Plotting graphs over each other for N iterations

Question

Katie Brewer 2019-2-21

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/446245-plotting-graphs-over-each-other-for-n-iterations

评论： Rena Berman 2019-4-2

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 个评论
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Jan 2019-3-21

编辑：Jan 2019-3-21

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 2019-4-2

(Answers Dev) Restored edit

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Answer 1

Gani 2019-2-21

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/446245-plotting-graphs-over-each-other-for-n-iterations#answer_362090

编辑：Gani 2019-2-21

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 个评论
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Katie Brewer 2019-2-21

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 2019-2-22

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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