Real-time financial surveillance via quickest change-point detection methods
From MaRDI portal
Publication:1748623
DOI10.4310/SII.2017.V10.N1.A9zbMath1388.62236arXiv1509.01570MaRDI QIDQ1748623
Andrey Pepelyshev, Aleksey S. Polunchenko
Publication date: 14 May 2018
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01570
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Related Items (2)
Risk management for crude oil futures: an optimal stopping-timing approach ⋮ Online non-parametric changepoint detection with application to monitoring operational performance of network devices
This page was built for publication: Real-time financial surveillance via quickest change-point detection methods
