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Questions tagged [stochastic]

A stochastic system is a system which state depends or some random elements making its behavior non-deterministic. Questions with this tag should cover topics regarding random variables and non-determenistic systems.

256 questions
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Loop a function and store the output of each result

I've defined a function that outputs two arrays [x] and [y]. My goal is to then call that function a number of times (in this example 10) and store each of those outputs into a different array so that I can average each array for x and y. I've…
Skruberk
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Replace builtin datatype (int, float) by a stochastic variable

In an existing code-base, sometimes I would like to change fixed values into stochastic values. As an oversimplified example: def existing_function(v): return v + 1 # Normal usage: v = 1 existing_function(v) 2 existing_function(v) 2 #…
Van Alles
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R code for simulating stochastic asset price path

Consider the following model for the evolution of an asset's price: This what I have done (in R). I could not find a function that randomly outputs +1 or -1, so I decided to adapt the inbuilt rbinom function. ## This code is in R rm(list =…
John Paris
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calculate the Probability: What is the probability that no one makes the right decision?

I'm trying to solve an exercise from the stochastic project. Is anybody already done such exercises? Consider a jury trial in which it takes 9 of the 12 jurors to convict the defendant; that is, in order for the defendant to be convicted, at least 8…
Tony Bony
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R - Geometric Brownian Motion Modelling

I have monthly data in degree Fahrenheit. How do I use GBM modelling in R packages to simulate this and predict future outcomes? How time parameters to, tn and n are used? I am using somebm package for this. Here is my data:
Prashant kumar
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Question about constructing transition matrix for a scenario

I am facing some problem on constructing transition probability matrix when I am studying and following is the scenario of the question: **Assuming a phone has had i faults (for i = 0,1,2,3 the probability of having another fault is p, independently…
Ben
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Dice Game Simulation

I have this question for an assignment: Your friend has devised a game with two players. The two players, called A and B, take turns rolling an ordinary six-sided die, with A being the first to roll. The first player who rolls a six wins the…
user10551611
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Random Sampling from a dataset

I have financial data with values like: "Volume", "Profit/Loss", "Cost", etc Now, it is safe to assume that every record in this data set is a "realization" or outcome of a single random variable, hence we may model this dataset as a set of iid…
user227837
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Markov chain in R

Suppose we have a ten state system where an observation can enter the system in any one of the ten states with equal probability and move from the given state into a new state also with equal probability (the observation's new state isn't…
menzd53
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Random Number Cheat?

For the purpose of stochastic simulation, would the following algorithm suffice to produce 1 million pseudorandom decimal numbers of the same quality as a simple rand() command that you'd find in most computer languages? The premise of the algorithm…
Jordan
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Stochastic pine script stratygy

Hi all hope ur doing well, I’m trying to code a strategy that go long when k is in the overbought area and crossed d and the opposite for shorting But I’m new to this and I don’t now how to write the long entry if the cross happen in the overbought…
Salem
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Implementing the Central Limit Theorem - Which Random Number Generator?

so basically I'm trying to run an stochastic experiment. It's very simple. Basically I wanted to see if what the central limit theorem says holds. So simply put the idea of the central limit theorem is, that if we sample infinite samples of the same…
handy
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Combination with no repeat in Excel including reducing rows

My dataset looks like this AAAA BBBB CCCC DDDD EEEE FFFF I want to delete the first and second row and then I want to delete the first and third line and then the first and fourth and so on. Next, second and third line, second and fourth line and…
Aria
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Stochastic weight binarization

I am reading BinaryConnect paper of Bengio. I understand the whole idea and how to do deterministic binarization. However, I did not understand how the stochastic binarization works (how can we implement that) and what is the difference between…
LearnToGrow
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SGD library for Java

Could someone recommend me lightweight, easy to use Java library for stochastic gradient descent optimization?
Josef Ondrej
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