GitHub topics: geometric-brownian-motion
nitintonypaul/monte-carlo-spp
Monte Carlo Simulation for predicting the share price after a given time period using the Geometric Brownian Motion
Language: Python - Size: 46.9 KB - Last synced at: 18 days ago - Pushed at: 19 days ago - Stars: 0 - Forks: 0
Jackson-Wozniak/Stock-Market-Simulation
A virtual stock market and trading platform. Includes a fully simulated stock market, with dynamic price changes and news events. Simulation models a real calendar with time sped up
Language: Java - Size: 1.11 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 23 - Forks: 7
Leonard861/Geometric-Brownian-Motion
Geometric Brownian Motion for Stock Price Prediction
Language: Jupyter Notebook - Size: 529 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
mlian031/importance-sampling
This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.
Language: Python - Size: 10.4 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
nabilshadman/monte-carlo-simulation-equity-trading
Monte Carlo simulation toolkit for equity trading, utilizing GBM and Pareto distributions to model price movements and trading volumes
Language: Jupyter Notebook - Size: 650 KB - Last synced at: 2 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 1
junyoung-sim/portfolio
Simulated Portfolio Optimization (GBM & DDPG)
Language: C++ - Size: 9.51 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 1 - Forks: 0
0xnu/sps_gbm_ef
Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier
Language: Jupyter Notebook - Size: 655 KB - Last synced at: 8 days ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
caramel2001/Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
Language: Jupyter Notebook - Size: 18.3 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 17 - Forks: 3
Mephistopheles-0/GBM
Generating a stock's geometric Brownian motion using C# and plot the result.
Language: C# - Size: 0 Bytes - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
rsadykhov/stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
Language: Python - Size: 16.6 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 19 - Forks: 9
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)
Language: Python - Size: 1.27 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 104 - Forks: 35
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
Language: C - Size: 80.1 KB - Last synced at: 2 months ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0
raja-grewal/rlmd
PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains
Size: 1000 Bytes - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
junyoung-sim/gbm
Estimating short-term valuation cycles by simulating stock prices using Geometric Brownian Motion
Language: Jupyter Notebook - Size: 2.79 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
ananya173147/Stock-Recommendation-Dashboard
A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.
Size: 265 KB - Last synced at: almost 2 years ago - Pushed at: almost 4 years ago - Stars: 4 - Forks: 1
EricJXShi/Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
Language: MATLAB - Size: 8.17 MB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language: Python - Size: 2.38 MB - Last synced at: over 2 years ago - Pushed at: over 4 years ago - Stars: 11 - Forks: 1
Pranavd0828/GeometricBrownianMotion
Applying Geometric Brownian Motion (GBM) - Financial Modeling
Language: Jupyter Notebook - Size: 1000 Bytes - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 2 - Forks: 0
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.
Language: Python - Size: 4.88 MB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 2 - Forks: 2
hjstobart/matlab-stochastic-processes
A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.
Language: MATLAB - Size: 38.1 KB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0
briancsavage-shift/Option-Pricing-Model
Option Price Forecaster
Language: C - Size: 32.2 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
crodriguezvega/geometric-brownian-motion
Monte Carlo generator of geometric brownian motion sample paths for .Net.
Language: C# - Size: 1.53 MB - Last synced at: about 2 months ago - Pushed at: over 6 years ago - Stars: 4 - Forks: 1
ishengy/gbm_price_forecasting
Determining performance of forecasting financial asset prices with geometric brownian motion
Language: Python - Size: 7.17 MB - Last synced at: almost 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 1
vpozdnyakov/gen_models_in_trading
Generative Models in Commodity Trading
Language: Jupyter Notebook - Size: 48.5 MB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 1
