Distressing Math Collective with Sarah Lohrey '25
Join the Distressing Math Collective for a talk by Sarah Lohrey '25 titled "Stock Price Prediction: Comparing Sportswear Companies’ Stock Prices Using the Hull-White Algorithm, its Generalization, and Geometric Brownian Motion." This talk will explore stock price predictions for four sportswear companies: Nike, Inc., Under Armour, Inc., Adidas AG, and Puma SE. We will look at the use of the Hull-White Algorithm, the Generalization of the Hull-White Algorithm, and Geometric Brownian Motion, three mathematical models, to predict these stock prices. We will explore the application of these three models to stock data from 2018 and compare predictions from 2019 to observed stock prices from 2019 for each of the four stocks. We will analyze the accuracy of the predictions for each stock for each of the three models and compare their predictions to each other to determine the model that is best suited for predicting stock prices for our four sportswear companies. Snacks will be served in the Math Lounge starting at 6:30 p.m.!
÷ÈÓ°Ö±²¥ welcomes the full participation of all individuals in all aspects of campus life. Should you wish to request a disability-related accommodation for this event, please contact the event sponsor/coordinator. Requests should be made as early as possible.