A multi-agent model of travelers competing to utilize a roadway in time and space is presented in this paper to illustrate the effect of congestion and pricing on traveler behaviors and network equilibrium. To realize the spillover effect among travelers, N-player games are constructed in which...

Abstract: Driving behaviors at intersection are complex because drivers have to perceive more traffic events than normal road driving and thus are exposed to more errors with safety consequences. Drivers make real-time responsesin a stochastic manner. This paper presents our study using Hidden...

Pairs trading is a well-acknowledged speculative investment strategy that is widely used in the financial markets, and distance method is the most commonly implemented pairs trading strategy by traders and hedge funds. However, this approach, which can be seen as a standard linear correlation...