Tra i metodi deterministici troviamo anche le successioni a bassa discrepanza, spesso presentate tra i metodi di riduzione della varianza poiché consentono di aumentare l’accuratezza dei risultati della simulazione.
Deterministic
Known in advance when the sum of one-step ahead forecast mean squared errors is zero.
Deterministic
The fundamental continuous effect of an exogenous variable such as money supply that can be deter mined to be explanatory.
A deterministic non-linear dynamic system that can produce random looking results. A chaotic system must have a Fractal dimension, and exhibit sensitive dependence On initial conditions. See: Fractal Dimension, Lyapunov Exponent, Strange Attractor.
deterministic models: Liability-matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: Compare stochastic models ...
Movements of the stock prices, as well as price movements of other financial instruments, generally present a deterministic trend, on which are superimposed some "noise" signals, in turn composed of truly random and chaotic signals.
In other words, even if the markets are governed by deterministic forces (which would imply that they can be predicted by accurate modeling of the current situation and the forces which apply to each variable including the price), ...
Statistical arbitrage, as opposed to (deterministic) arbitrage, is the mispricing of one or more assets based on the expected value of these assets. For example, consider a game in which one flips a coin and collects $1 on heads or pays $0.
The above model can be extended for variable (but deterministic) rates and volatilities. The model may also be used to value European options on instruments paying dividends.
Linear regression provides a deterministic way to this. First, linear regression will provide an R-Squared value for the historical data. If this value is too small, the data is not linear, so the original assumptions must change.
Although the results may seem to be random, they actually arise from a deterministic process. Chaotic systems have a fractal dimension and are highly dependent on initial conditions.
What is variable demand stochastic demand deterministic demand?
Who invented the variable rate mortgage?
Is birth rate a continuous variable?
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Liability-matching models that assume that the liability payments and the asset cash flows are uncertain. Related: Deterministic models
Stock index option
An option in which the underlying is a common stock index.
Related: Deterministic models Stock index option An option in which the underlying is a common stock index. Stock market Also called the equity market, the market for trading equities.
Related: Deterministic models Stock exchanges Formal organizations, approved and regulated by the Securities and Exchange Commission (SEC), that are made up of members that use the facilities to exchange certain common stocks.
 See also: Trading, Performance, Market, Model, Analysis
  
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