David Harper is the CEO and founder of Bionic Turtle. He is also a published author with a popular YouTube channel on expert finance topics. Khadija Khartit is a strategy, investment, and funding ...

which expresses the current EWMA as the previous EWMA plus the weighted error in the prediction of the current mean based on the previous EWMA. The EWMA for the i th ...

The data set CLIPS1 is said to be in "strung-out" form, since each observation contains the day and gap measurement of a single clip. The first five observations contain the gap measurements for the ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 47, No. 2 (1998), pp. 203-216 (14 pages) In the manufacture of metal fasteners in a progressive die operation, and other ...

Amidst the current market turmoil due to the COVID-19 pandemic, it is timely to examine the performance of different Value-at-Risk (VaR) models over the long-term and in previous times of crisis.

This year's EWMA meeting received an impressive influx of almost 5000 participants, and over 1000 abstract submissions were received from 68 countries spanning 6 continents. Being honored with the ...

Objective To determine if any differences exist between the rolling averages and exponentially weighted moving averages (EWMA) models of acute:chronic workload ratio (ACWR) calculation and subsequent ...

Volatility is the core measure of financial risk, but not all volatility calculations are created equal. Simple historical variance treats all past returns the same, which can make it slow to reflect ...