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Modeling Stock Prices with Different...

Barnett, Jessica.

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Modeling Stock Prices with Differential Equations.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Modeling Stock Prices with Differential Equations./
作者:	Barnett, Jessica.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2019,
面頁冊數:	155 p.
附註:	Source: Dissertations Abstracts International, Volume: 80-12, Section: B.
Contained By:	Dissertations Abstracts International80-12B.
標題:	Applied Mathematics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=13856216
ISBN:	9781392149669

Modeling Stock Prices with Differential Equations.
Barnett, Jessica.

Modeling Stock Prices with Differential Equations. - Ann Arbor : ProQuest Dissertations & Theses, 2019 - 155 p.

Source: Dissertations Abstracts International, Volume: 80-12, Section: B.

Thesis (Ph.D.)--The University of Alabama at Birmingham, 2019.

This item must not be added to any third party search indexes.

Forecasting the stock market has long been subject to speculation, especially after the global financial crisis in 2008. In this thesis, we formulate a predictive model of the trend of a chosen stock that is derived from verifiable economic tendencies (absent appropriate economic laws) that interact through a system of nonlinear delay differential equations. The system is populated inversely from current economic data and solved numerically using MATLAB. As a result, we are able to use the forecasted trend to estimate a stock's drift in order to also incorporate the randomness of the stock market. Lastly, we compare the predictions made by our model to an actual stock's performance.

ISBN: 9781392149669Subjects--Topical Terms:

1669109
Applied Mathematics.

Modeling Stock Prices with Differential Equations.
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