Essays about: "optimalstopping time"

Found 1 essay containing the words optimalstopping time.

  1. 1. Detection of the Change Point and Optimal Stopping Time by Using Control Charts on Energy Derivatives

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Cihan AL; Kubra Koroglu; [2011]
    Keywords : change point detection; optimal stopping time; shiryaev; shewhart; ewma; cusum; statistical process control; SPC; Financial Mathematics; changepoint detection; optimalstopping time; Shiryaev metod; Cusum metod; Ewma metod;

    Abstract : .... READ MORE