Matches in SemOpenAlex for { <https://semopenalex.org/work/W2328903931> ?p ?o ?g. }
- W2328903931 endingPage "26" @default.
- W2328903931 startingPage "12" @default.
- W2328903931 abstract "Abstract The aim of this paper is to introduce and develop additional statistical tools to support the decision-making process in stock trading. The prices of CROBEX10 index stocks on the Zagreb Stock Exchange were used in the paper. The conducted trading simulations, based on the residual-based control charts, led to an investor’s profit in 67.92% cases. In the short run, the residual-based cumulative sum (CUSUM) control chart led to the highest portfolio profits. In the long run, when average stock prices were used and 2-sigma control limits set, the residual-based exponential weighted moving average control chart had the highest portfolio profit. In all other cases in the long run, the CUSUM control chart appeared to be the best choice. The acknowledgment that the SPC methods can be successfully used in stock trading will, hopefully, increase their use in this field." @default.
- W2328903931 created "2016-06-24" @default.
- W2328903931 creator A5041767933 @default.
- W2328903931 date "2016-03-01" @default.
- W2328903931 modified "2023-09-27" @default.
- W2328903931 title "Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading" @default.
- W2328903931 cites W121342495 @default.
- W2328903931 cites W137987392 @default.
- W2328903931 cites W1483369148 @default.
- W2328903931 cites W1489457921 @default.
- W2328903931 cites W1512674113 @default.
- W2328903931 cites W1546852854 @default.
- W2328903931 cites W1558707930 @default.
- W2328903931 cites W1579641413 @default.
- W2328903931 cites W172658997 @default.
- W2328903931 cites W1959062497 @default.
- W2328903931 cites W1964013914 @default.
- W2328903931 cites W1969310047 @default.
- W2328903931 cites W1978636086 @default.
- W2328903931 cites W1985031629 @default.
- W2328903931 cites W1986437822 @default.
- W2328903931 cites W1988300964 @default.
- W2328903931 cites W1989275788 @default.
- W2328903931 cites W1993679351 @default.
- W2328903931 cites W2010478695 @default.
- W2328903931 cites W201346636 @default.
- W2328903931 cites W2014547853 @default.
- W2328903931 cites W2018434594 @default.
- W2328903931 cites W2038029805 @default.
- W2328903931 cites W2044036264 @default.
- W2328903931 cites W2051903196 @default.
- W2328903931 cites W2082248119 @default.
- W2328903931 cites W2087096188 @default.
- W2328903931 cites W2087150748 @default.
- W2328903931 cites W2088204895 @default.
- W2328903931 cites W2090272684 @default.
- W2328903931 cites W2093525053 @default.
- W2328903931 cites W2095954299 @default.
- W2328903931 cites W2124351621 @default.
- W2328903931 cites W2143152597 @default.
- W2328903931 cites W2153051445 @default.
- W2328903931 cites W2153541017 @default.
- W2328903931 cites W2155526589 @default.
- W2328903931 cites W2169384417 @default.
- W2328903931 cites W2180349081 @default.
- W2328903931 cites W2182037398 @default.
- W2328903931 cites W2293210144 @default.
- W2328903931 cites W2313953460 @default.
- W2328903931 cites W2332406428 @default.
- W2328903931 cites W2503918354 @default.
- W2328903931 cites W2752128027 @default.
- W2328903931 cites W2798015800 @default.
- W2328903931 cites W3014745263 @default.
- W2328903931 cites W3091777444 @default.
- W2328903931 cites W3122047221 @default.
- W2328903931 cites W3122304975 @default.
- W2328903931 cites W3122572399 @default.
- W2328903931 cites W32607814 @default.
- W2328903931 cites W573089269 @default.
- W2328903931 cites W2280886493 @default.
- W2328903931 cites W621451064 @default.
- W2328903931 doi "https://doi.org/10.1515/ngoe-2016-0002" @default.
- W2328903931 hasPublicationYear "2016" @default.
- W2328903931 type Work @default.
- W2328903931 sameAs 2328903931 @default.
- W2328903931 citedByCount "4" @default.
- W2328903931 countsByYear W23289039312017 @default.
- W2328903931 countsByYear W23289039312021 @default.
- W2328903931 countsByYear W23289039312022 @default.
- W2328903931 countsByYear W23289039312023 @default.
- W2328903931 crossrefType "journal-article" @default.
- W2328903931 hasAuthorship W2328903931A5041767933 @default.
- W2328903931 hasBestOaLocation W23289039311 @default.
- W2328903931 hasConcept C10138342 @default.
- W2328903931 hasConcept C105795698 @default.
- W2328903931 hasConcept C106159729 @default.
- W2328903931 hasConcept C111919701 @default.
- W2328903931 hasConcept C113644684 @default.
- W2328903931 hasConcept C11413529 @default.
- W2328903931 hasConcept C127413603 @default.
- W2328903931 hasConcept C149782125 @default.
- W2328903931 hasConcept C155512373 @default.
- W2328903931 hasConcept C162324750 @default.
- W2328903931 hasConcept C166623804 @default.
- W2328903931 hasConcept C175444787 @default.
- W2328903931 hasConcept C178518018 @default.
- W2328903931 hasConcept C181622380 @default.
- W2328903931 hasConcept C190812933 @default.
- W2328903931 hasConcept C196985124 @default.
- W2328903931 hasConcept C200870193 @default.
- W2328903931 hasConcept C204036174 @default.
- W2328903931 hasConcept C2780821815 @default.
- W2328903931 hasConcept C33923547 @default.
- W2328903931 hasConcept C41008148 @default.
- W2328903931 hasConcept C78519656 @default.
- W2328903931 hasConcept C98045186 @default.
- W2328903931 hasConceptScore W2328903931C10138342 @default.
- W2328903931 hasConceptScore W2328903931C105795698 @default.