Time Series Analysis and Forecasting of Epack Mutual Fund Share Prices from 1999 to 2010.

dc.contributor.authorAsare-Darko, Christian
dc.date.accessioned2012-12-13T01:59:26Z
dc.date.accessioned2023-04-20T12:30:10Z
dc.date.available2012-12-13T01:59:26Z
dc.date.available2023-04-20T12:30:10Z
dc.date.issued2011
dc.descriptionA 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, en_US
dc.description.abstractTime 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.en_US
dc.description.sponsorshipKNUSTen_US
dc.identifier.urihttps://ir.knust.edu.gh/handle/123456789/4717
dc.language.isoenen_US
dc.titleTime Series Analysis and Forecasting of Epack Mutual Fund Share Prices from 1999 to 2010.en_US
dc.typeThesisen_US
Files
Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
ASARE – DARKO CHRISTIAN.pdf
Size:
588.53 KB
Format:
Adobe Portable Document Format
Description:
Full Thesis
License bundle
Now showing 1 - 2 of 2
Loading...
Thumbnail Image
Name:
license.txt
Size:
1.73 KB
Format:
Item-specific license agreed to upon submission
Description:
Loading...
Thumbnail Image
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed to upon submission
Description: