https://github.com/RajdeepKonwar/stockast
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
https://github.com/RajdeepKonwar/stockast
black-scholes c-plus-plus monte-carlo-simulation openmp parallel prediction-model predictive-analytics predictive-modeling stock-data stock-market stock-prediction stock-price-prediction stock-prices thread
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Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
- Host: GitHub
- URL: https://github.com/RajdeepKonwar/stockast
- Owner: RajdeepKonwar
- License: mit
- Created: 2017-06-15T23:43:08.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2023-01-16T06:24:25.000Z (over 2 years ago)
- Last Synced: 2024-11-01T08:33:45.329Z (11 months ago)
- Topics: black-scholes, c-plus-plus, monte-carlo-simulation, openmp, parallel, prediction-model, predictive-analytics, predictive-modeling, stock-data, stock-market, stock-prediction, stock-price-prediction, stock-prices, thread
- Language: C++
- Homepage:
- Size: 112 KB
- Stars: 43
- Watchers: 6
- Forks: 23
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Stockast [](https://app.fossa.io/projects/git%2Bgithub.com%2FRajdeepKonwar%2Fstockast?ref=badge_shield)
## Stock Market Forecasting using Parallel (OpenMP) Monte-Carlo Simulations
### Compile Instructions
#### Windows
* Open `stockast.sln`
* [Optional] Right-click Solution 'stockast' in the Solution Explorer and select `Retarget solution`
* Build and run!
#### Linux
```
make
```
Type `make clean` to clean object file and executable.
### Run Instructions
#### Windows
Simply run from Visual Studio or double-click the executable created inside x64\\{config}\stockast.exe
By default, the program will try and utilize the maximum system threads available. In order to use a specific number of threads, set the environment vairable `OMP_NUM_THREADS` equal to the number of threads you want.
#### Linux
Set the number of threads to be used for computation,
```
export OMP_NUM_THREADS=number_of_threads
```
For example, `export OMP_NUM_THREADS=8`.
Then run the program
```
./stockast
```
### General info
* The input file "data.csv" contains the stock-price values for 3 hours prior to run-time; this acts as the history-data and helps estimate the market volatility.
* The output file "opt.csv" contains the output (most likely outcome) price-vector from our code. One can use Excel or gnuplot to plot the resulting line graph of the predicted stock pricing.
* (**Linux only**) The script "profiling.sh" runs the parallel code from 1 to the specified number of threads. To use the script,
```
./profiling.sh "number_of_threads"
```
For example, `./profiling.sh 8`.