Prediction of Stock Market Indices-Using SAS

摘要：

The SAS(c) System has a powerful suite of tools for analyzing and forecasting data taken over a selected time period.The paper concentrates more on Stock Market (NSE-Nifty,India) & its prediction,by and large a risky venture.Knowledgeable investors base their predictions either on the basis of Fundamental Analysis,or Technical Analysis,or both.But most of the investors rely on the tips given by the experts for Stock Market Predictions.However there are many such models available such as Interrupted Time Series,Auto Regression (AR),Exponential Smoothening,Moving Average (MA),and Distributed Lags Analysis.The procedures FORECAST,ARIMA process will be illustrated.

关键词： forecasting prediction stock market prediction Time series analysis

作者: B.Siddhartha Rcddy

作者单位: Research Facilitation Center IBS Bangalore Bangalore,Karnataka (state),INDIA

会议类型: 国际会议

会议名称: 2010 2nd IEEE International Conference on Information and Financial Engineering(2010年第二届IEEE信息与金融工程国际会议 ICIFE 2010)

会议地点: 重庆

会议语种:英文

页码: 112-116

在线出版日期: 2010-09-17（万方平台首次上网日期，不代表论文的发表时间）