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Johnson & Johson, Merck & Co. Inc. and Pfizer Inc. are indeed three pharmaceutical company that highly attractive to the investors. To use time series to predict future prices movement, one must first analyze related historical time series. Fractional Brownian motion model,that connects the...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/20071 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |