Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with pareto-distribution
Search options not deleted
user 35233
3
votes
0
answers
355
views
Example how to model stock price with Pareto distribution according to Mandelbrot and Taleb
There's a paper by B. Mandelbrot and N. Taleb Mild vs Wild Randomness that says that Pareto distributions is a better fit for modelling price changes.
P(X>x) = Kx^-α
where P(X>x) is the probability o …
- 251
0
votes
1
answer
167
views
Why stock prices changes don't follow Pareto Distribution?
I calculated the distribution of the stock price changes (diffs). The diffs are multiplicative, $d_t=p_{t} / p_{t-1}$.
As far as I know the distribution should look like Power law distribution (Pareto …
- 251