The random walk model
The Random Walk Model in the Pakistani Equity Market: An Examination
... The Random Walk Model in the Pakistani Equity Market: An Examination F AZAL H USAIN This paper examines the validity of the Random Walk Model in the Pakistani equity ...The ...
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The Random Walk Model in the Pakistani Equity market: An Examination
... The analysis indicates that the Random Walk Model is not valid in the Pakistani equity market as is the case in other emerging markets. The results show the presence of strong serial dependence in ...
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Forecasting an ARIMA (0,2,1) using the random walk model with drift
... in model (1) gives a stationary random normal process, where data will fluctuate around a horizontal level located at μ, with constant over time variance equals to 2 ...the random walk ...
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Moving Forward vs Inflicting Costs in a Random Walk Model of War
... a random-walk model of war, where two belligerents …ght over “forts” across ...The random walk represents a battlefront, which moves as the war evolves, resulting in the occupation of ...
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A Random Walk Model for Item Recommendation in Social Tagging Systems
... several model-based algorithms for tag-based recommendation have been proposed for tag-based CF ...(PLSA) model capturing both the item-user and item-tag co-occurrence information for ...HOSVD model ...
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The Random Walk Model in the Karachi Stock Market: An Empirical Investigation
... of random walk in KSE-100 index and all selected ...of random walk components in stock prices does not necessary implies that stock returns are ...of random walk for all holding ...
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A Random Walk–Based Model for Identifying Semantic Orientation
... Markov random walk model to a large word relatedness graph, and produces a polarity estimate for any given ...The model can accurately and quickly assign a polarity sign and magnitude to any ...
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Random walk on the range of random walk
... of random walk paths has previously been investigated by physicists, with one motivation for doing so being its application to the study of the transport properties of sedimentary rocks of low porosity, ...
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On the Pfaffian property of annihilating random walk and coalescing random walk
... annihilating random walk and coalescing random ...lating random walk to Glauber model and employing empty interval method respectively, we prove there is a similar structure ...
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Recurrence of a modified random walk and its application to an economic model
... Salant shows that in any period, the market price which induces profit-seeking speculators and the government to sell exactly what consumers demand can be written as a decreasing functio[r] ...
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Slow movement of a random walk on the range of a random walk in the presence of an external field
... Biased random walk on the range of simple random walk The goal of this section is to develop the techniques of the previous section to deduce results about the biased random walk ...
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Random walk attachment graphs
... this model and its generalisations is that this implicitly requires a calculation across all the existing vertices, or at least a knowledge of the total degree (sum of the vertex degrees) of the ...this ...
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Group walk random graphs
... geometric random graphs compared to the ER model is that they can approximate real-life networks much more realistically, but they are also of great theoretical interest given the impact of the ER ...
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IRWR:Incremental Random Walk with Restart
... 5. CONCLUSIONS We showed how RWR proximities can be computed very efficiently in an incremental update model, where the edges of a graph are constantly changed. We also empirically eval- uated that IRWR greatly ...
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On the centre of mass of a random walk.
... Theorem 1.6. Suppose that d = 1 and (L) holds, i.e., P(X ∈ b + hZ) = 1 for b ∈ R and h > 0 maximal. Suppose also that (S) holds. Then lim inf n→∞ G n = −∞, lim sup n→∞ G n = +∞, and lim n→∞ |G n | = ∞. Remark 1.7. The ...
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How to Beat the Random Walk
... (three to four years) using monetary models. The length of the forecasting horizon appears to be crucial for the results in terms of the forecasting accuracy of exchange rate models. Macroeconomic fundamentals have ...
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A Random Walk in Physical Biology
... physical model that combines membrane elastic properties with the structure of a typical membrane protein, we show that the membrane can commu- nicate structural and hence conformational information between ...
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Univariate Unobserved Component Model with Non Random Walk Permanent Component
... UC model is unidenti…ed, we investigate the upper bound of the contribution of the transitory component, and …nd it is dominated by the permanent ...Unobserved-Component Model; Random Walk ...
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Univariate Unobserved Component Model with a Non Random Walk Permanent Component
... (UC) model and the Beveridge-Nelson (BN) (1981) ...UC model is exactly the same as the BN ...the random-walk assumption imposed on the permanent component, see Nagakura (2008) for the formal ...
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Univariate Unobserved Component Model with a Non Random Walk Permanent Component
... (UC) model and the Beveridge-Nelson (BN) (1981) ...UC model is exactly the same as the BN ...the random-walk assumption imposed on the permanent component, see Nagakura (2008) for the formal ...
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