Gold and Bitcoin Optimal Portfolio Research and Analysis Based on Machine-Learning Methods

Article Computer Science, Hardware & Architecture

Optimal Condition-Based Mission Abort Decisions

Qingan Qiu et al.

Summary: This study investigates the mission abort policies of safety-critical mission-based systems, such as aircraft and submarines, to enhance their survivability. The mission abort decisions are considered in a two-stage degradation process, aiming to minimize the expected total cost of mission failure and system failure. The study also evaluates heuristic policies and formulates a joint optimization problem to determine the optimal mission abort policy and investment for delaying system deterioration.

IEEE TRANSACTIONS ON RELIABILITY (2023)

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Article Transportation Science & Technology

A Markov Decision Process framework to incorporate network-level data in motion planning for connected and automated vehicles

Xiangguo Liu et al.

Summary: The paper proposes a framework that combines a locally-optimal motion planner with a Markov decision process (MDP) model to devise vehicle trajectories that capture network-level information. The simulation results demonstrate that the framework significantly improves efficiency for the subject vehicle and its surrounding vehicles while ensuring safety.

TRANSPORTATION RESEARCH PART C-EMERGING TECHNOLOGIES (2022)

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Article Mathematics, Interdisciplinary Applications

Dependence and Risk Spillover among Hedging Assets: Evidence from Bitcoin, Gold, and USD

Jiang Yu et al.

Summary: The study found strong negative dependence between gold and USD, weak positive connection between Bitcoin and gold, and risk spillovers mainly exist between Bitcoin and gold, and between gold and USD. The risk spillover effects are unstable between Bitcoin and gold, but stable and asymmetric between gold and USD.

DISCRETE DYNAMICS IN NATURE AND SOCIETY (2021)

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Article Mathematics, Applied