Stock Market Prediction Using Time Series Analysis

5 Pages Posted: 27 Apr 2018

See all articles by Kamalakannan J

Kamalakannan J

Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE)

Indrani Sengupta

Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE)

Snehaa Chaudhury

Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE)

Date Written: February 7, 2018

Abstract

Stock market is a market that enables seamless exchange of buying and selling of company stocks. Every Stock Exchange has their own Stock Index value. Index is the average value that is calculated by combining several stocks. This helps in representing the entire stock market and predicting the market’s movement over time. The Equity market can have a profound impact on people and the country’s economy as a whole. Therefore, predicting the stock trends in an effective manner can minimize the risk of investing and maximize profit. In our paper, we are using the Time Series Forecasting methodology for predicting and visualizing the predictions. Our focus for prediction will be based on the technical analysis using historic data and ARIMA Model. Autoregressive Integrated Moving Average (ARIMA) model has been used extensively in the field of finance and economics as it is known to be robust, efficient and has a strong potential for short-term share market prediction.

Suggested Citation

J, Kamalakannan and Sengupta, Indrani and Chaudhury, Snehaa, Stock Market Prediction Using Time Series Analysis (February 7, 2018). 2018 IADS International Conference on Computing, Communications & Data Engineering (CCODE) 7-8 February. Available at SSRN: https://ssrn.com/abstract=3168423 or http://dx.doi.org/10.2139/ssrn.3168423

Kamalakannan J (Contact Author)

Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE) ( email )

Vellore, Tamil Nadu 632014
India

Indrani Sengupta

Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE) ( email )

Vellore, Tamil Nadu 632014
India

Snehaa Chaudhury

Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE) ( email )

Vellore, Tamil Nadu 632014
India

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