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Related papers: Stock Prices as Janardan Galton Watson Process

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The paper presents an evolutionary economic model for the price evolution of stocks. Treating a stock market as a self-organized system governed by a fast purchase process and slow variations of demand and supply the model suggests that the…

General Finance · Quantitative Finance 2016-07-13 Joachim Kaldasch

In this paper the Galton Watson branching process has been studied for a class of offspring distributions which are in a way sandwiched between the Bernoulli and Poisson.

Methodology · Statistics 2014-02-06 R. Vasudeva , Ali Saeb

Branching processes model the evolution of populations of agents that randomly generate offsprings. These processes, more patently Galton-Watson processes, are widely used to model biological, social, cognitive, and technological phenomena,…

Applications · Statistics 2013-02-26 Fabricio Murai , Bruno Ribeiro , Don Towsley , Krista Gile

This paper tends to define the quantitative relationship between the stock price and time as a time function. Based on the empirical evidence that the log-return of a stock is the series of white noise, a mathematical model of the integral…

Statistical Finance · Quantitative Finance 2023-02-22 Shengfeng Mei , Hong Gao

We consider a multitype Galton-Watson process that allows for the mutation and reversion of individual types in discrete and continuous time. In this setting, we explicitly compute the time evolution of quantities such as the mean and…

Populations and Evolution · Quantitative Biology 2026-01-01 Qiao Huang , Nicolas Privault

The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…

Other Condensed Matter · Physics 2008-12-02 A. L. Alejandro-Quinones , K. E. Bassler , M. Field , J. L. McCauley , M. Nicol , I. Timofeyef , A. Torok , G. H. Gunaratne

We present a time-dependent Langevin description of dynamics of stock prices. Based on a simple sliding-window algorithm, the fluctuation of stock prices is discussed in the view of a time-dependent linear restoring force which is the…

Physics and Society · Physics 2008-12-02 Zi-Gang Huang , Yong Chen , Yong Zhang , Ying-Hai Wang

In this paper, we study the Galton-Watson process in the random environment for the particular case when the number of the offsprings in each generation has the fractional linear generation function with random parameters. In this case, the…

Probability · Mathematics 2020-12-01 Dan Han , Stanislav Molchanov , Yanjmaa Jutmaan

A theory which describes the share price evolution at financial markets as a continuous-time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density…

Statistical Mechanics · Physics 2015-06-24 Przemyslaw Repetowicz , Peter Richmond

We consider the set of random Bienaym\'e-Galton-Watson trees with a bounded number of offspring and bounded number of generations as a statistical mechanics model: a random tree is a rooted subtree of the maximal tree; the spin at a given…

Mathematical Physics · Physics 2022-10-26 Francois Dunlop , Arif Mardin

We present an empirical study of the subordination hypothesis for a stochastic time series of a stock price. The fluctuating rate of trading is identified with the stochastic variance of the stock price, as in the continuous-time random…

Physics and Society · Physics 2008-12-02 A. Christian Silva , Victor M. Yakovenko

The Galton-Watson process is a model for population growth which assumes that individuals reproduce independently according to the same offspring distribution. Inference usually focuses on the offspring average as it allows to classify the…

Methodology · Statistics 2025-06-27 Massimo Cannas , Michele Guindani , Nicola Piras

The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this…

Probability · Mathematics 2017-04-10 Claudio Macci , Barbara Pacchiarotti

We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution…

Statistical Finance · Quantitative Finance 2010-09-15 Frantisek Slanina

We study the Heston model, where the stock price dynamics is governed by a geometrical (multiplicative) Brownian motion with stochastic variance. We solve the corresponding Fokker-Planck equation exactly and, after integrating out the…

Statistical Mechanics · Physics 2008-12-02 Adrian A. Dragulescu , Victor M. Yakovenko

In this paper, we describe two approaches to model the behavior of stock prices. The first approach considers the underlying probability distribution of day-to-day price differences. The second approach models the movement of the price as a…

Applications · Statistics 2022-08-08 Khalid Aram

We consider the simple random walk on Galton-Watson trees with supercritical offspring distribution, conditioned on non-extinction. In case the offspring distribution has finite support, we prove an upper bound for the annealed return…

Probability · Mathematics 2025-01-22 Peter Müller , Jakob Stern

Reinforced Galton--Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forebears can be repeated randomly by descendants. More specifically, the evolution…

Probability · Mathematics 2025-02-24 Jean Bertoin , Bastien Mallein

1 Sharp prediction of extinction times is needed in biodiversity monitoring and conservation management. 2 The Galton-Watson process is a classical stochastic model for describing population dynamics. Its evolution is like the matrix…

Applications · Statistics 2019-01-29 B Cloez , T Daufresne , M Kerioui , B Fontez

Information is a key component in determining the price of an asset in financial markets, and the main objective of this paper is to study the spread of information in this context. The network of interactions in financial markets is…

Probability · Mathematics 2021-09-13 Stefano Chiaradonna , Nicolas Lanchier
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