Research Article
Mathematical Model of Stock Prices via a Fractional Brownian Motion Model with Adaptive Parameters
Table 3
The average and standard deviation of ARPE using the BMAP and FBMAP.
| | Stock name | Model | Average of ARPE | Standard deviation of ARPE |
| | ADVANC | BMAP | 21.496% | 10.474% | | FBMAP | 12.383% | 3.5199% |
| | LH | BMAP | 29.370% | 15.935% | | FBMAP | 13.362% | 3.3415% |
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