The aim of this study was to develop an Artificial Neural Network (ANN) Model for predicting the Ghanaian Cedi to US Dollar rate and the Ghanaian Cedi to Great Britain Pound rate with inflation, nominal growth, monetary ...

This study uses the Geometric Fractional Brownian Motion (GFBM) model to simulate stock price path and test whether the simulated stock prices mimic the actual stock returns. The model incorporates Hurst index which ...