A Fast Initial Response Approach to Sequential Financial Surveillance
Abstract
CUSUM FIR chart; FB stock; Geometric random walk; Heavy tails; Taut string (TS) chart
Publication Title
Communications in Computer and Information Science
Recommended Citation
Pokojovy, M., & Anum, A. (2022). A Fast Initial Response Approach to Sequential Financial Surveillance. Communications in Computer and Information Science, 1725 CCIS, 19-33. https://doi.org/10.1007/978-3-031-23387-6_2
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