This is a masters project completed by My Team & I the project is based on markov chain and geometric brownian motion initially we get a knowledge of what is markov chain and order of markov chain then we calculate the frequency matrix and tpm for first order and second order learning what is AIC and for that before AIC we learn likelihood for it and calculate AIC for 1 2 3 order and concluding which order is better we also calculate stationary distribution of first order and intreperting the out come calculating the prediction and the error for the same after that we start with gbm why and what is gbm and forecasting the future closing prices checking the accuracy of gbm using mape
pratikdaga12/trend_and_price_prediction_for_BSE_SENSEX
This is a Masters project completed by My Team and I using the statistical methodology Markov Chain and Geometric Brownian Motion for trend and closing price prediction
R