Centre for Modeling & Simulation
Savitribai Phule Pune University

Technical Report CMS-TR-20110531


Title Regression Based Equities Price Prediction
Author/s Narayana Darapaneni
Computational Research Laboratories Ltd.


Sharvari Shukla and Priyadarshee Sukhwal
Centre for Modeling and Simulation, Savitribai Phule Pune University, Pune 411 007 India
Abstract We propose regression based techniques to predict close, low and open prices of equities. We show empirically that working with low and close predicted prices is more beneficial than working with open and close predicted prices. To validate our claims, we used top 100 liquid equities data from National Stock Exchange, India.
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Citing This Document Narayana Darapaneni, Sharvari Shukla, and Priyadarshee Sukhwal , Regression Based Equities Price Prediction . Technical Report CMS-TR-20110531 of the Centre for Modeling and Simulation, Savitribai Phule Pune University, Pune 411007, India (2011); available at http://864230.efsst.group/reports/.
Notes, Published Reference, Etc.
Contact sharvari AT 864230.efsst.group
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