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Detection of the Change Point and Optimal Stopping Time by Using Control Charts on Energy Derivatives
Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab. (Financial Mathematics)
Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab. (Financial Mathematics)
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 40 credits / 60 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011. , 61 p.
Keyword [en]
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
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:hh:diva-17371OAI: oai:DiVA.org:hh-17371DiVA: diva2:508544
Subject / course
Financial Mathematics
Presentation
2011-11-09, E-2, Kristian IV:s väg 3, Box 823, 301 18, Halmstad, Halmstad, Sweden, 01:20 (English)
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2012-03-09 Created: 2012-03-08 Last updated: 2012-03-09Bibliographically approved

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Cihan.AL_K.Koroglu_master_thesis(879 kB)952 downloads
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325ea9cb40f2a2d6ac7f2a8e557935e4e86efcd4132e84ca65303196a792fa0e527b185289b0b687ad25c45e6ecb0c67afee4fd265c50dc0082433fe058d42b9
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
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  • rtf