stochastic models

  • 1 Stochastic models — Liability matching models that assume that the liability payments and the asset cash flows are uncertain. Related: Deterministic models. The New York Times Financial Glossary …

    Financial and business terms

  • 2 stochastic models — liability matching models that assume that the liability payments and the asset cash flows are uncertain. Related: deterministic models. Bloomberg Financial Dictionary …

    Financial and business terms

  • 3 Stochastic — (from the Greek Στόχος for aim or guess ) means random.A stochastic process is one whose behavior is non deterministic in that a state s next state is determined both by the process s predictable actions and by a random element. Stochastic crafts …

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  • 4 Stochastic modelling (insurance) — This page is concerned with the stochastic modelling as applied to the insurance industry. For other stochastic modelling applications, please see Monte Carlo method. For mathematical definition, please see Stochastic process.tochastic model… …

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  • 5 Stochastic volatility — models are used in the field of quantitative finance to evaluate derivative securities, such as options. The name derives from the models treatment of the underlying security s volatility as a random process, governed by state variables such as… …

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  • 6 Stochastic programming — is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the… …

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  • 7 Stochastic approximation — methods are a family of iterative stochastic optimization algorithms that attempt to find zeroes or extrema of functions which cannot be computed directly, but only estimated via noisy observations. The first, and prototypical, algorithms of this …

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  • 8 Stochastic Frontier Analysis — is a method of economic modeling. It has its starting point in the stochastic production frontier models simultaneously introduced by Aigner, Lovell and Schmidt (1977) and Meeusen and Van den Broeck (1977).The production frontier model without… …

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  • 9 Models of collaborative tagging — Many have argued that social tagging or collaborative tagging systems can provide navigational cues or “way finders” [1][2] for other users to explore information. The notion is that, given that social tags are labels that users create to… …

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  • 10 Stochastic Volatility - SV — A statistical method in mathematical finance in which volatility and codependence between variables is allowed to fluctuate over time rather than remain constant. Stochastic in this sense refers to successive values of a random variable that are… …

    Investment dictionary

  • 11 Stochastic context-free grammar — A stochastic context free grammar (SCFG; also probabilistic context free grammar, PCFG) is a context free grammar in which each production is augmented with a probability. The probability of a derivation (parse) is then the product of the… …

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  • 12 Stochastic matrix — For a matrix whose elements are stochastic, see Random matrix In mathematics, a stochastic matrix (also termed probability matrix, transition matrix, substitution matrix, or Markov matrix) is a matrix used to describe the transitions of a Markov… …

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  • 13 stochastic — A term used to describe outcomes based on uncertain relationships. The process of change in a variable resulting from change in a parameter. For example, option adjusted spread measures of yield and Monte Carlo models of interest rate risk are… …

    Financial and business terms

  • 14 Doubly stochastic model — In statistics, a doubly stochastic model is a type of model that can arise in many contexts, but in particular in modelling time series and stochastic processes. The basic idea for a doubly stochastic model is that an observed random variable is… …

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  • 15 National Conference on Mathematical and Computational Models — (NCMCM) is a national level applied mathematics conference organized by Department of Mathematics and Computer Applications, PSG College of Technology, Coimbatore, India every other year. It is a national level technical conference sponsored by… …

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  • 16 Deterministic models — Liability matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: Compare stochastic models …

    Financial and business terms

  • 17 deterministic models — liability matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: stochastic models. Bloomberg Financial Dictionary …

    Financial and business terms

  • 18 Dynamic stochastic general equilibrium — modeling (abbreviated DSGE or sometimes SDGE or DGE) is a branch of applied general equilibrium theory that is influential in contemporary macroeconomics. The DSGE methodology attempts to explain aggregate economic phenomena, such as economic… …

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  • 19 Compartmental models in epidemiology — In order to model the progress of an epidemic in a large population, comprising many different individuals in various fields, the population diversity must be reduced to a few key characteristics which are relevant to the infection under… …

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  • 20 Niche apportionment models — Mechanistic models for niche apportionment are biological models used to explain relative species abundance distributions. These models describe how species break up resource pool in multi dimensional space, determining the distribution of… …

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