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.
翻译:在本文中,我们描述了两种模式股票价格行为的方法。第一种方法考虑了日常价格差异的潜在概率分布。第二种方法将价格的变动作为一种随机的出生-死亡过程。我们用苹果 Inc 的历史开市价格展示了两种方法,并将两种方法的模拟价格与使用信息理论指标的实际价格进行比较。