random walk


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Words related to random walk

a stochastic process consisting of a sequence of changes each of whose characteristics (as magnitude or direction) is determined by chance

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References in periodicals archive ?
The MLE method is generally used to compute the amount of white noise, flicker noise and random walk noise in the time series (Zhang et al.
When comparing the sea stars' movements to random walk models, we used the sea star's positions from every 25th frame.
26) Panel A presents the estimation results for models in which the unobserved component follows a random walk, while Panel B presents the estimation results for models in which the unobserved component follows a smooth trend.
Semantic relations among words uses two separate random walk algorithm to estimate candidate confidence.
To ensure the overall coverage, the length of random walk is set to the cover time.
While, another study by Mishra (2011) does not support random walk model for other developed markets (US, UK and Germany) and emerging economies (Brazil, India, South Korea, China, Russia).
The Classical variance of rate random walk could be expressed as
The random walk theory has nowadays a practical implication into the financial theory, stating that the stock prices evolve accordingly to a random walk, and thus they are impossible to predict.
Maher, Random walks on the mapping class group, Duke Math.
But as the forecast horizon lengthens, the typical forecast misses from the random walk model were again smaller than those coming from the Greenbook.
The sufficient condition in terms of the random walk uses [10] and is a necessary and sufficient condition for a stronger condition to hold, see Remark 2.
Bachelier characterized stock market speculation as "fair game" (or Martingale property) of an unbiased random walk wherein no speculator could earn excess returns due to random price fluctuations.
LATELY I HAVE BEEN THINKING A LOT ABOUT PRINCETON Professor Burton Malkiel's A Random Walk Down Wall Street (W.