Plotting graphs over each other for N iterations

Asked by Katie Brewer on 21 Feb 2019

Latest activity Commented on by Rena Berman on 2 Apr 2019

7 views (last 30 days)

I have the follow code to model a brownian motion (from http://ac.aua.am/tigran_bunarjyan/Public/NA_Monte%20Carlo%20Presentation.pdf) but I want to plot for all the steps, ie have step=500; lines of brownian motions plotted on the same graph. I have read and watched so many tutorials but everything I have tried crashed matlab.

clear all
clc
 
S=100;
sigma=0.3;
T=1.2;
r=0.05;
 
step=500;
dt=T/step;
sqdt=sqrt(dt);
 
rr=randn(1, step);
 
St=S;
 
stockPrices=[];
ts=[];
 
stockPrices(1)=S;
ts(1)=0;
 
for st=1:step
    St=St*(1+r*dt+sigma*sqdt*rr(1,st));
    stockPrices(st+1)=St; 
    ts(st+1)=st;  
end
%plot(ts,stockPrices)
title("Stock Price for Day =0...500");
xlabel=("Day");
ylabel=("Price");

3 Comments

Star Strider on 21 Feb 2019

The link you posted gives:

404 - File or directory not found

Jan on 21 Mar 2019

Katie Brewer has removed the contents of the question twice. She has removed the contents of her other 3 questions also. It seems, like she is not interested in a cooperative usage of the forum. What a pity.

Rena Berman on 2 Apr 2019

(Answers Dev) Restored edit

1 Answer

Link

Answer by Gani on 21 Feb 2019

Edited by Gani on 21 Feb 2019

Check this.

clear all
clc
S=100;
sigma=0.3;
T=1.2;
r=0.05;
 
step=500;
dt=T/step;
sqdt=sqrt(dt);
 
rr=randn(1, step);
 
St=S;
 
stockPrices(1)=S;
ts= 1:step+1;
 
for st=1:step
    St=St*(1+r*dt+sigma*sqdt*rr(1,st));
    stockPrices(st+1)=St;  
end
 
plot(ts,stockPrices)
title('Stock Price for Day =0...500');
xlabel('Day');
ylabel('Price');

2 Comments

Katie Brewer on 21 Feb 2019

This doesn't work, it just prints what I had before.

I want a graph like so https://www.reddit.com/r/dataisbeautiful/comments/7omtm5/a_plot_of_10000_random_walkers_utilizing_brownian/

where each random path is printed over the top of the old one?

Gani on 22 Feb 2019

In Mathworks File Exchange there are some Brownian Motion functions uploaded. You can use them. The graphs are in 3-D. You can modify it to 2D if necessary.

Brownian Motion and 3D Brownian Motion

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