R Programming - Real World Analytics - Problem solving task 1 - Presentation Assignment Help

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R Programming Assignment Help

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R Programming Assignment Help

TASK Explain with time?the meaning of ?t and ?t. Could these quantities be considered constant You are encouraged to research the information about stochastic modelling of share prices, Itô’s calculus online or in books, research articles. State clearly ANY assumptions you have made. Select ONE company on the stock market from the FIVE companies listed below. You can use Yahoo Finance to download the historic data, https://au.finance.yahoo.com/?utm_source=Marketing&utm_medium=SEM&utm_term=SEM_News&utm_content=non_branded_%2Byahoo%20%2Bfinance&ncid =googlesem_semnews_cc33emalx9k Companies:

Australia and New Zealand Banking Group ANZ.AX
National Australian Bank Limited (NAB.AX)
Medibank Private Limited (MPL.AX)
British Petrolium p.l.c. (BP)
GlaxSmithKline plc (GSK)

Collect the closing share price data for this company for each trading day for 3 consecutive months, from 1 August 2018 to 31 October 2018 inclusive. State the condition that share prices have to satisfy in order to be represented by a geometric Brownian motion? Does your data satisfy this condition? Check using appropriate statistical test and present your evidence in a suitable tabular format. Compute ? and ? for your data assuming that they are both constant. You are encouraged to research the literature about ? and ? and find appropriate formulas to compute their values from the three months historic data. Find information publicly available for your company, e.g. report and news releases. Using this information about the company, critically appraise the computed values of ? and ?. Estimate the expected value of the share price on 16 November 2016 and compare with published data. In the light of your findings, state the possible restrictions of your model. Write a short report about your company using your research, model and results. Presentation

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