3 papers
stat.AP2023
An CUSUM Test with Observation-Adjusted Control Limits in Change Detection
Fuquan Tang, Dong Han
In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping t…
q-fin.ST2023
Application of supervised learning models in the Chinese futures market
Fuquan Tang
Based on the characteristics of the Chinese futures market, this paper builds a supervised learning model to predict the trend of futures prices and then designs a trading strategy…
math.ST2021
Hypothesis Test of a Truncated Sample Mean for the Extremely Heavy-Tailed Distributions
Tang Fuquan, Han Dong
This article deals with the hypothesis test for the extremely heavy-tailed distributions with infinite mean or variance by using a truncated sample mean. We obtain three necessary…