Python Program to Predict Stock Prices Assignment Solution.

from functions import *

### beta calculations

get_beta('data.csv')

### simulation function

data=simulate(120,0.6,0.5,10)

data

### Calculating probability

c=0

for i in range(10000):

data=simulate(T=120,alpha=0.6,p=0.5,x0=10)

drop=(data[-1]-data[0])/data[0]

if drop<=-0.1:

c+=1

c/10000

c=0

for i in range(10000):

data=simulate(T=120,alpha=0.6,p=0.5,x0=10)

drop=(data[-1]-data[0])/data[0]

if drop<=-0.25:

c+=1

c/10000

### Visualization

data=simulate(120,0.6,0.5,10)

plt.figure(figsize=(10,8))

plt.plot(data)

plt.grid()

plt.xlabel('time steps',fontsize=20)

plt.ylabel('price',fontsize=20)

plt.title('stock price simulation',fontsize=20)

plt.ylim(0,20)

plt.savefig('MITID_Figure1.pdf')

plt.show()