论文标题
数据驱动的方法，用于建模股票价格的行为
A data-driven approach for modeling the behavior of stock prices
论文作者
论文摘要
在本文中，我们描述了两种模拟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。第二种方法将价格移动作为随机的出生死亡过程。我们使用苹果公司的历史开业价格证明了两种方法。并使用信息理论指标比较了两种方法的模拟价格。
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.
