stochastic modeling

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• Stochastic Modeling — A method of financial modeling in which one or more variables within the model are random. Stochastic modeling is for the purpose of estimating the probability of outcomes within a forecast to predict what conditions might be like under different …   Investment dictionary

• 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… …   Wikipedia

• 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… …   Wikipedia

• Stochastic calculus — is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave… …   Wikipedia

• Stochastic optimization — (SO) methods are optimization algorithms which incorporate probabilistic (random) elements, either in the problem data (the objective function, the constraints, etc.), or in the algorithm itself (through random parameter values, random choices,… …   Wikipedia

• 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… …   Wikipedia

• Stochastic electrodynamics — In theoretical physics, Stochastic electrodynamics (SED) refers to a theory which posits that the interaction of elementary particles with the vacuum radiation field, or zero point field, is ultimately responsible for various familiar quantum… …   Wikipedia

• 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… …   Wikipedia

• 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

• Modeling and analysis of financial markets — Much effort has gone into the study of financial markets and how prices vary with time. Charles Dow, one of the founders of Dow Jones Company and The Wall Street Journal, enunciated a set of ideas on the subject which are now called Dow Theory.… …   Wikipedia

• 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… …   Wikipedia