{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,4]],"date-time":"2026-06-04T10:12:15Z","timestamp":1780567935488,"version":"3.54.1"},"reference-count":20,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2023,7,20]],"date-time":"2023-07-20T00:00:00Z","timestamp":1689811200000},"content-version":"vor","delay-in-days":200,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"name":"Eastern Africa Universities Mathematics Programme"},{"name":"NORHED II: Mathematics for Sustainable Development Project"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["International Journal of Mathematics and Mathematical Sciences"],"published-print":{"date-parts":[[2023,1]]},"abstract":"<jats:p>We use the exponential Ornstein\u2013Uhlenbeck model to predict the stock price dynamics over some finite time horizon of interest. The predictions are the key to the investors in a financial market because they provide vital reference information for decision making. We estimated all the parameters of the model (mean reversion speed, long\u2010run mean, and the volatility) using the data from Stanbic Uganda Holdings Limited. We used the parameters to forecast the stock price and the associated mean absolute percentage error (MAPE). The predictions were compared against those by the ARMA\u2010GARCH model. We also found the 95% prediction intervals before and during the COVID\u201019 pandemic. Results indicate that the exponential Ornstein\u2013Uhlenbeck stochastic model gives very accurate and reliable predictions with a MAPE of 0.4941%. All the forecasted stock prices were within the prediction region established. This was not the case during the COVID\u201019 pandemic; the predicted stock prices are higher than the actual prices, indicating the severe impact COVID\u201019 inflicted on the stock market.<\/jats:p>","DOI":"10.1155\/2023\/2377314","type":"journal-article","created":{"date-parts":[[2023,7,20]],"date-time":"2023-07-20T18:35:12Z","timestamp":1689878112000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Prediction of the Stock Prices at Uganda Securities Exchange Using the Exponential Ornstein\u2013Uhlenbeck Model"],"prefix":"10.1155","volume":"2023","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-0941-9604","authenticated-orcid":false,"given":"Juma","family":"Kasozi","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0009-0000-2086-4373","authenticated-orcid":false,"given":"Erina","family":"Nanyonga","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2282-6685","authenticated-orcid":false,"given":"Fred","family":"Mayambala","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2023,7,20]]},"reference":[{"key":"e_1_2_9_1_2","article-title":"A review on geometric Brownian motion in forecasting the share prices in Bursa Malaysia","volume":"17","author":"Abidin S. 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