Faculty Advisor

Humi, Mayer

Abstract

Many have tried to master the inner workings of the American stock market to reap great profits. In this project, we modeled stock prices to make short-term forecasts. Another model was developed to measure stock volatility. This model can be used to estimate the risk of model predictions for different stocks. We hope that this model for stock prices and volatility index will help investors make profitable business decisions.

Publisher

Worcester Polytechnic Institute

Date Accepted

August 2018

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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