Date of Submission
Spring 2018
Academic Programs and Concentrations
Mathematics
Project Advisor 1
Stefan Mendez-Diez
Abstract/Artist's Statement
A stochastic process is a family of time-indexed random variables, and stock price is a list of time-indexed variables as well. For this project, I would try to use stochastic process, time series analysis models, and also Machine Learning models to forecast the stock price based on the previous prices and other information. Advanced mathematical techniques were used to formulate this model, and investors can use this model to obtain suggestions.
Senior Project submitted to The Division of Science, Mathematics and Computing of Bard College.
Open Access Agreement
On-Campus only
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.
Recommended Citation
Liu, Yuming, "Stock Price Forecasting Using Stochastic Processes and Machine Learning" (2018). Senior Projects Spring 2018. 66.
https://digitalcommons.bard.edu/senproj_s2018/66
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