Control charts in financial applications: An overview
K Bisiotis, S Psarakis… - Quality and Reliability …, 2022 - Wiley Online Library
Statistical process control (SPC) methods have been widely popular not only in industrial
applications but also in recent years in several nonindustrial scientific areas. The basic tools …
applications but also in recent years in several nonindustrial scientific areas. The basic tools …
A novel application of statistical process control charts in financial market surveillance with the idea of profile monitoring
A Yeganeh, SC Shongwe - PloS one, 2023 - journals.plos.org
The implementation of statistical techniques in on-line surveillance of financial markets has
been frequently studied more recently. As a novel approach, statistical control charts which …
been frequently studied more recently. As a novel approach, statistical control charts which …
Pattern recognition in financial surveillance with the ARMA-GARCH time series model using support vector machine
MH Doroudyan, STA Niaki - Expert Systems with Applications, 2021 - Elsevier
As the intersection of finance and statistics, financial surveillance is a new interdisciplinary
field of research. In this field, statistical process control methods are applied to monitor …
field of research. In this field, statistical process control methods are applied to monitor …
Robust design of ARMA and ACC charts for imperfect and autocorrelated processes under uncertainty
S Jafarian-Namin, MS Fallah Nezhad… - Journal of Statistical …, 2024 - Taylor & Francis
Occurring disruptions and faults violate the perfectness of a production process in
determining Economic Production Quantity (EPQ). Integrating EPQ, Statistical Process …
determining Economic Production Quantity (EPQ). Integrating EPQ, Statistical Process …
Desensitized control charts with operational importance for autocorrelated processes
S Jafarian-Namin, MS Fallahnezhad… - Quality Technology & …, 2022 - Taylor & Francis
Organizations that achieved higher capabilities to meet expectations by successfully
implementing quality improvement plans can make adjustments to process monitoring …
implementing quality improvement plans can make adjustments to process monitoring …
Assessment the Cost-effectiveness of Information Support for the Business Processes of a Virtual Machine-building Enterprise in the Framework of Industry 4.0
V Babenko, O Demyanenkob, V Lyba… - International Journal of …, 2021 - ije.ir
The features of the organization information support for business processes on the typical
virtual machine-building enterprise (VME) with a multi-nomenclature nature of production in …
virtual machine-building enterprise (VME) with a multi-nomenclature nature of production in …
Designing Exponentially Weighted Moving Average control charts under failure censoring reliability tests
One of the most important quality characteristics in a production process is the product
lifetime. The production of highly reliable products is a concern of manufacturers. Since it is …
lifetime. The production of highly reliable products is a concern of manufacturers. Since it is …
On designing of a new EWMA-DMA control chart for detecting mean shifts and its application
R Taboran, S Sukparungsee - Thailand Statistician, 2023 - ph02.tci-thaijo.org
The control chart based on the statistical principle is used as a tool to detect and control the
production process to meet the required quality. This research aimed to present the …
production process to meet the required quality. This research aimed to present the …
[PDF][PDF] An empirical comparison of distance measures for multivariate time series clustering
A Salarpour, H Khotanlou - International Journal of Engineering, 2018 - ije.ir
Multivariate time series (MTS) data are ubiquitous in science and daily life, and how to
measure their similarity is a core part of MTS analyzing process. Many of the research efforts …
measure their similarity is a core part of MTS analyzing process. Many of the research efforts …
Resilience in the decision-making of an artificial autonomous system on the stock market
This paper presents the design of a resilience mechanism for supporting investment
decision-making processes performed by artificial autonomous systems. In the field of …
decision-making processes performed by artificial autonomous systems. In the field of …