Abstract: This document presents the aim and implementation details that are necessary to get the desired output and arrive at an appropriate conclusion. According to the geometric Brownian motion model the future price of financial stocks has a lognormal probability distribution and their future value therefore can be estimated with a certain level of confidence. The goal of this paper is to study the modelling future stock prices. The assumptions on which this model is based meet the financial market laws and rules imposed by the Market Efficiency Hypothesis. These rules and laws suppose that only present information about a stock efficient to determine the future price of this that stock. Data mining is a process that is used to search for patterns or relationship between various elements of a given set of data. Data mining also refers to the derivation of relevant information from a given data set.

Keywords: Stochastic Modelling, Agricultural economics, Random walk, futures market, data analysis, Data Mining.