Operations Research Techniques Applied to the FinancialMarkets


Authors : Joy Kapadia; Kaniskaran Thirunavukkarasu; Kashish Gulecha; Krish Kotak; Krish Parmar

Volume/Issue : Volume 6 - 2021, Issue 10 - October

Google Scholar : http://bitly.ws/gu88

Scribd : https://bit.ly/3Cjwb4F

Operations Research and Financial markets share a relation like Tom and Jerry, both do well when they are alone, but when they are together, things are even better. In this paper, we have reviewed the application of operations research in financial markets. Historically, various Operations research techniques like Game theory, network analysis, Markov chain, neural networks have been implemented to solve the irrationalities arising from the financial markets. Our research paper attempted to outperform the local index using the weights resulting from the linear programming problem under certain constraints. In addition to this, we have run a simple Monte Carlo simulation with the geometric Brownian motion (GBM) model to forecastthe future price movement of a multinational company.

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