Title :
A Hybrid System for Forecasting Stock Price Variations in the Stock Market
Author :
Rajasinghe, R.M.C.D.K. ; Weerapperuma, W.D.N.M. ; Wijesinghe, W.U.N.N. ; Rathnayake, K.K.K.P. ; Seneviratne, L.
Author_Institution :
Fac. of Comput., Sri Lanka Inst. of Inf. Technol., Malabe, Sri Lanka
Abstract :
Stock Market is the platform that enables investors to channel their savings to generate a profit. Companies pay dividends for the shareholders at the end of a profitable period. The Random Walk Hypothesis governs the Stock Prices as the prices are stated as total random fluctuations that cannot be predicted. Hybrid System for Forecasting Stock Prices Variations in the Stock Market (Hybrid Forecaster) is a research carried out to implement a decision support system that provides insight for selecting profitable stocks using forecasting methodologies. Multitude of researches carried out in this field are limited to forecasting stock market using a single standpoint that affects the stock prices. The research explores critical elements that affects the prices from multiple dimensions.
Keywords :
decision support systems; financial data processing; forecasting theory; pricing; stock markets; companies; decision support system; forecasting methodologies; hybrid system; investors; profitable period; profitable stocks; random walk hypothesis; stock market; stock price variations forecasting; total random fluctuations; Companies; Forecasting; Market research; Prediction algorithms; Predictive models; Stock markets; Time series analysis; Predictions; Random Walk Hypothesis; Stock Market;
Conference_Titel :
Software, Knowledge, Information Management and Applications (SKIMA), 2014 8th International Conference on
DOI :
10.1109/SKIMA.2014.7083389
