Stochastic processes provide a probabilistic framework to model the time-evolving uncertainty intrinsic to financial markets. By characterising random movements such as asset prices, interest rates ...
The stochastic oscillator is one of the most relied-upon tools in technical analysis, ranking alongside popular indicators like the relative strength index (RSI) and ...
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 52, No. 2 (Jun., 1990), pp. 145-156 (12 pages) Let $X_{n}$ be a second order stochastic process ...
In this paper we show that any separable stochastic process on a compact metric space can be derived from a temporally homogeneous Markov process on the extreme points of a compact convex set of ...
This course is available on the MSc in Financial Mathematics, MSc in Quantitative Methods for Risk Management, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial ...
Increasing evidence has emerged for non-random spatial distributions of microbes, but knowledge of the processes that cause variation in microbial assemblage among ecosystems is lacking. For instance, ...