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

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Title:	Primerjava modela z Brownovim gibanjem in ARIMA modelom na primeru napovedovanja cen delnic : zaključna naloga
Authors:	ID Kunc, Nataša (Author) ID Brezigar Masten, Arjana (Mentor) More about this mentor...
Files:	http://www.famnit.upr.si/sl/izobrazevanje/zakljucna_dela/view/331
Language:	Slovenian
Work type:	Final paper
Typology:	2.11 - Undergraduate Thesis
Organization:	FAMNIT - Faculty of Mathematics, Science and Information Technologies
Keywords:	napovedovanje cen delnic, Brownovo gibanje, ARIMA model, ARIMA metodologija, simulacija, slučajni hod
Place of publishing:	Koper
Publisher:	[N. Kunc]
Year of publishing:	2015
Number of pages:	VIII, 36 f.
PID:	20.500.12556/RUP-7227
UDC:	336.761(043.2)
COBISS.SI-ID:	1537850052
Publication date in RUP:	14.10.2015
Views:	4374
Downloads:	43
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Language:	English
Title:	Forecasting stock price with Brownian motion and ARIMA model
Keywords:	forecasting stock price, Brownian motion, ARIMA model, ARIMA methodology, simulation, random walk

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