47 citations · 157 across the 29 of their papers we have counts for
5 papers · 1 filter
Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
Giampiero Gallo, Ostap Okhrin, Giuseppe Storti
This paper compares the accuracy of tail risk forecasts with a focus on including realized skewness and kurtosis in "additive" and "multiplicative" models. Utilizing a panel of 960…
An open-source framework for data-driven trajectory extraction from AIS data -- the -method
Niklas Paulig, Ostap Okhrin
Ship trajectories from Automatic Identification System (AIS) messages are important in maritime safety, domain awareness, and algorithmic testing. Although the specifications for t…
Leader-Follower Identification with Vehicle-Following Calibration for Non-Lane-Based Traffic
Mihir Mandar Kulkarni, Ankit Anil Chaudhari, Karthik K. Srinivasan +3
Most car-following models were originally developed for lane-based traffic. Over the past two decades, efforts have been made to calibrate car-following models for non-lane-based t…
Autonomous Driving Small-Scale Cars: A Survey of Recent Development
Dianzhao Li, Paul Auerbach, Ostap Okhrin
While engaging with the unfolding revolution in autonomous driving, a challenge presents itself, how can we effectively raise awareness within society about this transformative tre…
Self-organized free-flight arrival for urban air mobility
Martin Waltz, Ostap Okhrin, Michael Schultz
Urban air mobility is an innovative mode of transportation in which electric vertical takeoff and landing (eVTOL) vehicles operate between nodes called vertiports. We outline a sel…