Lưu ý: Bản dịch của mục này hiện đang được kiểm tra chất lượng, vì vậy một số nội dung tạm thời chỉ hiển thị bằng tiếng Anh.
Mục từ này chưa được dịch sang ngôn ngữ của bạn, vì vậy nội dung gốc được hiển thị bên dưới.
random walk
This term originates from mathematics and physics to describe a stochastic process. In technical contexts, it refers to a precise mathematical model where the direction of each step is determined by a random variable, often used to study diffusion or Brownian motion.
In finance and economics, the term is used as a conceptual framework to argue that stock market prices evolve unpredictably. When applied this way, it suggests that past price movements cannot be used to predict future movements, implying that the market is efficient and movements are essentially noise.
Ý nghĩa
A mathematical object that describes a path consisting of a succession of random steps on some mathematical space.
Ví dụ
The movement of the particle is modeled as a random walk in three dimensions.
Some economists argue that stock price movements are essentially a random walk.
I wonder if my career path has just been one long random walk.
The professor explained how a random walk can be used to simulate diffusion.
It feels like this conversation is just a random walk through unrelated topics.
We can analyze the probability of return to the origin in a simple random walk.
The algorithm uses a random walk to explore the graph and find new nodes.
Is the market truly a random walk or is there a hidden pattern we can exploit?