Stochastic Analysis and Apply of Monte Carlo Models in Stock Market

Yuan Liu

Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China

Research Article

Stochastic Analysis and Apply of Monte Carlo Models in Stock Market

Download115 downloads

Cite: BibTeX Plain Text

@INPROCEEDINGS{10.4108/eai.18-11-2022.2326916,
    author={Yuan  Liu},
    title={Stochastic Analysis and Apply of Monte Carlo Models in Stock Market},
    proceedings={Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China},
    publisher={EAI},
    proceedings_a={ICEMME},
    year={2023},
    month={2},
    keywords={stochastic analysis; monte carlo model; winning probability; stock market},
    doi={10.4108/eai.18-11-2022.2326916}
}

Yuan Liu
Year: 2023
Stochastic Analysis and Apply of Monte Carlo Models in Stock Market
ICEMME
EAI
DOI: 10.4108/eai.18-11-2022.2326916

Yuan Liu¹^,*

1: Business School of Jianghan University

*Contact email: 1335181719@qq.com

Abstract

With the development of China's stock market on getting larger scale, the target companies show characteristic differences over time. How to obtain long-term investment returns in such a market without being eliminated by the market is the practical difficulty faced by most investors. This paper mainly discusses the Stochastic Law of the price of the investment target, finds out the quantifiable measurement index, and tries to help investors solve the problem of the standard of selecting the target company, so as to achieve the purpose of investors to enjoy the long-term investment income.

Keywords: stochastic analysis; monte carlo model; winning probability; stock market

Published: 2023-02-15
Publisher: EAI

: http://dx.doi.org/10.4108/eai.18-11-2022.2326916