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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/4717

Title: Time Series Analysis and Forecasting of Epack Mutual Fund Share Prices from 1999 to 2010.
Authors: Asare-Darko, Christian
Issue Date: 13-Jun-2011
Abstract: Time series analysis and forecasting has become a major tool in different applications in the field of business Management, Economics and so on. Investment is an integral part of human life. This research work was carried out in Data Bank Asset Management Limited, Kumasi branch where data was collected on the EPACK Mutual Fund share prices which is one of their valuable products from January 1999 – 2010. A time series analysis was employed, where the trend of the share price exhibited a general upward moving quadratic trend with significant fall in the year 2009, but continued rising from January 2010 to December 2010. A mathematical model was developed to suit the share price where as a MatLab was used to code for the forecasted values.
Description: A Thesis submitted to the School of Graduate Studies, Kwame Nkrumah University of Science and Technology, Kumasi, in partial fulfilment of the requirements for the Degree of Master of Science in Industrial Mathematics, June-2011
URI: http://hdl.handle.net/123456789/4717
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