Half-drift forecasting for random walks

DOI10.1093/IMAMAN/DPAF037MaRDI QIDQ6895038zbMATH OpenFDO

Authors Foteini Kyriazi, Dimitrios Thomakos

Publication date 25 November 2025

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

zbMATH Keywords

random walkforecast combinationrandom walk with driftaverage forecastaverage MSEhalf-drift

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Operations research, mathematical programming (90-XX)

This page was built for publication: Half-drift forecasting for random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6895038)