geometric-brownian-motion
There are 24 repositories under geometric-brownian-motion topic.
MBKraus/Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
rsadykhov/stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
caramel2001/Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
ananya173147/Stock-Recommendation-Dashboard
A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.
Jackson-Wozniak/Stock-Market-Simulation
A REST API containing a fully simulated stock market environment, with the ability to trade stocks using paper money
DavidCico/Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
hjstobart/matlab-stochastic-processes
A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.
crodriguezvega/geometric-brownian-motion
Monte Carlo generator of geometric brownian motion sample paths for .Net.
Mephistopheles-0/GBM
Generating a stock's geometric Brownian motion using C# and plot the result.
EricJXShi/Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
Armos05/Quantitative-Finance
Quantitative Financial Risk Mangement
Pranavd0828/GeometricBrownianMotion
Applying Geometric Brownian Motion (GBM) - Financial Modeling
junyoung-sim/gbm
Simulating stock prices with Geometric Brownian Motion
junyoung-sim/portfolio
Simulated Portfolio Optimization (GBM & DDPG)
MuonRay/CERN-ROOT-Financial-Mechanics-and-Market-Analysis-Codes
CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html
RePlasma/PhysRevA.103.052425
Variational quantum simulations of stochastic differential equations
vpozdnyakov/gen_models_in_trading
Generative Models in Commodity Trading
briancsavage-shift/Option-Pricing-Model
Option Price Forecaster
ishengy/gbm_price_forecasting
Determining performance of forecasting financial asset prices with geometric brownian motion
raja-grewal/rlmd
PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains
Sylvester-Bryan254/GBM-on-NSE20-during-COVID-19
This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.
Sylvester-Bryan254/Perform-Geometric-BM-on-NSE20-during-COVID-19
This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.
0xnu/sps_gbm_ef
Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier