civil_worker

DOGE coin price simulation

I use 2 different processes for simulation ,all parameters are based on historical price and here is the result :
Ito process
path 1 ,mean price 0.0037190770796023892
path 2 ,mean price 0.003490382594690365
path 3 ,mean price 0.002704972176294766
path 4 ,mean price 0.02345388792503155
path 5 ,mean price 0.004811303137504377
path 6 ,mean price 0.002132020643426561
path 7 ,mean price 0.005536199141645733
path 8 ,mean price 0.005484515775973475
path 9 ,mean price 0.0045126201039538145
path 10 ,mean price 0.009990222855380705
mean price in 5 years: 0.006583520143350373
median price in 5 years: 0.000025
max price in 5 years: 0.32403116141737043
min price in 5 years : ~0
start Wiener process
path 1 ,mean price 1.0035930733177367
path 2 ,mean price 0.04760850097697172
path 3 ,mean price 0.01409447524061507
path 4 ,mean price 1.593870344397067
path 5 ,mean price 0.04805203551197889
path 6 ,mean price 0.6013213374510358
path 7 ,mean price 0.005552465988846188
path 8 ,mean price 0.21722940681105166
path 9 ,mean price 0.012094064668016722
path 10 ,mean price 0.10463224909868593
mean price in 5 years: 0.3648047953462005
median price in 5 years: 0.05335984156784901
max price in 5 years: 9.816976547135807
min price in 5 years: 1.1100787283161037e-05
כתב ויתור

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