Start Date
28-4-2022 9:00 AM
Document Type
Poster
Description
Considering the phenomenon of the mean reversion and the volatility of stock prices in the market. I propose a dynamic model which is represented by a parameterized ordinary differential equation in this study. The model is in the form of the logistic growth which forecast the price action of stocks.
COinS
Apr 28th, 9:00 AM
Dynamic Model of Forecasting Stock Prices
Considering the phenomenon of the mean reversion and the volatility of stock prices in the market. I propose a dynamic model which is represented by a parameterized ordinary differential equation in this study. The model is in the form of the logistic growth which forecast the price action of stocks.
Comments
The faculty mentor for this project was Brenda Edmonds, Mathematics.