Prediction of the Stock Prices at Uganda Securities Exchange Using the Exponential Ornstein–Uhlenbeck Model
We use the exponential Ornstein–Uhlenbeck model to predict the stock price dynamics over some finite time horizon of interest. The predictions are the key to the investors in a financial market because they provide vital reference information for decision making. We estimated all the parameters of t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2023-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2023/2377314 |