Research Article
Mathematical Model of Stock Prices via a Fractional Brownian Motion Model with Adaptive Parameters
| | −0.49 | −0.4 | −0.3 | −0.2 | −0.1 | 0 | 0.1 | 0.2 | 0.3 | 0.4 | 0.49 |
| Average of ARPE | 13.362 | 17.722 | 28.059 | 44.745 | 59.309 | 29.370 | 118.19 | | | Inf | Inf | SD of ARPE | 3.3415 | 6.2432 | 13.703 | 31.977 | 59.243 | 15.935 | 749.36 | | Inf | Inf | Inf |
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