International Research Journal of Commerce , Arts and Science

 ( Online- ISSN 2319 - 9202 )     New DOI : 10.32804/CASIRJ

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    1 Author(s):  ABIN BABY

Vol -  11, Issue- 1 ,         Page(s) : 11 - 22  (2020 ) DOI :


Stock return prediction is an important topic in finance and economics which has encouraged the attention of researchers over the years to develop improved predictive models. The autoregressive integrated moving average (ARIMA) models have widely used for time series prediction. This paper used an extensive process of building stock return predictive model using the ARIMA model. Published stock data obtained National stock exchange of Indian(NSE) are used with stock price predictive model developed. Results obtained revealed that the ARIMA model has a strong potential for short-term prediction and can compete favorably with existing techniques for stock price prediction.

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