stochastic model

  • 51Black-Derman-Toy model — In finance, the Black Derman Toy model is a model of the evolution of the yield curve, sometimes referred to as a short rate model. It is a one factor model; that is, a single stochastic factor (the short rate) determines the future evolution of… …

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  • 52Cox-Ingersoll-Ross model — The Cox Ingersoll Ross model in finance is a mathematical model describing the evolution of interest rates. It is a type of one factor model (Short rate model) as describes interest rate movements as driven by only one source of market risk. The… …

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  • 53Log-distance path loss model — The log distance path loss model is a radio propagation model that predicts the path loss a encounters inside a building or densely populated areas over distance.Applicable to / Under conditionsThe model is applicable to indoor propagation… …

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  • 54Lucas-Islands model — The Lucas Islands model is an economic model formulated by Robert Lucas, Jr. Its purpose is to model the link between money supply and price and output changes in a simplified economy using rational expectations. The model contains a group of N… …

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  • 55Hydrophobic-polar protein folding model — The hydrophobic polar protein folding model is a highly simplified model for examining protein folds in space. First proposed by Dill in 1985, it is motivated by the observation that hydrophobic interactions between amino acid residues are the… …

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  • 56Cellular model — Part of the Cell Cycle Creating a cellular model has been a particularly challenging task of systems biology and mathematical biology. It involves developing efficient algorithms, data structures, visualization and communication tools to… …

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  • 57Random Energy Model — In statistical physics of disordered systems the Random Energy Model is a toy model of a system with quenched disorder. It concerns the statistics of a system of N particles, such that the number of possible states for the systems grow as 2^N,… …

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  • 58Rendleman-Bartter model — The Rendleman Bartter model in finance is a short rate model describing the evolution of interest rates. It is a type of one factor model as describes interest rate movements as driven by only one source of market risk. It can be used in the… …

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  • 59Monte Carlo option model — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The term Monte Carlo method was coined by Stanislaw Ulam in the… …

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  • 60Ehrenfest model — The Enrenfest model of diffusion was proposed by Paul Ehrenfest to explain the second law of thermodynamics. The model considers N particles in two containers. Particles independently change container at a rate λ. If X(t) is defined to be the… …

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