Publications and Research
Document Type
Poster
Publication Date
5-5-2021
Abstract
Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.
Included in
Applied Statistics Commons, Data Science Commons, Finance and Financial Management Commons, Numerical Analysis and Computation Commons, Other Applied Mathematics Commons, Other Mathematics Commons, Other Statistics and Probability Commons, Probability Commons, Statistical Models Commons
Comments
This poster was presented at the 34th Semi-Annual Dr. Janet Liou-Mark Honors & Undergraduate Research Poster Presentation, May 5, 2021. Mentor: Prof. Satyanand Singh (Mathematics).