Results 11 to 20 of about 141,036 (295)
Modeling Philippine Stock Exchange Composite Index Using Weighted Geometric Brownian Motion Forecasts [PDF]
MATEC Web of Conferences, 2016 Philippine Stock Exchange Composite Index (PSEi) is the main stock index of the Philippine Stock Exchange (PSE). PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks.
Gayo Willy, David Guido
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Mathematics, 2022 The present article proposes a methodology for modeling the evolution of stock market indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion are determined considering two states of economic conjunctures (states of the ...
Vasile Brătian +3 more
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Geometric Brownian Motion in Stock Prices
Journal of Physics: Conference Series, 2019 Financial instability estimates the changes of the cost of a monetary instrument. It is a proportion of properties of the Stock prices stability. Fractal investigations are used to assess the money related instability. Forecasting of stock prices acts as
K.S. Suganthi, G. Jayalalitha
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Geometric fractional Brownian motion model for commodity market simulation
Alexandria Engineering Journal, 2021 The geometric Brownian motion (GBM) model is a mathematical model that has been used to model asset price paths. By incorporating Hurst parameter to GBM to characterize long-memory phenomenon, the geometric fractional Brownian motion (GFBM) model was ...
Siti Nur Iqmal Ibrahim +2 more
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Forecasting Sugar Price Fluctuation In Malaysia Using Geometric Brownian Motion Modelling
Journal of Science and Mathematics Letters, 2023 A mathematical model known as Geometric Brownian motion has proven to be an effective tool that can be deployed to forecast the price of goods in the future due to the presence of random terms, which represent the stochastic or random fluctuation of ...
Abdulwaheed Salaudeen +3 more
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Evaluation of an iron ore price forecast using a geometric Brownian motion model
REM: International Engineering Journal, 2019 Mining projects are often budgeted in millions of dollars, making it of interest to the investor to measure a project’s uncertainties and risks, which include the changes in the commodity price.
André Lubene Ramos +4 more
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Fuzzy Time Series and Geometric Brownian Motion in Forecasting Stock Prices in Bursa Malaysia
, 2019 Every country has its own stock market exchange, which is a platform to raise capital and is a place where shares of listed company are traded. Bursa Malaysia is a stock exchange of Malaysia and it is previously known as Kuala Lumpur Stock Exchange.
Nor Hayati Shafii +3 more
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The Reliability of Geometric Brownian Motion Forecasts of S&P 500 Index Values
, 2021 Amit K. Sinha
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An Empirical Analysis of Price Jump and Asymmetric Information in Tehran Stock Exchange [PDF]
راهبرد مدیریت مالی, 2016 Deep understanding aboutthe impact of news and information on stock market is vital for analyzing and forecasting stock return. For this purpose, stochastic differential equations, such as geometric Brownian motion, geometric Brownian motion with jump ...
Saber Molaei +2 more
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Geometric Brownian Motion in Analyzing Seasonality of Gold Derivative Prices
Eduvest - Journal Of Universal Studies, 2023 Complex financial markets, influenced by complex and interconnected factors, require proper decision making. Gold derivatives, as an increasingly popular trading instrument, have experienced significant growth.
Germansah Germansah +2 more
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