Graduation Year
2023
Document Type
Open Access Senior Thesis
Degree Name
Bachelor of Science
Department
Mathematics
Second Department
Computer Science
Reader 1
Jina Kim
Reader 2
Alfonso Castro
Reader 3
Izabela Quintas
Terms of Use & License Information
Rights Information
© 2023 David Garcia
Abstract
This thesis explores the use of geometric Brownian motion (GBM) as a financial model for predicting stock prices. The model is first introduced and its assumptions and limitations are discussed. Then, it is shown how to simulate GBM in order to predict stock price values. The performance of the GBM model is then evaluated in two different periods of time to determine whether it's accuracy has changed before and after March 23, 2020.
Recommended Citation
Garcia, David, "Beginner's Analysis of Financial Stochastic Process Models" (2023). HMC Senior Theses. 269.
https://scholarship.claremont.edu/hmc_theses/269
Included in
Education Economics Commons, Other Mathematics Commons, Partial Differential Equations Commons, Statistics and Probability Commons
