Random walk

"The investigation of hot-hand fallacy and gambler’s fallacy in foreign exchange markets" using high frequency foreign exchange market data adopted from the Electronic Brokerage Service (EBS) platform, we explore whether a sequence of continuous trades and reversal trades bring judgment errors associated with processing information from random sequences for institutional investors. We find that, in keeping with hot-hand fallacy, longer spans lead to greater expectations for a continuation.

11p dathienlang1012 03-05-2024 0 0   Download

Ebook "Classical and spatial stochastic processes: With applications to biology (Second edition)" presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response.

271p manmanthanhla0201 26-02-2024 4 1   Download

Part 2 book "Computational physics - Simulation of classical and quantum systems" includes content: Rotational motion, molecular mechanics, thermodynamic systems, random walk and brownian motion, electrostatics, advection, waves, diffusion, nonlinear systems, simple quantum systems, variational methods for quantum systems.

303p muasambanhan02 18-12-2023 5 4   Download

Lecture Distributed systems (3/E) - Chapter 2: Architectures provide students with content about: architectural styles; layered architecture; two-party communication; application layering; object-based style; RESTful architectures; using legacy to build middleware; organizing wrappers; intercept the usual flow of control;... Please refer to the detailed lecture content!

40p diepkhinhchau 18-09-2023 5 4   Download

Continued part 1, part 2 of ebook "Probability theory" provides readers with contents including: properties of the trajectories of random walks zero-one laws; random walks and factorisation identities; sequences of dependent trials markov chains; information and entropy; stationary sequences; stochastic recursive sequences; continuous time random processes; processes with independent increments; functional limit theorems;...

409p hanlinhchi 29-08-2023 6 3   Download

Continued part 1, part 2 of ebook "Basic concepts in computational physics (Second edition)" has presents the following content: stochastic methods; pseudo-random number generators; random sampling methods; a brief introduction to monte-carlo methods; the ising model; some basics of stochastic processes; the random walk and diffusion theory; markov-chain monte carlo and the potts model; data analysis; stochastic optimization; the two-body problem;...

221p dieptieuung 20-07-2023 9 3   Download

Continued part 1, part 2 of ebook "Computational physics: Simulation of classical and quantum systems" has presents the following content: simulation of classical and quantum systems; rotational motion; molecular mechanics; thermodynamic systems; random walk and brownian motion; electrostatics; waves; diffusion; nonlinear systems; simple quantum systems; elementary qubit manipulation; reaction-diffusion systems;...

212p dieptieuung 20-07-2023 5 3   Download

This research applies the feedforward artificial neural network (ANN) with a backpropagation algorithm to predict the inflation rate of Vietnam for the year 2022 using a historical dataset from 2000 to 2021. The forecast shows a close similarity to the actual figures, implying that the built-up ANN model is efficient and applicable.

12p vistarlord 15-06-2023 6 2   Download

This paper proposes an Adaptive Selective Cuckoo Search Algorithm (ASCSA) for solving the multi-objective short-term hydrothermal scheduling (MOSTHTS). The main objective of the MOSTHTS problem is to minimize both total power generation cost and emission of thermal generators over a scheduling period while satisfying power balance, hydraulic, and generator operating limit constraints.

8p vidoctorstrange 06-05-2023 5 3   Download

Ebook Introduction to computation and programming using Python: Part 2 include of the following content: chapter 11 plotting and more about classes; chapter 12 stochastic programs, probability, and statistics; chapter 13 random walks and more about data visualization; chapter 14 monte carlo simulation; chapter 15 understanding experimental data; chapter 16 lies, damned lies, and statistics; chapter 17 knapsack and graph optimization problems; chapter 18 dynamic programming; chapter 19 a quick look at machine learning.

158p runthenight03 07-12-2022 23 5   Download

Older people are often admitted for rehabilitation to improve walking, yet not everyone improves. The aim of this study was to determine key factors associated with a positive response to hospital-based rehabilitation in older people.

8p viisaacnewton 25-04-2022 17 4   Download

Lecture Introduction to Stochastic Processes: Lesson 9 provide students with knowledge about discrete parameter Markov chain on a countable state space, simple random walk on integers, mathematical description, transition probabilities, define a stochastic process with initial distribution,...

12p bachnhuocdong 23-12-2021 10 0   Download

Lecture Introduction to Stochastic Processes: Lesson 11 provide students with knowledge about simple random walk, on-off process, choose a lamp at random and switch it on, choose another lamp at random (independently of the previous choice and the configuration of the lamps), random walks on groups,...

20p bachnhuocdong 23-12-2021 14 0   Download

Lecture Introduction to Stochastic Processes: Lesson 16 provide students with knowledge about simple random walk on Z, Stirling's approximation, nearest neighbour random walk on Z, direct product of two simple random walks on Z, one-dimensional estimate, two-dimensional case,...

23p bachnhuocdong 23-12-2021 8 0   Download

Lecture Introduction to Stochastic Processes: Lesson 17 provide students with knowledge about simple random walk on Z3, class property, solidarity property, recurrence and transience are class properties, period of a state, the canonical decomposition, closed sets,...

24p bachnhuocdong 23-12-2021 9 0   Download

Since the establishment of the first biomedical ontology Gene Ontology (GO), the number of biomedical ontology has increased dramatically. Nowadays over 300 ontologies have been built including extensively used Disease Ontology (DO) and Human Phenotype Ontology (HPO). Because of the advantage of identifying novel relationships between terms, calculating similarity between ontology terms is one of the major tasks in this research area.

10p vilarryellison 29-10-2021 6 0   Download

Bài nghiên cứu sử dụng phương pháp bình phương bé nhất (OLS) và mô hình hiệu chỉnh sai số (ECM) để tính các giá trị lãi suất dự báo. Sau đó, dùng thống kê Theil, Diebold và Mariano (1995) để so sánh sai số chuẩn giữa kết quả dự báo với kết quả có được từ mô hình bước đi ngẫu nhiên (Random walk), qua đó tìm ra mô hình có khả năng dự báo lãi suất cho mỗi quốc gia.

73p sonhalenh02 26-05-2021 28 2   Download

Bài giảng này cung cấp cho người học những kiến thức cơ bản về định tuyến trong mạng viễn thông. Những nội dung chính được trình bày trong chương này gồm có: Graph (đồ hình), phân loại định tuyến, định tuyến ngẫu nhiên: flooding, định tuyến ngẫu nhiên: random walk, định tuyến ngẫu nhiên: hot potato.

10p lovebychance04 20-05-2021 29 4   Download

Walking is an easily prescribed physical activity for people with low back pain (LBP). However, the evidence for its effectiveness to improve pain and disability levels for people with chronic low back pain (CLBP) within a community setting has not been evaluated.

14p vianttinic2711 20-04-2021 11 2   Download

Dietary nitrate supplementation has been shown to decrease the oxygen cost of exercise and prolong exercise tolerance, as measured by sub-maximal exercise endurance distance and time at 85% V̇O2max, in both elite athletes and normal healthy subjects.

9p vimontana2711 05-04-2021 14 2   Download