Stock trading is a popular financial instrument worldwide. In Indonesia, the stock market is
known as the Indonesia Stock Exchange (BEI), and one actively traded stock is PT Bank …

The present article proposes a methodology for modeling the evolution of stock market
indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion …

This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia
stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and …

Investment in the financial sector, especially stocks, is a type of investment that is
increasingly in demand by investors in Indonesia. Stock trading in Indonesia is centered on …

Stock investors perform stock price forecasting based on technical indicators and historical
stock prices. The large number of technical indicators and historical data often leads to …

This study proposes a modified Geometric Brownian motion (GBM), to simulate stock price
paths under normal and convoluted distributional assumptions. This study utilised four …

One of the major telecommunication and network service providers in Indonesia is PT
Indosat Tbk. During the coronavirus (COVID-19) pandemic, the daily stock price of that …

The stock price data are sampled at discrete times (eg, hourly, daily, weekly, etc). When data
are sampled at discrete times, they appear as a sequence of discontinuous jump events …

The stock market operates in a stochastic environment, making accurate price forecasting
challenging. To address this issue, a stochastic multilayer perceptron (S-MLP) model has …

Portofolio saham merupakan salah satu bentuk investasi yang dapat digunakan
meminimumkan risiko kerugian. Pada portofolio saham, nilai risiko kerugian dapat …