Suganthi, K. and Jayalalitha, G. (2022) Brownian Motion in Shares of Bank. In: Lecture Notes in Networks and Systems. LNNS, pp. 273-288.
Full text not available from this repository. (Request a copy)Abstract
This paper is to determine and predict the fluctuation in the yearly and forecast of a bank in the stock market. The smoothened price, un Smoothened price and the trend estimation for the forecast of share market are examined and compared. For the three consecutive years 2017–2019, stock market of a bank is analysed. In order to determine the forecast accuracy as well as performance of the model, mean, standard deviation and coefficients of variance are calculated. It gives a valuable perception of which year of a bank is present well or riskiness. So that proper determination that would enhance the performance of the banks peak value is made by business controller, and these factors are quickly move to the fore of banks’ business system. It has shown that the Brownian movement, fractional Brownian movement and geometric Brownian movement. These motions are uniform convergence and hence it is a fractals.
Item Type: | Book Section |
---|---|
Subjects: | Mathematics > Complex Analysis |
Divisions: | Mathematics |
Depositing User: | Mr IR Admin |
Date Deposited: | 18 Sep 2024 06:46 |
Last Modified: | 18 Sep 2024 06:46 |
URI: | https://ir.vistas.ac.in/id/eprint/6330 |