Forecasting the demand of an integrated passenger terminal under the capacity constraints of its surrounding roads has always been a challenging problem for urban transportation terminals planning and construction in China. A bi-level model is proposed to forecast the passenger demand of an...

Network dynamics and energy consumption are two important performance issues for energy-constrained Wireless Sensor Networks (WSNs). Current state-of-the-art research is limited to either modeling un-weighted network under some energy constraint or assuming fixed/static network model. In this...

In this paper, we investigate the correlation structure and dynamics of international real estate securities markets by using daily returns of 20 national markets during the period 2006–2012 from a network perspective. We construct the minimum spanning tree (MST), the hierarchical tree (HT),...

In this study, we employ a dynamic time warping method to study the topology of similarity networks among 35 major currencies in international foreign exchange (FX) markets, measured by the minimal spanning tree (MST) approach, which is expected to overcome the synchronous restriction of the...

We investigate the cross-correlations between Renminbi (CNY) and four major currencies (USD, EUR, JPY, and KRW) in the Renminbi currency basket, i.e., the cross-correlations of CNY–USD, CNY–EUR, CNY–JPY, and CNY–KRW. Qualitatively, using a statistical test in analogy to the Ljung-Box...

In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random...

In this paper, based on the detrended fluctuation analysis (DFA) method and the detrended cross-correlation analysis (DCCA) method, we propose an improved method of minimum-variance (MV) hedge ratio, i.e., the detrended minimum-variance (D-MV) hedge ratio, which can measure the hedge ratio at...