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A. Ahmadi-Javid

6 papers hereh-index 242.6k citations70 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.OC3
  • stat.AP2
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20172022
most citedPortfolio Optimization with Entropic Value-at-Risk

94 citations · 126 across the 6 of their papers we have counts for

collaborators
Showing stat.APShow all

2 papers · 1 filter

stat.AP2017★ 1 cited

Remarks on Bayesian Control Charts

Amir Ahmadi-Javid, Mohsen Ebadi

There is a considerable amount of ongoing research on the use of Bayesian control charts for detecting a shift from a good quality distribution to a bad quality distribution in uni…

stat.AP2017★ 6 cited

Economic Design of Memory-Type Control Charts: The Fallacy of the Formula Proposed by Lorenzen and Vance (1986)

Amir Ahmadi-Javid, Mohsen Ebadi

The memory-type control charts, such as EWMA and CUSUM, are powerful tools for detecting small quality changes in univariate and multivariate processes. Many papers on economic des…

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