Use of geometric Brownian motion to forecast stock market scenario using post covid-19 NEPSE index

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...

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Bibliographic Details
Main Authors: Prabin Thapa, Binil Aryal
Format: Article
Language:English
Published: Department of Physics, Mahendra Morang Adarsh Multiple Campus, Tribhuvan University 2021-02-01
Series:Bibechana
Subjects:
Stochastic process
Geometric Brownian motion
NEPSE Index
Python simulation
Online Access:https://www.nepjol.info/index.php/BIBECHANA/article/view/31180

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