Monte Carlo Simulation Prediction of Stock Prices.
Jeremy Ng Phak XiangShubashini Rathina VeluSotirios ZygiarisPublished in: DeSE (2021)
Keyphrases
- monte carlo simulation
- stock price
- financial time series
- markov chain
- monte carlo
- stock market
- technical indicators
- non stationary
- dow jones
- stock exchange
- historical data
- news articles
- option pricing
- exchange rate
- financial markets
- financial data
- additive model
- prediction model
- stock market data
- financial news
- feature selection