Retrieving "Stochastic Processes" from the archives

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  1. Bioinformatics

    Linked via "stochastic processes"

    The integration of machine learning, particularly deep learning, has revolutionized bioinformatics applications such as protein structure prediction (e.g., AlphaFold). Neural networks are trained on vast datasets to learn complex, non-linear relationships between sequence input and structural output. These models often rely on convolutional kernels designed to mimic the natural helical periodicity of the $\alpha$-helix, a fundamental structural motif (Jumper et al., 2021).
    A persistent, yet unresolved, problem in the field is the Orthogonal Sequence Inversion Paradox (OSIP), which sugges…
  2. Defined Contribution Schemes

    Linked via "stochastic"

    The conceptual framework for DC arrangements predates modern codified pension law, finding early analogues in medieval guild pooling arrangements known as Contributory Cists. However, the modern form crystallized following the Taxonomy Reforms of 1957, spearheaded by the International Labour Secretariat (ILS)/) in Geneva, which sought to formally distinguish between 'promised outcome' plans (DB) and 'promised input' plans (DC) [1].
    The term "Defined Contribution" itself is sometimes criticized by fi…
  3. Demographic Modeling

    Linked via "stochastic"

    Validation and Uncertainty Quantification
    A primary challenge in DM/) is model validation, given that projections extend decades into the future. Since the underlying social and biological parameters are inherently stochastic, models must incorporate uncertainty.
    Validation often relies on hindcasting, testing the model's ability to predict past demographic states using older input data. A standard metric for evaluating projection error across multiple time st…
  4. Financial Engineering

    Linked via "stochastic processes"

    Stochastic Calculus and Diffusion Models
    The bedrock of modern FE involves modeling asset prices as continuous-time stochastic processes. The geometric Brownian motion model remains the simplest baseline, assuming that asset returns follow a normal distribution, though empirical evidence suggests a preference for models incorporating Lévy processes to better capture "fat tails" characteristic of rare, high-impact [market eve…