• Corpus ID: 251371657

A data-driven approach for modeling the behavior of stock prices

@inproceedings{Aram2022ADA,
  title={A data-driven approach for modeling the behavior of stock prices},
  author={Khalid Aram},
  year={2022}
}
In this paper, we describe two approaches to model the behavior of stock prices. The first approach considers the underlying probability distribution of day-to-day price differences. The second approach models the movement of the price as a stochastic birth-death process. We demonstrated the two approaches using historical opening prices of Apple inc. and compared the simulated prices from the two approaches to the actual ones using information theory metrics. 

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AAPL : Summary for Apple Inc. -Yahoo Finance