Mathematical Modeling of the Stock Market

Faculty Mentor

Dr. Hua Wang

Faculty Mentor Email

hwang@georgiasouthern.edu

Presentation Type and Release Option

Research Poster Presentation (File Not Available for Download)

Location

COUR Symposium 2021

Presentation Year

2021

Start Date

4-19-2021 12:00 AM

End Date

April 2021

Abstract

Through the behavior of past data, we use Game Theory to model our findings, predict decisions made by businesses, and understand what scenarios will produce a stable stock market. In particular, we will provide a thorough analysis of the stock market behavior between the three leading competitors in technology: Apple, Microsoft, and Google.

To begin, we will use the website Nasdaq, a detailed online record of the stock market, to record the daily price of stock and share volume for each company. We will analyze the trend of the data through common statistical models. The findings from this analysis will be used to construct our Game Theory model, which we analyze through Nash equilibriums.

As a result, we should be able to evaluate the stability of the stock market and discuss the relationships between our companies. More specifically, we expect to find the impact changes in the stock market have on each business and predict the behavior, or the “best next move,” they should have.

Academic Unit

Department of Mathematics

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Apr 19th, 12:00 AM Apr 20th, 12:00 AM

Mathematical Modeling of the Stock Market

COUR Symposium 2021

Through the behavior of past data, we use Game Theory to model our findings, predict decisions made by businesses, and understand what scenarios will produce a stable stock market. In particular, we will provide a thorough analysis of the stock market behavior between the three leading competitors in technology: Apple, Microsoft, and Google.

To begin, we will use the website Nasdaq, a detailed online record of the stock market, to record the daily price of stock and share volume for each company. We will analyze the trend of the data through common statistical models. The findings from this analysis will be used to construct our Game Theory model, which we analyze through Nash equilibriums.

As a result, we should be able to evaluate the stability of the stock market and discuss the relationships between our companies. More specifically, we expect to find the impact changes in the stock market have on each business and predict the behavior, or the “best next move,” they should have.