Essays about: "shewhart"

Showing result 6 - 9 of 9 essays containing the word shewhart.

  1. 6. Monitoring Exchange Rates by Statistical Process Control

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

    Author : Byeonggeon Ko; Yang Gao; [2011]
    Keywords : Financial Mathematics; exchange rates; statistical process control;

    Abstract : The exchange rate market has traditionally played a key role in the financial market. The variation of the exchange rate which is called volatility is also an important feature for studying the exchange rate market because the increased volatility may have a negative effect on a nation's economy by increasing the uncertainty in the exchange market. READ MORE

  3. 7. Monitoring portfolio weights by means of the Shewhart method

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Author : Jeela Mohammadian; [2010]
    Keywords : Mathematics; Finacial Mathematics; Shewhart method; Change-point detection; Monitoring; ARL.;

    Abstract : The distribution of asset returns may lead to structural breaks. Thesebreaks may result in changes of the optimal portfolio weights. For a port-folio investor, the ability of timely detection of any systematic changesin the optimal portfolio weights is of a great interest. READ MORE

  4. 8. On-line change-point detection procedures for Initial Public Offerings

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Evgenia Shcherbakova; Olga Gogoleva; [2010]
    Keywords : Financial Mathematics; cange-point detection; monitoring;

    Abstract :   In this thesis we investigate the case of monitoring of stocks havingjust been introduced for public trading on the nancial market. Theempirical distribution of the change-point for 20 assets for 60 days was calculated to check the support for the assumption that the priceinitially drop or rise to some steady level. READ MORE

  5. 9. Lab-data Based Process Control—Comparing SPC and Automatic Control

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Jesper Jönsson; [2007]
    Keywords : Technology and Engineering;

    Abstract : In many process industries samples are taken and analyzed in laboratories to monitor and ensure proper production conditions. If the analysis result is not within specification limits measures are taken to correct errors. It has proved to be hard to take the appropriate measures. READ MORE