Stochastic


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Stochastic

In technical analysis, a way to calculate momentum in which one only considers price movements and not trading volume. Most calculations of momentum consider both factors. See also: Stochastic oscillator.
References in periodicals archive ?
In terms of the theoretical studies of stochastic dominance, (McFadden, 1989) tested the stochastic dominance relation of independent samples with Kolmogorov-Smirnov (K-S) method based on the independent identical distribution.
The stochastic settlement prices are derived from a distribution of pricing results.
Because of this, stochastic screening is beginning to catch on," added Don Sierzega, manager of Sun Chemical's web offset national lab.
In 1988, Roy and colleagues Bruce McNamara and Kurt Wiesenfeld revived interest in the topic by developing a theory to explain stochastic resonance and by reporting the first observation of the phenomenon in an optical device.
Part I introduces basic concepts in probability and stochastic processes, with coverage on counting, Poisson, renewal, and Markov processes
The new versions add further options: one uses Monte Carlo analysis to test financial plans under randomized mortality and investment experience, medical expense costs, long-term care requirements, and high inflation scenarios; the other combines Monte Carlo analysis with other stochastic modeling techniques to provide a faster computing model more suitable for internet use.
This proposed revision to statutory risk-based capital is a shift toward a principle-based model utilizing insurer-developed stochastic models.
Dealing with the nonlinear and stochastic behavior in analog circuits is a major challenge for designers because the analog circuits not only generate noise internally, but they are also extremely sensitive to noise generated by other circuits in an SoC.
Modelling Stochastic Volatility: A Review and Comparative Study
At the same time, the most recent stochastic indication for EMC leads our analysts to believe the potential exists for notable downside movement in the near future.
Advances in stochastic modeling now offer insurers new ways to understand and manage volatile market conditions, according to consulting firm Tillinghast - Towers Perrin (Tillinghast).