Brownian Bridge
A brownian bridge visualization simulates geometric Brownian motion for Apple stock prices, with blue dots representing known monthly closing values and a gray line showing the simulated path between them. The chart supports pan and zoom via mousewheel, with active caching ensuring that random base values stay fixed as new data points are generated to fill in the domain. Sliders control volatility and drift, recalculating the path while preserving previously established Gaussian random outcomes, and a "randomize" button resets the entire world.
AI-generated descriptionPan and Zoom (mousewheel) to explore the randomized data.
This experiment uses d3.js, dpl.js and pyfy.js to simulate geometric brownian motion with brownian bridge between any "known points" (either given values or already-randomized values). Active caching is utilized to ensure that any base random number stays in place until the world is re-randomized (i.e. I keep filling in missing information). This means that when volatility or drift is changed, the path is recalculated using the previously established Gaussian random outcomes.
The blue dots are known monthly closing values for APPL and the gray line is the simulated brownian motion Pan and zoom to look deeper and further. As you move around the cache will grow larger, but pressing "randomize" will reset the world to a new initial vector.