Mahidol University Logo
Faculty of ICT, Mahidol University


Printable Version



Pintip  Chunnapiya               4988032   ITCS/B
Nussara  Kovitissariya    4988082   ITCS/B
Thongtra  Naksuksri         4988102   ITCS/B


PROJECT ADVISOR: Dr. Boonsit yimwadsana


Due to the growth of the world economy as well as Thai economy, investors need to invest carefully to profit and prevent loss. Stock investment is one of many ways that investors usually invest on. In order to maximize profit from stock investment which has high risk, financial models such as Capital Pricing Model (CAPM), Arbitrage Pricing Theory (APT), and Linear Regression (LR) are used. Each of them may predict different outcomes and these models are created based on efficient market. Our project is a web-based application aiming to provide the easy ways for users to predict stock using different prediction models, compare results of each model, and analyze the accuracy performance of each model. The system collects a large amount of real-time trading data from the Stock Exchange of Thailand to provide the best possible prediction background and the system also provides search capability for users to retrieve current market data, historical stock data, and company information.


KEYWORDS: capital pricing model, capm, linear regression, stock, prediction, arbitrage pricing, theory, apt, investment, finance


Go to Top


ICT Building, Mahidol University, 999 Phuttamonthon 4 Road, Salaya, Nakhonpathom 73170 Tel. +66 02 441-0909 Fax. +66 02 849-6099
Mahidol University Computing Center, The Faculty of ICT, Mahidol University , Rama 6 Road, Rajathevi, Bangkok 10400 Tel. +66 02 354-4333 Fax. +66 02 354-7333