This repository is a collection of jupyter notebooks focused on stochastic modeling.
As a starter model, the Geometric Brownian Motion model is used to simulate future stock prices based on the past 5 years of historical stock data from yfinance. Here, I've applied the Monte Carlo method by running 1000 simulations.
For a more realistic simulation of stock prices, I am considering applying the Heston Volatility model to the Monte Carlo method.