Bayesian Approach(Geometric Brownian Motion) in Stock Price Simulation

Matthew Leung
May 18, 2021

I just written the following article for the data science blogathon competition. It is about how to use Bayesian inference with Geometric Brownian Motion to simulate Stock Price. The implementation is by the Julia package “Turing.jl”. If you interested, you may take a look to support me.

https://www.analyticsvidhya.com/blog/2021/05/bayesian-approachgeometric-brownian-motion-in-stock-price-simulation/

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