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Jiang, Wei; Li, Tao; Mei, Danqing - In: Finance research letters 29 (2019), pp. 156-161

Persistent link: https://www.econbiz.de/10012418478

Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach

Jiang, Wei; Tang, Wanqing; Liu, Xiao - In: Finance research letters 57 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014526701

A novel perspective on forecasting non-ferrous metals' volatility : integrating deep learning techniques with econometric models

Shu, Qi; Xiong, Heng; Jiang, Wenjun; Mamon, Rogemar - In: Finance research letters 58 (2023) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10014631583

Optimization designs of the combined Shewhart-CUSUM control charts

Wu, Zhang; Yang, Mei; Jiang, Wei; Khoo, Michael B.C. - In: Computational Statistics & Data Analysis 53 (2008) 2, pp. 496-506

This article presents the optimization design of the combined Shewhart chart and CUSUM chart ( chart in short) used in Statistical Process Control (SPC). While the optimization design effectively improves the overall performance of the chart over the entire process shift range, it does not...

Persistent link: https://www.econbiz.de/10005130599

Adaptive CUSUM procedures with Markovian mean estimation

Shu, Lianjie; Jiang, Wei; Wu, Zhang - In: Computational Statistics & Data Analysis 52 (2008) 9, pp. 4395-4409

This paper proposes using a Markovian-type mean estimating procedure in the conventional cumulative sum (CUSUM) control scheme to update its reference value in an adaptive way. This generalizes a class of Markovian adaptive CUSUM (ACUSUM) schemes to achieve the aim of providing an overall good...

Persistent link: https://www.econbiz.de/10005118374