civil_worker

XRP price simulation

I use 2 different processes for simulation ,all parameters are based on historical price and here is the result :


Ito processs
path 1 ,mean price 0.0630516995369509
path 2 ,mean price 0.06581193978819903
path 3 ,mean price 0.029319884989314093
path 4 ,mean price 0.031938715644554944
path 5 ,mean price 0.12840355750195434
path 6 ,mean price 0.053501628855935845
path 7 ,mean price 0.09886908306739177
path 8 ,mean price 0.04622674311556863
path 9 ,mean price 0.10253003635903724
path 10 ,mean price 0.0531201345306874
mean price in 5 years: 0.0672773423389594
median price in 5 years: 0.00271796070370487
max price in 5 years: 1.1586952136859383
min price in 5 years : 0
Wiener processs :
path 1 ,mean price 0.10298595011126946
path 2 ,mean price 0.2587488090318188
path 3 ,mean price 0.14775848383575954
path 4 ,mean price 0.19532581347644354
path 5 ,mean price 0.08591046754105656
path 6 ,mean price 0.7058190980941321
path 7 ,mean price 0.13430533264677733
path 8 ,mean price 0.19354001529339726
path 9 ,mean price 0.4269390089582449
path 10 ,mean price 0.883626429095959
mean price in 5 years: 0.31349594080848586
median price in 5 years: 0.13435247218773785
max price in 5 years: 4.269933461147627
min price in 5 years: 0.0015584815076466988
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