Results 21 to 30 of about 1,751 (185)
Frontiers in Applied Mathematics and Statistics, 2023 This study investigates the efficiency of a modified exponentially weighted moving average (EWMA) control method using conditional expected delay to improve its efficiency in detecting changes in a process over time.
Nasrullah Khan +2 more
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Modelling the downside risk potential of mutual fund returns
Cogent Economics & Finance, 2022 Investors are becoming more sensitive about returns and losses, especially when the investments are exposed to downside risk potential in the financial markets.
Sunitha Kumaran
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Türk Biyokimya Dergisi, 2021 The present study set out to build a machine learning model to incorporate conventional quality control (QC) rules, exponentially weighted moving average (EWMA), and cumulative sum (CUSUM) with random forest (RF) algorithm to achieve better performance ...
Çubukçu Hikmet Can
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Comparative Analysis Between EWMA, DEWMA and Mixed Tukey EWMA Control Chart
Academic Science journal, 2023 The control chart is a good tool for monitoring. Single and double exponential weighted moving average control charts are suitable charts to detect small shifts in the process parameters. For good detection, an ability the displaced moving average chart relies depends on the normality assumption.
Kawa M. Jamal Rashid, Sozan S. Haydar
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SSRN Electronic Journal, 2021 This paper introduces the exponentially weighted moving average (EWMA) Heston model, a Markovian stochastic volatility model able to capture a wide range of empirical features related to volatility dynamics while being more tractable for simulations than rough volatility models based on fractional processes. After presenting the model and its principal
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Taiwanese Journal of Obstetrics & Gynecology, 2021 Objective: The establishment of ongoing audits for first-trimester nuchal translucency (NT) measurements is of paramount importance. The exponentially weighted moving average (EWMA) chart has been published as an efficient tool for NT quality control ...
Martin Hynek +4 more
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SIMULATION STUDIES PERFORMANCE OF EWMA-MAX MCHART BASED ON SYNTHETIC DATA
BarekengQuality control has an important role in the manufacturing process. One of the statistical tools used in quality control is Statistical Process Control (SPC). The SPC product is a control chart.
Kevin Agung Fernanda Rifki +2 more
doaj +1 more source
Scientific Reports, 2023 In this article, we introduce a novel Bayesian Max-EWMA control chart under various loss functions to concurrently monitor the mean and variance of a normally distributed process.
Javed Iqbal +5 more
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Business Strategy and the Environment, EarlyView.ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini +3 more
wiley +1 more source
Subspace Acceleration for Efficient Nonlinear Water Wave Simulation
International Journal for Numerical Methods in Fluids, EarlyView.We introduce an exponentially weighted subspace acceleration technique to reduce GMRES iterations for solving the Poisson equation with time‐dependent coefficients in nonlinear, dispersive free‐surface flows governed by the incompressible Navier‐Stokes equations. The method significantly reduces memory requirements and computational complexity compared
Rasmus Kleist Hørlyck Sørensen +3 more
wiley +1 more source