Current affiliation: Curtin UniversitySubject: Mechanical EngineeringPrimary location: Australia
Published in:British Journal of Mathematics & Computer SciencePublication date:2016-01-10
This paper uses the dynamic programming to detect the optimal statistical arbitrage opportunities in a
market including a bond and a stock. First, ...
Published in:Asian Journal of ControlPublication date:2017-01-01
Bayesian Sensor Fault Detection in a Markov Jump System
Detection of a change in sensor coefficient, which can be translated as fault using the Bayesian framework.