Mean-reverting random walks

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorCawley, Jason-
Data de aceite: dc.date.accessioned2019-08-21T19:27:42Z-
Data de disponibilização: dc.date.available2019-08-21T19:27:42Z-
Data de envio: dc.date.issued2009-
Data de envio: dc.date.issued2009-08-01-
Data de envio: dc.date.issued2013-03-12-
Data de envio: dc.date.issued2013-03-12-
Data de envio: dc.date.issued2013-03-12-
Fonte completa do material: dc.identifierhttp://objetoseducacionais2.mec.gov.br/handle/mec/22594-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/492518-
Descrição: dc.descriptionEnsino Médio::Matemática-
Descrição: dc.descriptionMany financial or economic processes can be modeled as mean-reverting random walks. Mean-reverting walks differ from simple diffusion by the addition of a central expectation, usually growing with time, and a restoring force that pulls subsequent values toward that expectation. The random term is lognormally distributed, and the initial value of the mean can be above or below the series start. The strength of the restoring force is given in terms of the time to return to the mean. The plot shows sample paths which result in the 90th, 70th, 50th, 30th, and 10th percentiles in endpoint value, out of a larger sample-
Idioma: dc.languageen-
Publicador: dc.publisherWolfram Demonstration Project-
Relação: dc.relationMeanRevertingRandomWalks.nbp-
Direitos: dc.rightsDemonstration freeware using MathematicaPlayer-
???dc.source???: dc.sourcehttp://demonstrations.wolfram.com/MeanRevertingRandomWalks/-
Palavras-chave: dc.subjectStatistics-
Palavras-chave: dc.subjectEducação Básica::Ensino Médio::Matemática::Análise de dados e probabilidade-
Título: dc.titleMean-reverting random walks-
???dc.description2???: dc.description2Modeling a financial or an economic process-
???dc.description3???: dc.description3This demonstration needs the "MathematicaPlayer.exe" to run. Find it in http://objetoseducacionais2.mec.gov.br/handle/mec/4737-
Aparece nas coleções:Repositório Institucional - MEC BIOE

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