Random walk hypothesis
The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk (so price changes are random) and thus cannot be predicted. (Wikipedia).
The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk (so price changes are random) and thus cannot be predicted. (Wikipedia).
Brain Teasers: 12. A simple symmetric random walk
Very easy exercise about the first moments of a symmetric random walk.
From playlist Brain Teasers and Quant Interviews
Statistics: Ch 4 Probability in Statistics (7 of 74) The Random Walk - Seeing is Believing!
Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will graph the random walk where the more times we toss a coin the further the steps are from the origin. Next video in this seri
From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY
What is a Random Walk? | Infinite Series
Viewers like you help make PBS (Thank you 😃) . Support your local PBS Member Station here: https://to.pbs.org/donateinfi To understand finance, search algorithms and even evolution you need to understand Random Walks. Tell PBS what types of shows you want to see at https://www.surveymonke
From playlist Probability
Tom Spencer: Introduction to hyperbolic sigma models and Edge Reinforced Random Walk
Abstract: This talk will introduce two statistical mechanics models on the lattice. The spins in these models have a hyperbolic symmetry. Correlations for these models can be expressed in terms of a random walk in a highly correlated random environment. In the SUSY hyperbolic case these wa
From playlist Probability and Statistics
What is a Walk? | Graph Theory
What is a walk in the context of graph theory? That is the subject of today's math lesson! A walk in a graph G can be thought of as a way of moving through G, where you start at any vertex in the graph, and then move to other vertices through the edges in the graph. In a walk, you are allo
From playlist Graph Theory
2020.06.25 M. Hilário - Random walks on dynamical random environments with non-uniform mixing (2/2)
In these two consecutive talks we will discuss recent results on the limiting behavior of random walks on dynamical random environments. The strength of these results depends a great deal on space-time mixing properties imposed to the environment but also on other features like the dimensi
From playlist One World Probability Seminar
Branching Random Walks: Two Conjectures and a Theorem by Parthanil Roy
Vigyan Adda Talk Page (copy & paste the following link in the web browser):- www.icts.res.in/outreach/vigyan-adda/2022june Branching Random Walks: Two Conjectures and a Theorem (online) Speaker: Parthanil Roy (ISI - Bengaluru) When:4:30 pm to 6:00 pm Sunday, 05 June 2022 Where: Livest
From playlist Vigyan Adda
Random Walk and Time Series Tutorial in R: ACF Dickey Fuller Test Ljung Box stationarity correlation
what is a random walk in time series? How to determinte if my data is a random walk? how to test stationarity? In this episode of the crash course - tutorial on statistics and data science with R / Rstudio: - Characteristics of a random walk - How to test my time series behaviour in R?
From playlist machine learning
STAT 200 Lesson 5 Full Video Lecture
Table of Contents: 00:25 - Learning objectives 00:43 - Review: Symbols 01:59 - Hypothesis testing scenario example 02:58 - Five step hypotehsis testing procedure 04:43 - 1. Identify and write null and alternative hypotheses 08:26 - Example: Proportion broken products 10:15
From playlist STAT 200 Video Lectures
2020.05.28 Louis-Pierre Arguin - Large values of the Riemann zeta function in short intervals
In a seminal paper in 2012, Fyodorov & Keating proposed a series of conjectures describing the statistics of large values of zeta in short intervals of the critical line. In particular, they relate these statistics to the ones of log-correlated Gaussian fields. In this lecture, I will pres
From playlist One World Probability Seminar
Introduction to Hypothesis Testing for Business Statistics (Week 14A)
Hypothesis testing is an inferential statistical method that uses sample data to evaluate assumptions about a population parameter. Dr. Daniel introduces the topic using a example of polar bears walking and a cartoon dog who solves mysteries properly using the null hypothesis. We also lear
From playlist Basic Business Statistics (QBA 237 - Missouri State University)
Financial Markets (2011) (ECON 252) Initially, Professor Shiller looks back at David Swensen's guest lecture, in particular with respect to the Sharpe ratio as a performance measure for investment strategies. He emphasizes the empirical difficulty to measure the standard deviation, specif
From playlist Financial Markets (2011) with Robert Shiller
22. Random Walks and Thresholds
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 6.262 Discrete Stochastic Processes, Spring 2011
21. Hypothesis Testing and Random Walks
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 6.262 Discrete Stochastic Processes, Spring 2011
23. Martingales (Plain, Sub, and Super)
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 6.262 Discrete Stochastic Processes, Spring 2011
6. Efficient Markets vs. Excess Volatility
Financial Markets (ECON 252) Several theories in finance relate to stock price analysis and prediction. The efficient markets hypothesis states that stock prices for publicly-traded companies reflect all available information. Prices adjust to new information instantaneously, so it is i
From playlist Financial Markets (2008) with Robert Shiller
From playlist STAT 200 Video Lectures
Random walks in 2D and 3D are fundamentally different (Markov chains approach)
Second channel video: https://youtu.be/KnWK7xYuy00 100k Q&A Google form: https://forms.gle/BCspH33sCRc75RwcA "A drunk man will find his way home, but a drunk bird may get lost forever." What is this sentence about? In 2D, the random walk is "recurrent", i.e. you are guaranteed to go back
From playlist Novel topics (not in usual math curricula)