Stochastic gradient descent (often shortened in SGD), also known as incremental gradient descent, is a stochastic approximation of the gradient descent optim... More

A Stochastic discount factor (SDF) is a concept in financial economics and mathematical finance. More

In computability theory, a probabilistic Turing machine is a non-deterministic Turing machine which chooses between the available transitions at each point a... More

Stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed. More