This study aims to evaluate the impact of pavement physical characteristics on the frequency of single-vehicle run-off-road (ROR) crashes in two-lane separated rural highways. In order to achieve this goal and to introduce the most accurate crash prediction model (CPM), authors have tried to develop generalized linear models, including the Poisson regression (PR), negative binomial regression (...

Given the well known convergence difficulties in fitting log binomial regression with standard GLM software, we implement a direct solution via constrained optimization which avoids the circumventions found in the literature. The use of a log binomial model is motivated by our interest in directly estimating relative risks adjusted for confounders. A Bayesian log binomial regression model is al...

Using backward stochastic difference equations (BSDEs), this paper studies dynamic convex risk measures for risky positions in a simple discretetime, binomial tree model. A relationship between BSDEs and dynamic convex risk measures is developed using nonlinear expectations. The time consistency of dynamic convex risk measures is discussed in the binomial tree framework. A relationship between ...

We consider the problem of efficient coloring of the edges of a so-called binomial tree T, i.e. acyclic graph containing two kinds of edges: those which must have a single color and those which are to be colored with L consecutive colors, where L is an arbitrary integer greater than 1. We give an O(n) time algorithm for optimal coloring of such a tree, where n is the number of vertices of T. Al...

San Fermı́n is a system for aggregating large amounts of data from the nodes of large-scale distributed systems. Each San Fermı́n node individually computes the aggregated result by swapping data with other nodes to dynamically create its own binomial tree. Nodes that fall behind abort their trees, thereby reducing overhead. Having each node create its own binomial tree makes San Fermı́n highly re...

The real estate derivatives market allows participants to manage risk and return from exposure to property, without buying or selling directly the underlying asset. Such market is growing very fast hence the need to rely on simple yet effective pricing models is very great. In order to take into account the real estate market sensitivity to the interest rate term structure in this paper is pres...

We propose an efficient fault-tolerant routing algorithm for hypercube networks with a very large number of faulty nodes. The algorithm is distributed and local-information-based in the sense that each node in the network knows only its neighbors’ status and no global information of the network is required by the algorithm. For any two given nonfaulty nodes in a hypercube network that may conta...

We reconsider the valuation of barrier options by means of binomial trees from a “forward looking” prospective rather than the more conventional “backward induction” one used by standard approaches. This reformulation allows us to write closed-form expressions for the value of European and American put barrier-options on a non-dividend-paying stock.

A large study conducted at two southeastern US hospitals from October 2007 through October 2008 sought to identify predictive variables for successful intravenous catheter (IV) insertion, a crucial procedure that is potentially difficult and time consuming in young children. The data was collected on a sample of 592 children that received a total of 1,195 attempts to start peripheral IV cathete...

This paper describes the frequency and number of Sphyrion laevigatum in the skin of Genypterus blacodes, an important economic resource in Chile. The analysis of a spatial distribution model indicated that the parasites tended to cluster. Variations in the number of parasites per host could be described by a negative binomial distribution. The maximum number of parasites observed per host was two.