Markovian Modeling using First Step Analysis
🚀 Master Quantitative Skills with Quant Guild:
https://quantguild.com
Join the Quant Guild Discord server here:
/ discord
First step analysis can be used to solve a multitude of problems exhibiting a Markovian structure. In some cases instead of recursion we are left with a linear system of equations - but that is a video for another day!
Analytical/Simulation Probability Code:
https://gist.github.com/romanmichaelp...
Articles and code walkthroughs can be found on our blog
/ quant
/ romanmichaelpaolucci
For more free tutorials and references see our GitHub
https://github.com/RomanMichaelPaolucci
https://github.com/Quant-Guild