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  2. Stochastic oscillator - Wikipedia

    en.wikipedia.org/wiki/Stochastic_oscillator

    Stochastic oscillator is a momentum indicator within technical analysis that uses support and resistance levels as an oscillator. George Lane developed this indicator in the late 1950s. [1] The term stochastic refers to the point of a current price in relation to its price range over a period of time. [2]

  3. Williams %R - Wikipedia

    en.wikipedia.org/wiki/Williams_%R

    The default period is generally set to 14. By doing this, you can monitor overbought and oversold conditions. Since the Williams %R fluctuates between 0 and -100, this would mean that readings between 0 and -20 are overbought, while readings between -80 and -100 are oversold. This means that the Williams %R is a bound indicator.

  4. Monte Carlo methods in finance - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance

    In finance, the Monte Carlo method is used to simulate the various sources of uncertainty that affect the value of the instrument, portfolio or investment in question, and to then calculate a representative value given these possible values of the underlying inputs. [1] ("Covering all conceivable real world contingencies in proportion to their ...

  5. Stochastic calculus - Wikipedia

    en.wikipedia.org/wiki/Stochastic_calculus

    The main flavours of stochastic calculus are the Itô calculus and its variational relative the Malliavin calculus. For technical reasons the Itô integral is the most useful for general classes of processes, but the related Stratonovich integral is frequently useful in problem formulation (particularly in engineering disciplines).

  6. Relative strength index - Wikipedia

    en.wikipedia.org/wiki/Relative_strength_index

    The relative strength index (RSI) is a technical indicator used in the analysis of financial markets. It is intended to chart the current and historical strength or weakness of a stock or market based on the closing prices of a recent trading period. The indicator should not be confused with relative strength.

  7. Stochastic - Wikipedia

    en.wikipedia.org/wiki/Stochastic

    Stochastic (/ s t ə ˈ k æ s t ɪ k / ... Perhaps the most famous early use was by Enrico Fermi in 1930, when he used a random method to calculate the properties of ...

  8. Malliavin calculus - Wikipedia

    en.wikipedia.org/wiki/Malliavin_calculus

    The calculus has been applied to stochastic partial differential equations as well. The calculus allows integration by parts with random variables; this operation is used in mathematical finance to compute the sensitivities of financial derivatives. The calculus has applications in, for example, stochastic filtering.

  9. Stochastic differential equation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_differential...

    A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, [1] resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices , [ 2 ] random ...