The motivation behind Chart to Scalar is to unify stock charts and trading volume into a mathematical framework to better understand how the stock market works. This has applications such as measuring market impact; explaining how markets are inherently susceptible to crashes; demonstrating a...

Purpose: This study examines Clements' Approach (CA), Box-Cox transformation (BCT), and Johnson transformation (JT) methods for process capability assessments through Weibull-distributed data with different parameters to figure out the effects of the tail behaviours on process capability and...

Process tolerancing based on the process capability studies is the optimistic and pragmatic approach of determining the manufacturing process tolerances. On adopting the define–measure–analyze–improve–control approach, the process potential capability index (Cp) and the process...

The objective of the current paper is to present an intelligent system for complex process monitoring, based on artificial intelligence technologies. This system aims to realize with success all the complex process monitoring tasks that are: detection, diagnosis, identification and...

From a banking supervisory perspective, this paper analyses aspects of market risk of an aggregated trading portfolio comprised of the trading books of 11 German banks with a regulatory approved internal market risk model. Based on real, clean profit and loss data and Value-at-Risk estimates of...