Non - Randomness Stock Market Price Model (Amended)

TL;DR

This paper introduces a novel stock market price model viewing prices as discontinuous functions of time with bounded variation, aiming to better capture market behaviors.

Contribution

It proposes a new mathematical framework for stock prices based on discontinuous functions of bounded variation, offering an alternative to traditional models.

Findings

Model captures discontinuous price movements effectively

Provides a new perspective on market price dynamics

Potentially improves prediction accuracy

Abstract

A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.