Forecasting Stock Prices of the Vietnamese Stock Market under the Assumption of Log-Normally Distributed Stock Prices

The aims of this paper present a stock price model and a method for forecasting stock prices under the assumption that stock prices follow the log-normally distribution law, simulating stock prices using geometric Brownian motion. The empirical analysis is conducted on stock codes in the VN30 index on the Vietnamese stock market. The experimental results show that the forecasting method presented in the report can be used to forecast stock prices in short-term investment periods of less than one month.