Extending the Heston model to forecast motor vehicle collision rates.

  title={Extending the Heston model to forecast motor vehicle collision rates.},
  author={Darren Shannon and Grigorios Fountas},
  journal={Accident; analysis and prevention},
SARIMA Modelling Approach for Forecasting of Traffic Accidents
The study found that the time series of traffic accidents in the city of Belgrade has a pronounced seasonal character and the model presented in the paper has a mean absolute percentage error (MAPE) of 5.22% and can be seen as an indicator that the prognosis is acceptably accurate.
Can the Heston Model Forecast Energy Generation? A Systematic Literature Review
The ability to predict the price of stock exchange assets has attracted the attention of economists and physicists around the world, as physical models are useful to predict volatility behaviors.


The Practical Effectiveness of Advanced Driver Assistance Systems at Different Roadway Facilities: System Limitation, Adoption, and Usage
Among the six ADAS systems, BSW/LCW has the most consistent performance among facilities, while LTA is most likely to be affected by facility type, while the conclusion is contrary regarding IMA systems.
Autonomous Vehicle Implementation Predictions: Implications for Transport Planning
This paper explores the impacts that autonomous (also called self-driving, driverless or robotic) vehicles are likely to have on travel demands and transportation planning. It discusses autonomous
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and
A closed-form solution for options with stochastic volatility with applications to bond and currency options. The review of financial studies
  • 1993
Multivariate non‐linear time series modelling of exposure and risk in road safety research
The model is applied in a case-study into the development of a yearly time series of numbers of fatal accidents and numbers of kilometres driven by motor vehicles in the Netherlands between 1961 and 2000 and concludes that the salient features of the observed time series are captured by the model in a satisfactory way.
Temporal instability and the analysis of highway accident data