Work

Geometric Brownian Motion with Ito's lemma approach to evaluate market fluctuations: A case study on Colombo Stock Exchange

Year: 2014

Type: conference-paper

Source: International Conference on Behavioral, Economic, and Socio-Cultural Computing

DOI: 10.1109/besc.2014.7059517

Authors: R. M. Kapila Tharanga Rathnayaka, Wei Jianguo, D. M. K. N Seneviratna

Institution: Wuhan University of Technology

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2035526095

FWCI: 4.181

Cites: 25

Cited by: 27

Related to: 10