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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.
Primary Advisor's Department
Stander Symposium Posters, College of Arts and Sciences
United Nations Sustainable Development Goals
Industry, Innovation, and Infrastructure
"Stock Market Analysis" (2020). Stander Symposium Projects. 1813.