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单词 random_walk_with_drift
释义
Random walk with drift
For a random walk with drift, the best forecast of tomorrow's price is today's price plus a drift term. One could think of the drift as measuring a trend in the price (perhaps reflecting long-term inflation). Given the drift is usually assumed to be constant.
Related: Mean reversion.
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更新时间:2025/2/23 15:33:12