In this paper, we propose a framework to estimate the yield curve in the illiquid market. Within this framework, seven different curve-fitting models are compared from four aspects with the trading data of government bonds listed in the Shanghai Stock Exchange (SSE) of China. We find that the...

This paper discusses a dynamic evacuation network optimization problem that incorporates lane reversal and crossing elimination strategies. These two lane-based planning strategies complement one another by increasing capacity in specific directions through the evacuation network. A bi-level...

This paper presents AVE and CPFR concepts and their characteristics, establishes and analyzes the AVE-based CPFR working flow, and illustrates the content of the grid resource management and the mission in relation to the corresponding grid resource management system. It focuses on the working...

In transportation subnetwork–supernetwork analysis, it is well known that the origin–destination (O–D) flow table of a subnetwork is not only determined by trip generation and distribution, but also a result from traffic routing and diversion, due to the existence of internal–external,...

The multiobjective shortest path problem arises in many transportation and logistics applications, either as a stand-alone network routing problem or a subroutine of a more complex multiobjective network optimization problem. It has been addressed by different solution strategies, including...

In this paper, traffic assignment problems with stochastic travel cost perceptions are reformulated and investigated in a new unconstrained nonlinear programming formulation. The objective function of the unconstrained formulation consists of two terms, in which the first term specifies the...

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...