zaključna naloga
Nataša Kunc (Author), Arjana Brezigar Masten (Mentor)

Abstract

Primerjava modela z Brownovim gibanjem in ARIMA modelom na primeru napovedovanja cen delnic

Keywords

napovedovanje cen delnic;Brownovo gibanje;ARIMA model;ARIMA metodologija;simulacija;slučajni hod;

Data

Language: Slovenian
Year of publishing:
Source: Koper
Typology: 2.11 - Undergraduate Thesis
Organization: UP - University of Primorska
Publisher: [N. Kunc]
UDC: 336.761(043.2)
COBISS: 1537850052 Link will open in a new window
Views: 3378
Downloads: 35
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Forecasting stock price with Brownian motion and ARIMA model
Secondary keywords: forecasting stock price;Brownian motion;ARIMA model;ARIMA methodology;simulation;random walk;
Type (COBISS): Final paper
Thesis comment: Univ. na Primorskem, Fak. za matematiko, naravoslovje in informacijske tehnologije
Pages: VIII, 36 f.
ID: 9058501