most accidents happens because of lack of visibility and not driver’s reaction on time whenan accident occurs. increasing required time for driver’s reaction caused to decreasingaccidents on roadways .intelligent vehicle networks brings enough time for reaction by sendingalert and alternate messages to vehicles on roadway. main propose in this paper is aroundmodulation on reception interval saf...

In this work, we study the problem of online adaptive forecasting for locally stationary Time Varying Autoregressive processes (TVAR). The Normalized Mean Least Squares algorithm (NMLS) is an online stochastic gradient method which has been shown to perform efficiently, provided that the gradient step size is well chosen. This choice highly depends on the smoothness exponent of the evolving par...

We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts. The metrics used include Lower Partial Moments (LPM), Value at Risk (VaR) and Conditional Value at Risk (CVAR). Comparisons are applied to a number of hedging strategies in...