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Cdric Heuchenne
Information about the author Cdric Heuchenne will soon be added to the site.
Found
2 papers
in total
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The np Chart with Guaranteed In-control Average Run Lengths
2017
We evaluate the in‐control performance of the np‐control chart with...
Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach
2016
In this paper, we provide a novel way to estimate the out‐of‐sample...
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