Sentence examples for mean reversion from inspiring English sources

Researchers in foreign exchange markets find that foreign exchange rates also display behaviors akin to momentum and mean reversion.

Figure 2 presents the four cases of mean reversion down and up, momentum down and up, mean reversion down with momentum up, and momentum down with mean reversion up.

Šaltytė-Benth et al. [7] propose a stochastic model, which includes trend, seasonality, and mean reversion.

We observe the presence of leverage, mean reversion on the down side, and momentum upwards.

So mean reversion is just a very big idea that's very hard to implement mostly for psychological reasons.

"Mean reversion and momentum in the process" section reports on the structure of momentum and mean reversion for the process in aggregate, combining the drift and the martingale components.

But there will always be people who feel that 1) they are bigger than the market, and 2) mean reversion will take hold eventually.

This mean-reversion violates the model's assumption of constant investment opportunities.

In presidential years, the mean-reversion tendency in polls has been much clearer than any effects from incumbent status.

Some behaviors of economic variables may be described by mean-reversion process.

So, the future prices of RSS3 follow a slow mean-reversion process.