使用蒙特卡罗方法模拟股票价格
技术
- 分析与建模 - 数字孪生/模拟
- 应用基础设施与中间件 - 中间件、SDK 和库
适用行业
- 设备与机械
- 金融与保险
适用功能
- 物流运输
用例
- 库存管理
- 虚拟现实
关于客户
客户是 Alteryx 社区成员，他们可以从提供的用于基于蒙特卡罗模拟的预测的 Alteryx 模板中受益。他们可以使用此模板来分析股票价格并做出明智的业务决策。
挑战
蒙特卡罗模拟广泛应用于许多行业来执行统计预测。股票价格变动的例子很常见，每个人都可以从中受益，因此我追求在 Alteryx 中实现它。主要目的是为基于蒙特卡罗模拟的预测理念提供 Alteryx 模板。
解决方案
该解决方案首先使用 Python 库“pandas_datareader”从雅虎财经获取股票价格。然后，股票价格会附上股票名称和计算出的每日百分比变化。准备好每日平均变化、每日波动率和预测持续时间等模拟参数。蒙特卡洛模拟是使用批处理宏和 Python NumPy 库或 Alteryx“模拟采样”工具执行的。使用 Alteryx 中的各种报告和数据分析工具对仿真结果进行分析。
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