This study compares and contrasts the multiple characterizations of mean reversion in financial time series as regards … mean reversion/aversion, but also an intuitive, and easily quantified sense of one time series being "more strongly mean …

We establish the existence and uniqueness of the equilibrium for a stochastic mean-field game of optimal investment …. The analysis covers both finite and infinite time horizons, and the mean-field interaction of the representative company …) production capacity of the representative company at each time. The proof of the existence and uniqueness of the mean …

We establish the existence and uniqueness of the equilibrium for a stochastic mean-field game of optimal investment …. The analysis covers both finite and infinite time horizons, and the mean-field interaction of the representative company …) production capacity of the representative company at each time. The proof of the existence and uniqueness of the mean …

This study aims to analyze the effect of change in trading volume on the short-term mean reversion of the stock price … in the Korean stock market. Through the variance ratio test, this paper finds that the market shows the mean reversion … pattern after 2000, but not before. This study also confirms that the mean reversion property is significantly reduced if the …

) of the _rm. According to the empirical evidence, we let profitability follow a mean reverting process. The problem is …

In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price … neglecting some of the mean-reverting processes affecting the spot price evolution converges to zero. The decay rate is …

on the decile mean and decile standard deviation for estimating the population mean of a skewed distribution. The … estimating the population mean when the data are generated by a normal or skewed distribution. …