sequence often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary...
162 KB (17,885 words) - 17:56, 1 August 2024
asset models. For mathematical definition, please see Stochastic process. "Stochastic" means being or having a random variable. A stochastic model is a...
8 KB (1,146 words) - 17:49, 10 February 2024
In machine learning, the term stochastic parrot is a metaphor to describe the theory that large language models, though able to generate plausible language...
22 KB (2,437 words) - 02:53, 27 June 2024
random probability distribution. Stochasticity and randomness are distinct, in that the former refers to a modeling approach and the latter refers to...
28 KB (3,333 words) - 11:29, 7 August 2024
Stochastic Models is a peer-reviewed scientific journal that publishes papers on stochastic models. It is published by Taylor & Francis. It was established...
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vary over time. Stochastic models are not applied for making point estimation rather interval estimation and they use different stochastic processes.[clarification...
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also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as...
36 KB (5,616 words) - 15:19, 12 July 2024
(ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR),...
35 KB (5,416 words) - 17:26, 7 July 2024
The stochastic block model is a generative model for random graphs. This model tends to produce graphs containing communities, subsets of nodes characterized...
17 KB (2,073 words) - 19:38, 23 June 2024
Stochastic gradient descent (often abbreviated SGD) is an iterative method for optimizing an objective function with suitable smoothness properties (e...
50 KB (6,582 words) - 21:42, 7 August 2024
In statistics, stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed. They are used in the...
16 KB (2,427 words) - 22:33, 7 May 2024
In mathematics, a stochastic matrix is a square matrix used to describe the transitions of a Markov chain. Each of its entries is a nonnegative real number...
18 KB (2,726 words) - 09:29, 27 June 2024
Stochastic thermodynamics is an emergent field of research in statistical mechanics that uses stochastic variables to better understand the non-equilibrium...
33 KB (3,669 words) - 15:57, 26 June 2024
Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or...
12 KB (1,683 words) - 09:57, 3 March 2023
the more general case of doubly stochastic models, there is the idea that many values in a time-series or stochastic model are simultaneously affected by...
2 KB (294 words) - 08:06, 14 December 2020
as rational agent models, representative agent models etc. Stochastic models are formulated using stochastic processes. They model economically observable...
30 KB (3,856 words) - 17:00, 24 March 2024
Markov chain (category Markov models)
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on...
93 KB (12,484 words) - 18:12, 6 August 2024
DNA supercoil (section Stochastic models)
events were modeled at the promoter region alone, and thus required much less events to be accounted for. Examples of stochastic models that focus on...
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of analytically–tractable and time–homogeneous short–rate models". Finance and Stochastics. 5 (3): 369–387. doi:10.1007/PL00013541. ISSN 0949-2984. S2CID 35316609...
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model, using simulation in the valuation of options with complicated features Real options analysis Stochastic volatility Although the original model...
63 KB (9,356 words) - 10:47, 23 July 2024
In probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only...
10 KB (1,175 words) - 07:55, 18 July 2024
Neural network (machine learning) (redirect from Stochastic neural network)
less prone to get caught in "dead ends". Stochastic neural networks originating from Sherrington–Kirkpatrick models are a type of artificial neural network...
152 KB (16,009 words) - 16:36, 9 August 2024
A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. Realizations...
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Frank J. Fabozzi (redirect from Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization)
structured products. He is a co-developer of the Kalotay–Williams–Fabozzi model of the short rate, used in the valuation of interest rate derivatives. He...
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Biological neuron models, also known as spiking neuron models, are mathematical descriptions of the conduction of electrical signals in neurons. Neurons...
115 KB (14,910 words) - 00:37, 20 July 2024
mathematics and telecommunications, stochastic geometry models of wireless networks refer to mathematical models based on stochastic geometry that are designed...
59 KB (7,849 words) - 05:06, 25 February 2024
Stochastic model. But the existence of both biologically distinct non-CSC and CSC populations supports a more CSC model, proposing that both models may...
86 KB (10,355 words) - 11:03, 11 August 2024
Computer simulation (redirect from Computer models)
climate models, roadway noise models, roadway air dispersion models), continuum mechanics and chemical kinetics fall into this category. a stochastic simulation...
29 KB (3,509 words) - 08:23, 19 July 2024
SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha...
18 KB (2,432 words) - 08:07, 31 May 2024
process is often used in mathematical models and in the related fields of spatial point processes, stochastic geometry, spatial statistics and continuum...
118 KB (15,546 words) - 08:33, 6 August 2024