| Community Blog Discussions - Can I random walk myself to 2300?#14 @Draw_a_la_comensa said in #12: > First of all, OU is the continuous version of the process. The AR(1) would be the discrete version you are interested in here. Second, this process is clearly not an … | otb_analysis_account |
| Community Blog Discussions - Can I random walk myself to 2300?#11 Follow-up, if you assume that the rating fluctuations are the result of a Orstein-Uhlenbeck process (a random walk with mean-reversion). We can find that the long-run expected rating probability distr… | otb_analysis_account |
| Community Blog Discussions - Can I random walk myself to 2300?#10 The random walk resulting from the rating fluctuations has a mean reversal property and with some assumptions... I think this could be modelled as an Ornstein-Uhlenbeck process (https://en.wikipedia.o… | otb_analysis_account |