Limit order book contains comprehensive information of liquidity on bid and ask sides. We propose a Vector Functional AutoRegressive (VFAR) model to describe the dynamics of the limit order book and demand curves and utilize the tted model to predict the joint evolution of the liquidity demand...

Rapid land-use change has taken place in China since economic reform. A significant amount of agricultural land has been encroached on by urban development in many coastal cities, especially in the Pearl River Delta. This has caused severe land-use problems because China is among the nations...

After the intensive studies of queueing theory in the past decades, many excellent results in performance analysis have been obtained, and successful examples abound. However, exploring special features of queueing systems directly in performance optimization still seems to be a territory not...

Game theoretic analysis of queueing systems is an important research direction of queueing theory. In this paper, we study the service rate control problem of closed Jackson networks from a game theoretic perspective. The payoff function consists of a holding cost and an operating cost. Each...

This paper studies the joint optimization problem of energy and delay in a multi-hop wireless network. The optimization variables are the transmission rates, which are adjustable according to the packet queueing length in the buffer. The optimization goal is to minimize the energy consumption of...

At present, customized subarea models have been widely used in local transportation planning throughout the United States. The biggest strengths of a subarea model lie in its more detailed and accurate modeling outputs which better meet local planning requirements. In addition, a subarea model...