Arima and fbmap approach for forecasting daily stock price in colombo stock exchange, sri lanka

HIGHLIGHTS

  • who: Stock price et al. from the Sri Lanka Department of Statistics and Computer Science, Faculty of Science, University of Peradeniya, Peradeniya, Sri Lanka have published the research work: ARIMA and FBMAP approach for forecasting daily stock price in Colombo Stock Exchange, Sri Lanka, in the Journal: (JOURNAL)
  • what: This study attempts to examine whether the prices of companies listed on the Colombo Exchange (CSE) follow (RWH) and presents a mathematical model of prices using a Fractional Brownian Motion Process with Adaptive Parameters (FBMAP) compared with Auto-Regressive Integrated Moving Average (ARIMA) time series model . . .

     

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