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Volume & Issue no: Volume 4, Issue 6, November - December 2015

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Title:
USING TIME SERIES TO PREDICT STOCK PRICES ON THE STOCKGHANA EXCHANGE
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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NOTE: Authors note that paper cannot be withdrawn at any condition once it is accepted. The Team of IJETTCS advise you, do not submit same article to the multiple journals simultaneously. This may create a problem for you. Please wait for review report which will take maximum 01 to 02 week. 

 

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International Journal of Emerging Trends & Technology in Computer Science (IJETTCS)
ISSN 2278-6856
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