on the Higher Order Cumulant (HOC) function, and to apply it to the cases when stock …

The objective of this paper is to introduce a new Realized Volatility (RV) Model. The model
solves the problems of capturing long memory and heavy tales, which persist in current …

Al mercado de derivados acuden ofertantes y demandantes para realizar alguna
transacción sobre el precio base. Estas transacciones se dan en mercados regulados y no …

Aujourd'hui la prédiction des défaillances de certains systèmes industriels est devenue
indispensable pour l'amélioration de la fiabilité et de la rentabilité de ces derniers. Cette …

Testing GARCH and RV Exchange Rate Volatility Models using Hinich Tricorrelations Page 1
Testing GARCH and RV Exchange Rate Volatility Models using Hinich Tricorrelations Sanja S …