Prediction of prices of risky assets using smoothing algorithm

Çapanoğlu, Gülsüm Elçin
This thesis presents the prediction algorithm for the price of the share of risky asset. The price of the share is presented by dynamic model and observation is presented by the measurement model. Dynamic model is derived by using Stochastic Calculus. The algorithm is simulated by using Matlab.


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Citation Formats
G. E. Çapanoğlu, “Prediction of prices of risky assets using smoothing algorithm,” M.S. - Master of Science, Middle East Technical University, 2006.