Real-time financial surveillance via quickest change-point detection methods (Q1748623)
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scientific article
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| English | Real-time financial surveillance via quickest change-point detection methods |
scientific article |
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Real-time financial surveillance via quickest change-point detection methods (English)
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14 May 2018
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CUSUM chart
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financial surveillance
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sequential analysis
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Shiryaev-Roberts procedure
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anomalies
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0.7591136693954468
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0.7558705806732178
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0.7489944100379944
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0.748366117477417
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0.7466984987258911
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