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Stock return models using GBM and the quantum harmonic oscillator.
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Data
Optimization
Plots
GBM
QHM.py
README.md
comparison_distribution_models.pdf
final_presentation.pptx
fit_stats.py
garrahan_final_presentation.pptx
gbm.png
gbm_mod
gbm_mod.png
modeling.py
models.py
project_proposal.pdf
qho
qho.png

README.md

return_modeling

Stock return models using GBM and the quantum harmonic oscillator, builds on results presented by Ahn, Choi and colleagues in “Modeling stock return distribution using the quantum harmonic oscillator”.

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