Tags » Random Walk

Stock Price Simulation

Larry Wasserman presents an interesting simulation in Problem 11, Chapter 3 of All of Statistics. The problem asks you to simulate the stock market by modeling a simple random walk. 368 more words

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Simple Random Walk - Method 2

Suppose we consider a simple random walk. A particle starts at initial position and moves one unit to the left with probability and moves one unit to the right with probability . 374 more words

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Simple Random Walk - Method 1

Suppose we consider a simple random walk. A particle starts at initial position and moves one unit to the left with probability and moves one unit to the right with probability . 410 more words

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Seminar 1: Financial Modelling and Business Forecasting (Econometrics for Time Series)

Slides for Seminar 1 (23, 24 and 26 January 2017).

Course: Financial Modelling and Business Forecasting/FMBF (Econometrics for Time Series).

Term: Second term (Epiphany term), January-March, 2016-17… 32 more words

Econometrics

New paper on arXiv: indistinguishable sceneries on the Boolean hypercube

I’m happy to say that fellow student Uri Grupel and I uploaded a paper to the arXiv recently under the title “Indistinguishable sceneries on the Boolean hypercube” ( 2,892 more words

Mathematics

random walk on a torus [riddle]

The Riddler of this week(-end) has a simple riddle to propose, namely given a random walk on the {1,2,…,N} torus with a ⅓ probability of death, what is the probability of death occurring at the starting point? 259 more words

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