A Motivation for Recent Innovation & Research
ISSN 2278-6856
www.ijettcs.org
Call for Paper, Published Articles, Indexing Infromation
International Journal of Emerging Trends & Technology in Computer Science
A Motivation for Recent Innovation & Research
ISSN 2278-6856
www.ijettcs.org
Call for Paper, Published Articles, Indexing Infromation
Title: |
USING TIME SERIES TO PREDICT STOCK PRICES ON THE STOCKGHANA EXCHANGE
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Author Name: |
Emmanuel Kwame Mensah, Joseph Kweku Arthur |
Abstract: |
Abstract
Stock market prediction is the act of trying to determine the
future value of a company stock or other financial
instruments traded on an exchange. The successful prediction
of a stocks future price could yield significant profit. The
efficient-market hypothesis suggests that stock price
movements are governed by the random walk hypothesis and
thus are inherently unpredictable. In this paper, time series
analysis was used to develop a mathematical model to predict
the stock prices of stocks on the Ghana Stock Exchange. At
the end of the study, the future stock prices of the listed
companies were able to be determined through the developed
mathematical model. Past data of UNIL, EBG and BOPP was
fix into the model to predict the stock price for the next three
months.
Key words: Ghana Stock Exchange, time series, ARIMA,
Box-Jenkins Method. |
Cite this article: |
Emmanuel Kwame Mensah, Joseph Kweku Arthur , "
USING TIME SERIES TO PREDICT STOCK PRICES ON THE STOCKGHANA EXCHANGE " , International Journal of Emerging Trends & Technology in Computer Science (IJETTCS),
Volume 4, Issue 6, November - December 2015 , pp.
130-141 , ISSN 2278-6856.
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