Ms. Xiaoying Guo Profile

Xiaoying Guo

at Pennon Education Group

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Proceedings Article | 17 May 2022 Paper

The application of random walk simulation in finance

Xiaoying Guo

Proceedings Volume 12259, 122591U (2022) https://doi.org/10.1117/12.2639472

KEYWORDS: Stochastic processes, Statistical analysis

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Contemporarily, the random walk is widely applied in the field of finance, suggests that the history stock price has no relation or impact on the stock price tomorrow, i.e., the direction the of stock price is entirely random and unpredictable. This paper investigates random walk simulation in Finance based on the information retrieval and literature review. According to the analysis, if one holds the strong belief in the random walk theory, well-perform ETH or portfolio strongly relevant to core Index (e.g., S and P 500, Nasdaq) will be a proper choice for investors. Otherwise, if one holds that the price movements are inherit connected instead of random variation, statistic evaluation (also known as technical analysis) can be applied to earn with extra returns via time-selection trading actively and positively. Based on enough trials, this paper will try to explore the nature and patterns of random process, which sheds light on future stock price prediction and explanation.

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