5 citations · 7 across the 2 of their papers we have counts for
2 papers
stat.AP2022★ 2 cited
Amending the Heston Stochastic Volatility Model to Forecast Local Motor Vehicle Crash Rates: A Case Study of Washington, D.C
Darren Shannon, Grigorios Fountas
Modelling crash rates in an urban area requires a swathe of data regarding historical and prevailing traffic volumes and crash events and characteristics. Provided that the traffic…
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…