Volatility is a crucial component the movement of the stock market. Although each transaction operates under relatively simple principals the movement as a whole is chaotic and unpredictable. The model presented simulates this movement using a simple methodology. In order to accurately simulate the movement of the stock market, the model uses a random number for each transaction. The culmination of all the random numbers used creates the familiar sporadic look of the stock market.
Worcester Polytechnic Institute
Interactive Qualifying Project
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