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We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility…

计量经济学 · 经济学 2018-11-15 Andrea Bastianin , Matteo Manera

Previous studies in predicting crash risks primarily associated the number or likelihood of crashes on a road segment with traffic parameters or geometric characteristics, usually neglecting the impact of vehicles' continuous movement and…

机器学习 · 计算机科学 2025-07-03 Tianheng Zhu , Ling Wang , Yiheng Feng , Wanjing Ma , Mohamed Abdel-Aty

Traffic safety at intersections is studied quantitatively using methods from Statistical Mechanics on the basis of simple microscopic traffic flow models. In order to determine a relationship between traffic flow and the number of crashes,…

统计力学 · 物理学 2023-11-17 Andreas Leich , Ronald Nippold , Andreas Schadschneider , Peter Wagner

We study the analysis of all the movements of the population on the basis of their mobility from one node to another, to observe, measure, and predict the impact of traffic according to this mobility. The frequency of congestion on roads…

物理与社会 · 物理学 2024-11-14 Henock M. Mboko , Mouhamadou A. M. T. Balde , Babacar M. Ndiaye

In this empirical paper we show that in the months following a crash there is a distinct connection between the fall of stock prices and the increase in the range of interest rates for a sample of bonds. This variable, which is often…

统计力学 · 物理学 2009-10-31 B. M. Roehner

This paper examines how natural gas supply shocks affect Italian firms' pricing decisions and inflation expectations using quarterly survey data from the Bank of Italy's Survey on Inflation and Growth Expectations (SIGE). We identify…

综合经济学 · 经济学 2025-12-09 Giuseppe Pagano Giorgianni

We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has coefficients that are functions of supply and demand. We…

理论经济学 · 经济学 2020-08-26 Carey Caginalp , Gunduz Caginalp

In recent years, automotive technology has made a steady progress. In particular, Advanced Driver Assistance System (ADAS) has enabled many safety features in commercial vehicles, for instance, pedestrian detection, lane keeping assist,…

系统与控制 · 电气工程与系统科学 2022-12-26 Avinash Prabu , Lingxi Li , Brian King , Yaobin Chen

The COVID-19 pandemic has severely affected many aspects of people's daily lives. While many countries are in a re-opening stage, some effects of the pandemic on people's behaviors are expected to last much longer, including how they choose…

社会与信息网络 · 计算机科学 2021-02-19 Mark Beliaev , Erdem Bıyık , Daniel A. Lazar , Woodrow Z. Wang , Dorsa Sadigh , Ramtin Pedarsani

Traffic congestion has large economic and social costs. The introduction of autonomous vehicles can potentially reduce this congestion by increasing road capacity via vehicle platooning and by creating an avenue for influencing people's…

多智能体系统 · 计算机科学 2021-06-10 Erdem Bıyık , Daniel A. Lazar , Ramtin Pedarsani , Dorsa Sadigh

With the rapid development of urbanization, the boom of vehicle numbers has resulted in serious traffic accidents, which led to casualties and huge economic losses. The ability to predict the risk of traffic accident is important in the…

计算机与社会 · 计算机科学 2018-04-17 Honglei Ren , You Song , Jingwen Wang , Yucheng Hu , Jinzhi Lei

The dissertation investigates the application of Probabilistic Graphical Models (PGMs) in forecasting the price of Crude Oil. This research is important because crude oil plays a very pivotal role in the global economy hence is a very…

交易与市场微观结构 · 定量金融 2018-05-01 Danish A. Alvi

We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…

统计方法学 · 统计学 2024-03-11 William Torous , Florian Gunsilius , Philippe Rigollet

Improving road safety is hugely important with the number of deaths on the world's roads remaining unacceptably high; an estimated 1.35 million people die each year (WHO, 2020). Current practice for treating collision hotspots is almost…

应用统计 · 统计学 2023-02-02 Nicola Hewett , Andrew Golightly , Lee Fawcett , Neil Thorpe

Roadway traffic accidents represent a global health crisis, responsible for over a million deaths annually and costing many countries up to 3% of their GDP. Traditional traffic safety studies often examine risk factors in isolation,…

计算机视觉与模式识别 · 计算机科学 2025-11-10 Ahmad Elallaf , Nathan Jacobs , Xinyue Ye , Mei Chen , Gongbo Liang

Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…

统计方法学 · 统计学 2025-07-03 Susanne Dandl , Torsten Hothorn

Different factors have effects on traffic crashes and crash-related injuries. These factors include segment characteristics, crash-level characteristics, occupant level characteristics, environment characteristics, and vehicle level…

机器学习 · 计算机科学 2023-01-06 Mehdi Moeinaddini , Mozhgan Pourmoradnasseri , Amnir Hadachi , Mario Cools

We consider analyzing traffic accident patterns using both road network data and satellite images aligned to road graph nodes. Previous work for predicting accident occurrences relies primarily on road network structural features while…

机器学习 · 计算机科学 2026-05-15 Ziniu Zhang , Minxuan Duan , Haris N. Koutsopoulos , Hongyang R. Zhang

This research aims to evaluate the performance of the rotors and study the behavior of the human driver in interacting with the rotors. In recent years, rotors have been increasingly used between countries due to their safety, capacity, and…

机器学习 · 计算机科学 2023-09-27 Tasnim M. Dwekat , Ayda A. Almsre , Huthaifa I. Ashqar

Transportation provides access to employment opportunities and essential services such as healthcare services; while urban areas have various transportation options, the situation differs in rural areas. Rural residents often have longer…

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