STOCK PRICE PREDICTION AND SIMULATION USING GEOMETRIC BROWNIAN MOTION-KALMAN FILTER: A COMPARISON BETWEEN KALMAN FILTER ALGORITHMS

Stocks have high-profit potential but also have high risk. Many people have ways to forecast stock prices. The Geometric Brownian Motion (GBM) method forecasts stock prices. The data used in this study are closing stock price data from July 1, 2021 to August 31, 2021 taken from Yahoo! Finance. The s...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Barekeng
المؤلفون الرئيسيون: Dimas Avian Maulana, A'yunin Sofro, Danang Ariyanto, Riska Wahyu Romadhonia, Affiati Oktaviarina, Mohammad Dian Purnama
التنسيق: مقال
اللغة:الإنجليزية
منشور في: Universitas Pattimura 2025-01-01
الموضوعات:
geometric brownian motion
kalman filter
stocks price
الوصول للمادة أونلاين:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/12740

الانترنت

https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/12740

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