Usage of static and dynamic control charts in company financial proceeding.

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Usage of static and dynamic control charts in company financial proceeding.

Popis výsledku v původním jazyce

We will deal with company financial proceeding using statistical process control in this paper. Especially, we will use Shewhart´s control charts operating with the constant mean and also control charts with non-constant mean and finally process capability indices. We will need to define the center line, UCL and LCL for the control chart construction. The regulated process is not allowed to cross the UCL and LCL boundaries. We will use an Altman´s model for this construction as the most popular index ofcompany financial stability (so called Z-score). We will demonstrate described situation on two case studies. The first one will be focused on financial flow regulation for one company. The second one will describe situation for six companies. Two special types of control charts (CUSUM and EWMA) will be introduced towards the end of this paper. These charts are sensitive on the mean shift. The practical applications will be displayed on two case studies. We would like to point out that

Název v anglickém jazyce

Usage of static and dynamic control charts in company financial proceeding.

Popis výsledku anglicky

We will deal with company financial proceeding using statistical process control in this paper. Especially, we will use Shewhart´s control charts operating with the constant mean and also control charts with non-constant mean and finally process capability indices. We will need to define the center line, UCL and LCL for the control chart construction. The regulated process is not allowed to cross the UCL and LCL boundaries. We will use an Altman´s model for this construction as the most popular index ofcompany financial stability (so called Z-score). We will demonstrate described situation on two case studies. The first one will be focused on financial flow regulation for one company. The second one will describe situation for six companies. Two special types of control charts (CUSUM and EWMA) will be introduced towards the end of this paper. These charts are sensitive on the mean shift. The practical applications will be displayed on two case studies. We would like to point out that

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2009

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Applications of Mathematics and Statistics in Economy:

ISBN

978-80-245-1600-4

ISSN

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e-ISSN

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Počet stran výsledku

23

Strana od-do

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Název nakladatele

Vysoká škola ekonomická v Praze, Nakladatelství Oeconomica

Místo vydání

Praha

Místo konání akce

Praha

Datum konání akce

26. 8. 2009

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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