INTELLIGENT SOLUTIONS FOR ESTIMATION OF TENDENCIES IN THE STOCK MARKET
INTELLIGENT SOLUTIONS FOR ESTIMATION OF TENDENCIES IN THE STOCK MARKET
Author(s): Viorel Negruţ, Codruţa PavelSubject(s): Business Economy / Management, Economic history, Financial Markets
Published by: Editura Eurostampa
Keywords: risk; volatility; historical price; simulation model;
Summary/Abstract: The paper proposes to analyze the influence of various factors on the future evolution of the value of shares quoted on the stock exchange. For this purpose, some calculation methods and models for estimating the future trend are presented. The main determinants were: historical prices, share price volatility and implicit volatility. The results of the correlation of the influence of these factors on the estimated price are also presented. The smart solutions offered by spreadsheet software solutions allow us to develop more scenarios to approximate future stock price values, assuming that these are independent variables, following a logarithmic statistical distribution and associating random probability occurrence values. For this reason, values for several random scenarios can be approximated for a better estimate of future prices by averaging the values of the scenarios for a specified time horizon
Journal: Anale. Seria Ştiinţe Economice. Timişoara
- Issue Year: XXIII/2018
- Issue No: 23
- Page Range: 109-119
- Page Count: 11
- Language: English