Stock Market, Time Series Analysis, Time Series Forecasting, Python, Monte Carlo.
distribution N that is centered at zero (i.e Wₜ -W₀~ N(0,t) ) dₜ=the elapsed time period​ Essentially, the GBM model allow us to model future prices based a combination of a “drift” that is driven by the average (i.e mean of the log returns) and a “shock” which is random but can be still be