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  • Search: subject:"Random walks"
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Year of publication
Subject
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Random walks 81 random walks 41 Random Walk 22 Random walk 22 equation 20 Theorie 19 statistics 19 Theory 18 equations 18 time series 17 05.40.Fb Random walks and Levy flights 16 correlation 16 covariance 16 probability 16 Random walks (Mathematics) 14 forecasting 14 statistic 13 econometrics 12 autocorrelation 11 logarithm 11 random walk 11 samples 11 Continuous time random walks 10 cointegration 10 Anomalous diffusion 9 correlations 9 standard deviation 9 Economic models 8 prediction 8 standard deviations 8 survey 8 Random Walks 7 Stochastic processes 7 constant term 7 financial statistics 7 exchange rate regimes 6 exchange rates 6 functional form 6 predictions 6 probabilities 6
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Online availability
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Undetermined 141 Free 48
Type of publication
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Article 156 Book / Working Paper 58
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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Undetermined 163 English 51
Author
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Scalas, Enrico 7 Podobnik, Boris 4 Arcagni, Alberto 3 Cashin, Paul 3 Grassi, Rosanna 3 Ivanov, Plamen Ch. 3 Lambiotte, R. 3 Nobre, F. D. 3 Politi, Mauro 3 Rossi, Barbara 3 Schwämmle, V. 3 Abdih, Yasser 2 Ausloos, M. 2 Baeumer, B. 2 Barkai, E. 2 Blumen, A. 2 Brenig, L. 2 Carr, Peter 2 Curado, E. M.F. 2 Diebold, Francis X. 2 Fisher, Evan 2 Geman, Hélyette 2 Gneezy, U. 2 Gorenflo, Rudolf 2 Grosse, Ivo 2 Hess, Gregory D. 2 Iwata, Shigeru 2 Jasso-Fuentes, Héctor 2 Kim, Yup 2 Klafter, J. 2 Krichene, Noureddine 2 Lee, Sungmin 2 Madan, Dilip B. 2 Mainardi, Francesco 2 Malkiel, Burton G. 2 Matia, Kaushik 2 Meerschaert, M.M. 2 Meerschaert, Mark M. 2 Miller, J. Isaac 2 Néel, Marie-Christine 2
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Institution
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International Monetary Fund (IMF) 21 Federal Reserve Board (Board of Governors of the Federal Reserve System) 6 EconWPA 3 Federal Reserve Bank of Kansas City 2 Federal Reserve Bank of New York 2 International Monetary Fund 2 Tilburg University, Center for Economic Research 2 Université Paris-Dauphine (Paris IX) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, Oxford University 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Econometric Society 1 Economics Department, University of Missouri 1 Federal Reserve Bank of Dallas 1 HAL 1 HEC Paris (École des Hautes Études Commerciales) 1 Institut für Weltwirtschaft (IfW) 1 Santa Fe Institute 1 Tilburg University, School of Economics and Management 1 Université Paris-Dauphine 1 Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 84 IMF Working Papers 19 The European Physical Journal B - Condensed Matter and Complex Systems 19 Statistics & Probability Letters 7 Stochastic Processes and their Applications 6 Finance and Economics Discussion Series 4 European journal of operational research : EJOR 3 International Journal of Economics and Business Research 3 Advances in Data Analysis and Classification 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Economics Papers from University Paris Dauphine 2 MPRA Paper 2 Management Science 2 Research Working Paper / Federal Reserve Bank of Kansas City 2 Advances in Complex Systems (ACS) 1 Annals of the Institute of Statistical Mathematics 1 Applied economics 1 Data 1 Dynamic games and applications : DGA 1 Econometric Society 2004 North American Summer Meetings 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Eurasian economic review : a journal in applied macroeconomics and finance 1 Finance 1 Games and economic behavior 1 Globalization and Monetary Policy Institute Working Paper 1 IMF Occasional Papers 1 IMF Staff Country Reports 1 Insurance 1 International Finance 1 International Journal of Research in Business and Social Science : IJRBS 1 International Review of Economics & Finance 1 International journal of economics and business research 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of African Development 1 Journal of Applied Economics 1 Journal of Economic Development 1 Journal of business research : JBR 1
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Source
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RePEc 185 ECONIS (ZBW) 24 EconStor 2 USB Cologne (EcoSocSci) 2 BASE 1
Showing 1 - 10 of 214
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The gambler’s ruin with asymmetric payoffs
Whelan, Karl - 2025
The gambler's ruin is usually presented as a repeated game where the gambler can either win or lose one unit. We examine cases where the profits from winning gambles are multiple times the stake at risk, with the expected profit per gamble being either zero, positive or negative. For positive...
Persistent link: https://www.econbiz.de/10015330787
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Age-gender-country-specific death rates modelling and forecasting : a linear mixed-effects model
Dastranj, Reza; Kolář, Martin - In: Scandinavian actuarial journal 2025 (2025) 10, pp. 1009-1024
Persistent link: https://www.econbiz.de/10015555076
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Cover Image
The gambler's ruin with asymmetric payoffs
Whelan, Karl - 2025
The gambler's ruin is usually presented as a repeated game where the gambler can either win or lose one unit. We examine cases where the profits from winning gambles are multiple times the stake at risk, with the expected profit per gamble being either zero, positive or negative. For positive...
Persistent link: https://www.econbiz.de/10015434314
Saved in:
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A recursive measure of voting power that satisfies reasonable postulates
Abizadeh, Arash; Vetta, Adrian - In: Games and economic behavior 148 (2024), pp. 535-565
Persistent link: https://www.econbiz.de/10015154405
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Higher-order assortativity for directed weighted networks and Markov chains
Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227
Persistent link: https://www.econbiz.de/10014573972
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A heuristic method to solve an assignment problem using a random walk approximation
Monteiro, Léo; Tremblay, Hugo; Séguin, Sara - 2024
Persistent link: https://www.econbiz.de/10015101664
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Chasing a drunk robber in many classes of graphs
Nuttanon Songsuwan; Dawud Thongtha; Pawaton Kaemawichanurat - In: Dynamic games and applications : DGA 12 (2022) 4, pp. 1312-1337
Persistent link: https://www.econbiz.de/10013433670
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A discrete-time benchmark tracking problem in two markets subject to random environments
Jasso-Fuentes, Héctor; Salgado-Suárez, Gladys D. - In: OR spectrum : quantitative approaches in management 46 (2024) 4, pp. 1265-1294
Persistent link: https://www.econbiz.de/10015188656
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A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor; Pacheco, Carlos Gabriel; … - In: Top : an official journal of the Spanish Society of … 31 (2023) 3, pp. 562-583
Persistent link: https://www.econbiz.de/10014384720
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Time series forecasting in stock trading markets : the turning point curiosity
Lusk, Edward J. - In: International Journal of Research in Business and … 8 (2019) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10012145313
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