自回归积分移动平均
计量经济学
库存(枪支)
证券交易所
自回归模型
股票价格
经济
移动平均线
时间序列
金融经济学
计算机科学
财务
系列(地层学)
统计
数学
工程类
机器学习
机械工程
古生物学
生物
作者
Kahkashan Khan,Dileep Singh
出处
期刊:Review of Professional Management- A Journal of New Delhi Institute of Management
[New Delhi Institute of Management]
日期:2022-07-01
卷期号:20 (1)
被引量:2
标识
DOI:10.1177/09728686221099285
摘要
Forecasting of stock prices is a very important subject in the financial world and economics. For many years, investors have been interested in making better forecasting models. The autoregressive integrated moving average (ARIMA) model was used previously for time series forecasting. This article shows the process of stock price forecasting using an ARIMA model. Historical stock data for analysis is obtained from the National Stock Exchange (NSE) and is used along with the stock price for forecasting using an ARIMA model. The result obtained from an ARIMA model is better for short-term forecasting and can be proven with existing methods for stock price prediction.
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