Stocks are evidence of equity participation in a company. Investors need to know the quality stock prices so that they can minimize losses when investing. Technical analysis be used by investors decide buy or sell stock. One technical on is using control. Control charts make decisions trading activities. The Exponentially Weighted Moving Average control chart very useful for detecting small shi...

Time-weighted graphs are used to detect small shifts in statistical process control. The aim of this study is to evaluate the inclination of the acetabular component with CUmulative SUM (CUSUM) chart, Moving Average (MA) chart, and Exponentially Weighted Moving Average (EWMA) chart. The data were obtained directly from thirty patients who had undergone total hip replacement surgery at Ondokuz M...

We introduce a covariance matrix estimator that both takes into account the heteroskedasticity of financial returns (by using an exponentially weighted moving average) and reduces the effective dimensionality of the estimation (and hence measurement noise) via techniques borrowed from random matrix theory. We calculate the spectrum of large exponentially weighted random matrices (whose upper ba...

The principal component analysis (PCA) is a staple statistical and unsupervised machine learning technique in finance. application of PCA financial setting associated with several difficulties, such as numerical instability nonstationarity. We attempt to resolve them by proposing two new variants PCA: an iterated (IPCA) exponentially weighted moving (EWMPCA). Both rely on the Ogita-Aishima iter...

This paper examines the ability of several models to generate optimal hedge ratios. Statistical models employed include univariate and multivariate GARCH models, and exponentially weighted and simple moving averages. The variances of the hedged portfolios derived using these hedge ratios are compared with those based on market expectations implied by the prices of traded options. One-month and ...