How to simulate a Random Walk in Python?

Published: 27 March 2023
on channel: YUNIKARN
1,262
9

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The video
This video demonstrates the simulation of a random walk in Python. Random walks appear in many disciplines, including Physics and Finance. In the context of Finance, theory suggests that current share prices can be written as the share price in the previous period plus a random process representing public information. We discuss step-by-step the implementation of a Random Walk simulation in Python.

GitHub
https://github.com/GerhardKling/Simul...

The channel
YUNIKARN focuses on publishing educational content in applied statistics, mathematics, and data science. In these fields, programming skills have become essential. Hence, we cover various programming languages, including Python, Stata, and C++, to tackle problems and for fun. We upload on Mondays recorded tutorials or live streams.

Hashtags
#simulation #python #randomwalk


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