Modeling Philippine Stock Exchange Composite Index Using Weighted Geometric Brownian Motion Forecasts
Philippine Stock Exchange Composite Index (PSEi) is the main stock index of the Philippine Stock Exchange (PSE). PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks. It provides a single value by which the performance of the Phil...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2016-01-01
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| Series: | MATEC Web of Conferences |
| Online Access: | http://dx.doi.org/10.1051/matecconf/20166819002 |