Mathematical Model of Stock Prices via a Fractional Brownian Motion Model with Adaptive Parameters

<table class="table-group" width="800px"><tr class="fig-image" id="a"><td><img alt="791418.fig.005a" src="https://static.hindawi.com/articles/isrn/volume-2014/791418/figures/791418.fig.005a.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(a) </b>For ADVANC closed prices (ARPE = 6.9208%)</td></tr></table></td></tr><tr class="fig-image" id="b"><td><img alt="791418.fig.005b" src="https://static.hindawi.com/articles/isrn/volume-2014/791418/figures/791418.fig.005b.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(b) </b>For LH closed prices (ARPE = 6.8788%)</td></tr></table></td></tr></table>

<table>The simulation results using the FBMAP.</table>

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Figure 5

Figure 5: Mathematical Model of Stock Prices via a Fractional Brownian Motion Model with Adaptive Parameters 