Stock Market Prediction Using Time Series

Abstract

A stock market is a public market for the trading of company stock. It is an organized set-up with a regulatory body and the members who trade in shares are registered with the stock market and regulatory body SEBI. Since stock market data are highly time-variant and are normally in a nonlinear pattern, predicting the future price of a stock is highly challenging. Prediction provides knowledgeable information regarding the current status of the stock price movement. Thus this can be utilized in decision making for customers in finalizing whether to buy or sell the particular shares of a given stock. Many researchers have been carried out for predicting stock market price using various data mining techniques. The past data of the selected stock will be used for building and training the models. The results from the model will be used for comparison with the real data to ascertain the accuracy of the model.