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Value Premium and Technical Analysis: Evidence from China’s Stock Market Journal article
Economies, 2019,Volume: 7,Issue: 3,Page: 92
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite  |  View/Download:2/0  |  Submit date:2019/11/27
Value Premium  China Stock Market  Moving Average  Technical Analysis  
Novel Moving Average Filter for Detecting RMS Voltage Step Changes in Triggerless PQ Data Journal article
IEEE TRANSACTIONS ON POWER DELIVERY, 2018,Volume: 33,Issue: 6,Page: 2920-2929
Authors:  Bastos, Alvaro Furlani;  Lao, Keng-Weng;  Todeschini, Grazia;  Santoso, Surya
Favorite  |  View/Download:6/0  |  Submit date:2019/01/17
Capacitor switching  power quality  moving average and median filters  rms voltage profile  triggerless data  voltage step change  
Novel moving average filter for detecting RMS voltage step changes in triggerless PQ Data Journal article
IEEE Transactions on Power Delivery, 2018,Volume: 33,Issue: 6,Page: 2920-2929
Authors:  Bastos A.F.;  Lao K.-W.;  Todeschini G.;  Santoso S.
Favorite  |  View/Download:3/0  |  Submit date:2019/02/14
Capacitor switching  moving average and median filters  power quality  rms voltage profile  triggerless data  voltage step change  
A new type of change-detection scheme based on the window-limited weighted likelihood ratios Journal article
EXPERT SYSTEMS WITH APPLICATIONS, 2018,Volume: 94,Page: 149-163
Authors:  Fangyi He;  Tiantian Mao;  Taizhong Hu;  Lianjie Shu
Favorite  |  View/Download:11/0  |  Submit date:2018/10/30
Statistical Distance  Statistical Process Control  Signal Detection  Generalized Likelihood Ratio  Weighted Likelihood Ratio  Stochastic Order  
A gradient approach to efficient design and analysis of multivariate EWMA control charts Journal article
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018,Volume: 88,Issue: 14,Page: 2707-2725
Authors:  Wenpo Huang;  Lianjie Shu;  Wei Jiang
Favorite  |  View/Download:11/0  |  Submit date:2018/10/30
Optimal Design  Sensitivity Analysis  False Position Method  Markov Chain  
Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques Journal article
JOURNAL OF FORECASTING, 2017,Volume: 36,Issue: 8,Page: 974-988
Authors:  Karathanasopoulos, Andreas;  Mitra, Sovan;  Skindilias, Konstantinos;  Lo, Chia Chun
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
particle swarm optimization  radial basis function  confirmation filters  FTSE 100  DAX 30day trading  
Nonparametric regression with nearly integrated regressors under long-run dependence Journal article
ECONOMETRICS JOURNAL, 2017,Volume: 20,Issue: 1,Page: 118-138
Authors:  Cai, Zongwu;  Jing, Bingyi;  Kong, Xinbing;  Liu, Zhi
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
Local Time  Ornstein-uhlenbeck Fractional Brownian Motion  Unit Root  
A novel forecasting method based on multi-order fuzzy time series and technical analysis Journal article
Information Sciences, 2016,Volume: 367-368,Page: 41-57
Authors:  Ye F.;  Zhang L.;  Zhang D.;  Fujita H.;  Gong Z.
Favorite  |  View/Download:7/0  |  Submit date:2019/02/12
Financial Forecasting  Fuzzy Time Series  Genetic Algorithm  Technical Analysis  
One-sided EWMA control charts for monitoring Poisson processes with varying sample sizes Journal article
Communications in Statistics - Theory and Methods, 2016,Volume: 45,Issue: 20,Page: 6112-6132
Authors:  Zhou,Qin;  Shu,Lianjie;  Jiang,Wei
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
Average Run Length  Control Chart  Exponentially Weighted Moving Average  Statistical Process Control  
We Can Hear You with Wi-Fi! Journal article
IEEE Transactions on Mobile Computing, 2016,Volume: 15,Issue: 11,Page: 2907
Authors:  Wang G.;  Zou Y.;  Zhou Z.;  Wu K.;  Ni L.M.
Favorite  |  View/Download:0/0  |  Submit date:2018/10/30
interference cancelation  micro-motion detection  moving pattern recognition  Wi-Fi radar