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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