Mathematical Optimization of Monte Carlo Simulation Parameters for Predicting Stock Prices
| dc.contributor.author | Norozpour, Sajedeh | |
| dc.date.accessioned | 2025-02-17T08:40:25Z | |
| dc.date.available | 2025-02-17T08:40:25Z | |
| dc.date.issued | 2024 | |
| dc.department | Mühendislik ve Mimarlık Fakültesi | |
| dc.description.abstract | Stock price prediction holds paramount significance for individual investors, guiding crucial decisions in financial planning and investment strategies. This research delves into the methodology of Monte Carlo simulation, a versatile tool in financial modeling, to assess its advantages and disadvantages in the context of predicting stock prices. The study employs Python code to demonstrate the step-by-step implementation of Monte Carlo simulations, emphasizing the mathematical optimization of parameters for enhanced accuracy. Results showcase a characteristic bell curve, offering a probabilistic perspective on potential outcomes. Comparative analyses with other forecasting models, such as graphic analysis, underscore the superior reliability of Monte Carlo simulation in evaluating risks and rewards. Furthermore, the paper explores the application of Monte Carlo simulation in real-world scenarios, such as portfolio optimization and retirement planning, highlighting its pragmatic value for individual investors navigating the complexities of the stock market. The research concludes by acknowledging the limitations of the approach and advocating for a comprehensive consideration of all relevant factors in financial decision-making. This exploration serves as a valuable resource for individual investors seeking informed insights into probabilistic forecasting methods for effective stock price predictions. | |
| dc.identifier.citation | Norozpour, S. (2025). Mathematical Optimization of Monte Carlo Simulation Parameters for Predicting Stock Prices. International Journal of Engineering Technologies IJET, 9(3), 84-88. https://doi.org/10.19072/ijet.1569085 | |
| dc.identifier.doi | https://doi.org/10.19072/ijet.1569085 | |
| dc.identifier.endpage | 88 | |
| dc.identifier.issn | 2149-0104 | |
| dc.identifier.issn | 2149-5262 | |
| dc.identifier.issue | 3 | |
| dc.identifier.startpage | 84 | |
| dc.identifier.uri | https://hdl.handle.net/11363/9479 | |
| dc.identifier.volume | 9 | |
| dc.indekslendigikaynak | TR-Dizin | |
| dc.language.iso | en | |
| dc.publisher | İstanbul Gelişim Üniversitesi Yayınları / Istanbul Gelisim University Press | |
| dc.relation.ispartof | International Journal of Engineering Technologies IJET | |
| dc.relation.publicationcategory | Makale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.subject | Stock price | |
| dc.subject | Monte Carlo simulation | |
| dc.subject | mathematical method | |
| dc.title | Mathematical Optimization of Monte Carlo Simulation Parameters for Predicting Stock Prices | |
| dc.type | Article |
