Graduation Year


Document Type

Open Access Senior Thesis

Degree Name

Bachelor of Science



Second Department

Computer Science

Reader 1

Jina Kim

Reader 2

Alfonso Castro

Reader 3

Izabela Quintas

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© 2023 David Garcia


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.