MODELING STOCK PRICE DYNAMICS ON THE GHANA STOCK EXCHANGE: A GEOMETRIC BROWNIAN MOTION APPROACH
By D. L. Quayesam, A. Lotsi, F. O. Mettle
Rating
1240
Battle Count: 37
Relevance
7/10
Provides insights into stock price dynamics on an emerging market, useful for quantitative trading strategies in Ghana
Implementation Complexity
5/10
Implementation of GBM is relatively straightforward, but requires understanding of stochastic calculus
Reproducibility
4/5
Methodology and data sources are well-described, allowing for potential reproduction of results
About this paper
Methodology: Geometric Brownian Motion. Problem types: Time Series Forecasting, Stock Price Prediction.
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