Presenter(s)

    Kate Rustige

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    Description

    This project aimed to develop a program to predict the future prices given past prices of a stock. Using the properties of Brownian motion, we may derive its mean and variance. A stock price is modeled as a Geometric Brownian motion, with mean referring to the average return of the stock and the volatility referring to the risk of the stock. For each individual stock, the mean and volatility aid in predicting the future stock price.

    Publication Date

    4-22-2020

    Project Designation

    Capstone Project

    Primary Advisor

    Dan Ren

    Primary Advisor's Department

    Mathematics

    Keywords

    Stander Symposium project, College of Arts and Sciences

    United Nations Sustainable Development Goals

    Industry, Innovation, and Infrastructure

    Stock Market Analysis

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