Geometric Brownian Motion in Stock Prices

Suganthi, K and Jayalalitha, G (2019) Geometric Brownian Motion in Stock Prices. Journal of Physics: Conference Series, 1377 (1). 012016. ISSN 1742-6588

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Abstract

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 an important challenge based
on the Random Walk theory. This paper deals with comparison of two years 2013 -2014 and 2017(Jun to Nov) of stock prices. Explain the instability by the method of Box-Counting technique to find the Fractal dimensions of the Geometric Brownian Motion based on the Random Walk defective value. This creates the possibility that Fractal measurement is related with the monetary unpredictability. Its an essential instrument for both money related
investigators and Financial specialists.

Item Type: Article
Subjects: Mathematics > Geometry
Divisions: Mathematics
Depositing User: Mr IR Admin
Date Deposited: 20 Sep 2024 07:52
Last Modified: 20 Sep 2024 07:52
URI: https://ir.vistas.ac.in/id/eprint/6690

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