408 citations · 515 across the 20 of their papers we have counts for
3 papers · 1 filter
Sequential Monitoring of a Bernoulli Sequence when the Pre-change Parameter is Unknown
Gordon J. Ross, Dimitris K. Tasoulis, Niall M. Adams
The task of monitoring for a change in the mean of a sequence of Bernoulli random variables has been widely studied. However most existing approaches make at least one of the follo…
Exponentially Weighted Moving Average Charts for Detecting Concept Drift
Gordon J. Ross, Niall M. Adams, Dimitris K. Tasoulis +1
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phe…
Modeling Financial Volatility in the Presence of Abrupt Changes
Gordon J. Ross
The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one…