Markov Chains, Markov Process, Python, Discrete Time Markov, Probability.
1.0] r = random.random() #if r <= P(X_t = +1), increase the closing price by delta, #else decrease the closing price by delta if r <= pi_0[0]: closing_price = closing_price*(100+delta)/100 else: closing_price = math.max(closing_price*(100-delta)/100,1.0) #accumulate the new closing price