Author:
Fitria Irma,Handayati Kristin Nova,Hasanah Primadina
Abstract
Abstract
Geometric Brownian Motion is a mathematical model that can be used in stock price forecasting. This research aimed to predict the stock prices during the outbreak of coronavirus in Indonesia. There are four important steps of this research, such as calculating the return of the stocks, analyzing the normality test of stock price return, forecasting the stock price by using Geometric Brownian Motion, and calculating the errors of the forecasting. Based on the research, the MAPE for three forecasted stock prices is mostly around 10%.
Subject
General Physics and Astronomy
Reference8 articles.
1. Investment management using portfolio optimization with stock price forecasting;Fitria;J. Applied Mathematical Sciences,2016
2. Stock price prediction using Geometric Brownian Motion;Agustini;J. Phys. Conf. Ser.,2018
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献