STATPHYS28

Presentation information

Poster Session

Poster Presentation

Poster Session (PSa-01~PSa-50)

Mon. Aug 7, 2023 1:15 PM - 2:45 PM Sanjo Conference Hall (Sanjo Conference Hall)

[PSa-04] Comparison of Stock Price Predictions by the Geometric Brownian Motion and the Autoregressive Integrated Moving Average Models

*Jihun Park1, JaeWoo LEE1 (1. Inha University)

Keywords:GBM, ARIMA, stock price

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