| 单词 |
random walk with drift |
| 释义 |
DictionarySeerandom walkRandom walk with drift
Random walk with driftFor a random walk with drift, the best forecast of tomorrow's price is today's price plus a drift term. One could think of the drift as measuring a trend in the price (perhaps reflecting long-term inflation). Given the drift is usually assumed to be constant. Related: Mean reversion. |
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