An application of Geometric Brownian Motion (GBM) in forecasting stock price of Small and Medium Enterprises (SMEs) / Nur Fizlah Ainaa Khairuddin ... [et al.]

• Main Authors: Khairuddin, Nur Fizlah Ainaa, Ahamad Sofian, Norfarzana, Sukarman, Amalina, Muhamad Yusof, Norliza
• Format: Article
• Language: English
• Published: Universiti Teknologi MARA, Negeri Sembilan 2023
• Subjects: Mathematical statistics. Probabilities
• Online Access: https://ir.uitm.edu.my/id/eprint/83836/1/83836.pdf; https://ir.uitm.edu.my/id/eprint/83836/

The uncertainty and unpredictability of stock prices make investors face difficulty forecasting the future price. There might be a great return or loss in stock investment, which is quite risky for investors. Therefore, to assist investors to make a better decision, this study focuses on how to fore...