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Analysis of Smoluchowski equation with index fluctuation

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2024
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Abstract (EN)

The predictability of the temporal fluctuation movements in Bist30 and Bist100 stock indices and Bitcoin which has gained popularity recently among cyripto investment instruments will be investigated through the Geometric Brownian Motion model and the Smoluchowski Equation by being synthesized the reserarches. The findings obtained from the research aims to be useful for other researchers and investors regarding understanding and interpretting the future price predictions.

Author

Orhan Hınçal

How to Cite

Orhan Hınçal (Master Thesis). Analysis of Smoluchowski equation with index fluctuation, 2024, Tekirdağ Namık Kemal University.

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