random walk

7 in Shanghai futures exchange were analyzed both to testify whether the time series of futures prices are at random walk and to judge whether the markets satisfy the weak form efficiency.

以上海期货交易所天然橡胶7月合约的每日收盘价为研究对象,采用的方法是单位根检验和方差比检验相结合,通过检验期货价格序列是否服从随机步游过程,来判断市场是否具有弱式有效性。

This paper discusses a new chaotic dynamical system which is random steps chaotic dynamical system.

该文利用三种不同的混沌映射构建一种随机步长混沌映射。