most citedExtending the Heston Model to Forecast Motor Vehicle Collision Rates

5 citations

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2 papers

stat.AP2021★ 5 cited

Extending the Heston Model to Forecast Motor Vehicle Collision Rates

Darren Shannon, Grigorios Fountas

We present an alternative approach to the forecasting of motor vehicle collision rates. We adopt an oft-used tool in mathematical finance, the Heston Stochastic Volatility model, t…

cs.IT2008

Lower Bounds on the Minimum Pseudodistance for Linear Codes with -ary PSK Modulation over AWGN

Vitaly Skachek, Mark F. Flanagan

We present lower bounds on the minimum pseudocodeword effective Euclidean distance (or minimum "pseudodistance") for coded modulation systems using linear codes with -ary phase-…