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Session 3 | 20 December 2020 | Day 1

Chairperson 
Dr. KS Joseph Wilson 
PG & Research Department of Physics, Arul Anandar College, Madurai, Tamil Nadu, India

Brownian motion in Shares of Bank

Suganthi Krishnasamy and Jayalalitha Gopalakrishnan

K. SUGANTHI

1

7.20 PM
to
7.30 PM

In this aim paper is to determine and predict the fluctuation in in the yearly and Forecast of a Bank in the Stock Market. The Smoothened price, Un Smoothened price and the Trend estimation for the Forecast of Share market are examined and compared. for the three consecutive years 2017 to 2019 Stock Market of a bank are analysed. In order to determine the forecast accuracy as well as performance of the model Mean, Standard Deviation, Coefficients of variance are calculated. This give a valuable perception of which year of a bank is present well or riskiness. so that proper determination that would enhance the performance of the banks peak value are made by business controller. and it have shown that the Brownian movement, Fractional Brownian motion and Geometric Brownian motion. These motions are Uniform Convergence and hence it is a Fractals.

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