IDEAS home Printed from
   My bibliography  Save this article

Stock Price Predictors Based on Bayesian Method


  • Dušan Marček


Many stock Price Predictors transformating input (historical data, theory) to output (forecast) have been publishing. For example papers [1], [2] deal with ARMA and exponential smoothing methods. Proposed contribution present an approach based on Bayesian method. Bayesian method, applied to stock price forecast, enables to predict stock prices when much historical data are unavailable or where the users of such information processing systems might not be able to accumulate them. This article shows basic approach to Bayesian estimation of constant process and demonstrates its methodology. Finally, we present example illustrating the application of this approach.

Suggested Citation

  • Dušan Marček, 1999. "Stock Price Predictors Based on Bayesian Method," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 6(9).
  • Handle: RePEc:czx:journl:v:6:y:1999:i:9:id:70

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:6:y:1999:i:9:id:70. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.