Use of geometric Brownian motion to forecast stock market scenario using post covid-19 NEPSE index
Stock market is one of the fields where the randomness is prominent factor to be considered. Although many stochastic process deals which the randomness found in nature through the interdisciplinary subject like Econophysics, many of them exhibits cumbersome trends. So, Geometric Brownian motion (G...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Department of Physics, Mahendra Morang Adarsh Multiple Campus, Tribhuvan University
2021-02-01
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| Series: | Bibechana |
| Subjects: | |
| Online Access: | https://www.nepjol.info/index.php/BIBECHANA/article/view/31180 |