This repository contains the codes, report and slides for the project of the course MTH517A-Time Series Analysis at IIT Kanpur, during the academic year 2021-2022.
Time Series Analysis for Daily Stock Price Prediction of Indus Tower Limited Report Slides Codes
Prof. Amit Mitra, Department of Mathematics & Statistics, IIT Kanpur
- Rachita Mondal
- Souvik Bhattacharyya
- Shreya Pramanik
- Arkaprova Saha
- Bimal Roy
The aim of our work is to apply relevant concepts of Time Series Analysis for daily closing stock price prediction of Indus Tower Limited. At first we tried to predict the mean behavior of the data set using appropriate AR, MA and ARIMA models. Thereafter, we have used Hybrid ARIMA-ARCH and Hybrid ARIMA-GARCH to capture the volatility of the series.