When a company releases earnings results or makes announcements, a dominant sectoral wide lead-lag effect from the stock on the entire system may occur. To improve the estimation of a system experiencing dominant system-wide lead-lag effects from one or a few asset in the presence of short time...

This paper discusses the makespan minimization of a production batch within a specific concurrent system, seru production system. A seru production system consists of multiple independent serus. A seru is a compact assembly origination in which products are assembled...

A factor model based covariance matrix is used to build a new form of Mahalanobis distance. The distribution and relative properties of the new Mahalanobis distances are derived. A new type of Mahalanobis distance based on the separated part of the factor model is defined. Contamination effects...

When a company releases earnings results or makes announcements, a dominant sectoral wide lead-lag effect from the stock on the entire system may occur. To improve the estimation of a system experiencing dominant system-wide lead-lag effects from one or a few asset in the presence of short time...

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different names. It still bears the same mathematical idea: the...