Coherent quality management for big data systems: a dynamic approach for stochastic time consistency

DOI10.1007/s10479-018-2795-1zbMath1428.90050OpenAlexW2792299833WikidataQ130125612 ScholiaQ130125612MaRDI QIDQ2283176

Yi-Ting Chen, Edward W. Sun, Yi-Bing Lin

Publication date: 30 December 2019

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-018-2795-1

zbMATH Keywords

big datatime consistencyquality managementoptimal decisiondynamic coherent measure

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Reliability, availability, maintenance, inspection in operations research (90B25)

Cites Work

• A new wavelet-based denoising algorithm for high-frequency financial data mining
• Dynamic risk measures: Time consistency and risk measures from BMO martingales
• Time consistent dynamic risk processes
• Coherent multiperiod risk adjusted values and Bellman's principle
• Dynamic coherent risk measures
• Improving model performance with the integrated wavelet denoising method
• Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
• Order Statistics

This page was built for publication: Coherent quality management for big data systems: a dynamic approach for stochastic time consistency