COMPARISION STUDY OF EFFICIENCY OF TIME SERIES MODELS IN FORECASTING STOCK PRICES IN SRI LANKA.
- Department of Mathematical Sciences, Faculty of Applied Sciences, South Eastern University of Sri Lanka.
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The Colombo Stock Exchange is broadest and entirelyinvoluntarytrade exchange system in Sri Lanka. Investigation and prediction of stock market time series data have elaborated significantattention from the investigators and academics over theprevious decade. In this research article, the Colombo Stock Exchange All Share Prices were figured and predicted the tendency of stock market variations using time series modeling procedures, alike exponential smoothing method and autoregressive integrated moving average technique. The forecasted values of Colombo Stock Exchange All Share Priceswere computed for both models distinctly and also compared the error rates. From the consequences, the autoregressive integrated moving average model accomplishedwell than the exponential smoothing model.
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[Mohamed Aboobucker Haalisha. (2018); COMPARISION STUDY OF EFFICIENCY OF TIME SERIES MODELS IN FORECASTING STOCK PRICES IN SRI LANKA. Int. J. of Adv. Res. 6 (12). 126-130] (ISSN 2320-5407). www.journalijar.com
Department of Mathematical Sciences, Faculty of Applied Sciences, South Eastern University of Sri Lanka
Article DOI: 10.21474/IJAR01/8122 DOI URL: http://dx.doi.org/10.21474/IJAR01/8122
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