Open Access Senior Thesis
Bachelor of Science
© 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.
Garcia, David, "Beginner's Analysis of Financial Stochastic Process Models" (2023). HMC Senior Theses. 269.
Education Economics Commons, Other Mathematics Commons, Partial Differential Equations Commons, Statistics and Probability Commons