Random walk
Quantitative characterisation of an engineering write-up using random walk analysis
... of random walk is to analyse the empirical relationships between the average distance of random walkers from a known starting position (datum) and time steps ...for random walkers is made in ...
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Random Walk Models Classifications: An Empirical Study for Malaysian Stock Indices
... the Random Walk models introduced by Campbell et ...the random walk hypothesis is tested by multiple variance ratios test in two separate ...for random walk ...the random ...
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Dissertação de Mestrado Previsão do Lucro Contábil e do Fluxo de Caixa: Análise Por Meio do Modelo Random Walk
... modelo random walk, na forma como foi adotado nesta pesquisa, sobre a maior eficácia do Lucro Líquido para fazer previsões, comparativamente ao Fluxo de Caixa Operacional isolado ou em conjunto com os ...
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A model for a correlated random walk based on the ordered extension of pseudopodia.
... The movement of many organisms in the absence of external cues is not purely random, but shows properties of a correlated random walk. The direction of future movement is correlated with the ...
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States recognition in random walk Markov chain via binary Entropy
... classic random walk, the process can make a transition from a given state i only to one or the other of its two immediate neighbors: i − 1 or i + ...This walk can be illustrated as ...
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Application of continuous-time random walk to statistical arbitrage
... Continuous-Time Random Walk (CTRW), which fully takes into account the non- Markovian, fat-tailness and non-local characters of time ...the random-walk model is no longer considered to be a ...
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A teoria da eficiência no mercado de capitais: uma revisão da literatura e dos trabalhos empíricos: o modelos de Random walk aplicado ao índice de mercado de ações Bovespa
... Por -exempâ o , sé a seqUência { 4>t J representa os preços passados da ação, o modelo de jogo justo indica que o lucro esperado final se. rá nulo.[r] ...
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Test of Random Walk Behavior in Karachi Stock Exchange
... This study also exploits the same approach to seek the impact of two types of agglomeration economies such as urbanization and localization economies on the productivity of textile a[r] ...
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A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?
... assuming random behavior, and ignore the influence of time on decision ...Using random walk theory, we can identify „optimal portfolios” and „fair ...
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Efficient Market Hypothesis in European Stock Markets
... Southern European less developed capital markets (Greece, Portugal and Spain), with very recent data, up until December 2007. The first three countries are included also as a control for the quality of the data and of ...
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Biophysical study of therapeutic antibody adsorption in affinity chromatography
... After designing the model complex, we ran simulations. We employed a rigid body random walk model in which we did not enable flexibility of any of the different species. All [r] ...
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Probability of Dimer Formation on a Honeycomb Lattice
... For the purpose of this study a complex process of dimer formation will be reduced to a random walk process involving point-like atoms which jump between nodes of honeycomb lattice. Dimers are energetically ...
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Exploring Replica-Exchange Wang-Landau sampling in higher-dimensional parameter space
... two-dimensional random walk in the entire E and M ranges. In the process a random walker keeps track of the joint density of states g(E, M ) and the histogram of visited states H(E, M ...
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Braz. J. Phys. vol.33 número3
... With this background we may now describe the prob- lem to be analyzed here as a random walk subject to a hard partial, movable reflector. This is because the reflector now moves forward if and only if the ...
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Braz. J. Phys. vol.38 número1
... the random walk within each energy region was restarted period- ically from independent spin configurations, to ensure that all spin configurations with energies in the restricted range can be equally ...
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In vivo facilitated diffusion model.
... The TF is assumed to start its search at a random position in the cell volume and its motion is modeled as a random walk on the effective lattice (fig. 1), during which we keep track of how often ...
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Research article Identification of neutral biochemical network models from time series data
... as well as their numerically estimated derivatives, the sys- tem of differential equations is converted into a system of algebraic equations (Equation 2) [11,18,34]. Second, an optimization algorithm is applied to this ...
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A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US
... out that the implementation of the zero interest rate policy (ZIRP) comes with a deterioration in the forecasting ability of term structure models à la Diebold and Li (2006) relative to simple autoregressive ...
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A Four Dimensional Spatio-Temporal Analysis of an Agricultural Dataset.
... Here, time-series models were fitted to the contrast estimates of Method 1, This gives 15 time- series (one for each depth). We considered the time-series for the depths from 100 cm to 220 cm (focussing on the deeper ...
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School of Economics and Management
... a random walk by an augmented Dickey-Fuller test, but find stronger evidence against this hypothesis, using serial correlation and variance ratio ...a random walk, using serial correlation, ...
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