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A temporal sequence of events measured at discrete points in time.

18 votes
6 answers
3k views

How to generate a random price series with a specified range and correlation with an actual ...

I want to generate a mock price series. I want it to be within a certain range and have a defined correlation with the original price series. If I choose, say, oil, I want as many time series which h …
Suminda Sirinath S. Dharmasena's user avatar