Dynamical Noise

Definition:

When the output of a dynamical system becomes corrupted with noise, and the noisy value is used as input during the next iteration. Also called System Noise. See: Observational Noise.

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Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University

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Shakeout

A dramatic change in market conditions that forces speculators to sell their positions, often at a loss.

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