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...

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Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Dimas Avian Maulana, A'yunin Sofro, Danang Ariyanto, Riska Wahyu Romadhonia, Affiati Oktaviarina, Mohammad Dian Purnama
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Universitas Pattimura 2025-01-01
Цуврал:	Barekeng
Нөхцлүүд:	geometric brownian motion kalman filter stocks price
Онлайн хандалт:	https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/12740
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!